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ARCH model
Schätztheorie
35,902
Estimation theory
35,275
Theorie
9,572
Theory
9,191
Zeitreihenanalyse
5,782
Time series analysis
5,707
Schätzung
5,573
Estimation
5,493
Regressionsanalyse
4,046
Regression analysis
4,033
Nichtparametrisches Verfahren
3,308
Nonparametric statistics
3,224
Prognoseverfahren
1,888
Forecasting model
1,861
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1,833
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1,786
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1,701
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1,667
USA
1,591
United States
1,541
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1,537
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1,514
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1,421
Statistical distribution
1,393
Bayes-Statistik
1,202
Bayesian inference
1,188
Sampling
1,070
Stichprobenerhebung
1,069
ARCH-Modell
1,060
Kointegration
1,053
Statistical inference
1,047
Induktive Statistik
1,046
Cointegration
1,040
Stochastischer Prozess
1,021
Stochastic process
1,004
Monte-Carlo-Simulation
1,003
Momentenmethode
997
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992
Maximum-Likelihood-Schätzung
989
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606
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445
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582
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582
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207
Graue Literatur
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16
Thesis
10
Collection of articles written by one author
4
Sammlung
4
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3
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English
1,049
German
1
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1
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Francq, Christian
27
Zakoïan, Jean-Michel
23
Teräsvirta, Timo
19
Rahbek, Anders
16
Hafner, Christian M.
15
Ardia, David
14
Engle, Robert F.
13
Sheppard, Kevin
13
Audrino, Francesco
12
Kumar, Dilip
12
Linton, Oliver
11
Bauwens, Luc
10
Silvennoinen, Annastiina
10
McAleer, Michael
9
Pedersen, Rasmus Søndergaard
9
Shephard, Neil G.
9
Trojani, Fabio
9
Fiorentini, Gabriele
8
Lütkepohl, Helmut
8
Nelson, Daniel B.
8
Preminger, Arie
8
Carnero, M. Angeles
7
Cavaliere, Giuseppe
7
Koopman, Siem Jan
7
Ling, Shiqing
7
Prono, Todd
7
Arvanitis, Stelios
6
Calzolari, Giorgio
6
Feng, Yuanhua
6
Hoogerheide, Lennart F.
6
Horváth, Lajos
6
Huang, Zhuo
6
Li, Guodong
6
Maheswaran, S.
6
Sucarrat, Genaro
6
Yi, Yanping
6
Amado, Cristina
5
Giraitis, Liudas
5
Gorgi, Paolo
5
Guirguis, Michel
5
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Ekonomiska forskningsinstitutet <Stockholm>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
National Bureau of Economic Research
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Econometrisch Instituut <Rotterdam>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
London School of Economics and Political Science
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Umeå Universitet / Institutionen för Nationalekonomi
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of Waterloo / Department of Economics
1
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
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Journal of econometrics
50
Econometric theory
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Economics letters
20
Discussion paper / Tinbergen Institute
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Econometric reviews
15
The econometrics journal
14
Finance research letters
13
International journal of forecasting
13
Journal of empirical finance
13
CREATES research paper
12
Journal of risk
12
International journal of economics and financial issues : IJEFI
11
Journal of financial econometrics : official journal of the Society for Financial Econometrics
11
Journal of forecasting
11
Applied economics
10
Journal of time series econometrics
10
CORE discussion papers : DP
9
Economic modelling
9
Journal of banking & finance
9
Journal of risk and financial management : JRFM
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
The North American journal of economics and finance : a journal of financial economics studies
9
International Journal of Energy Economics and Policy : IJEEP
8
Journal of financial econometrics
8
Applied economics letters
7
Computational economics
7
Econometrics : open access journal
7
Journal of mathematical finance
7
The journal of risk model validation
7
Working paper series
6
Working papers
6
Annals of financial economics
5
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
The European journal of finance
5
CBN journal of applied statistics
4
Discussion paper / Centre for Economic Forecasting
4
Discussion paper / Department of Economics, University of California San Diego
4
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ECONIS (ZBW)
1,051
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1
Fractionally integrated models with ARCH errors
Hauser, Michael A.
;
Kunst, Robert M.
-
1994
Persistent link: https://www.econbiz.de/10000882159
Saved in:
2
GARCH effects on a test of cointegration
Franses, Philip Hans
;
Kofman, Paul
;
Moser, James T.
-
1993
Persistent link: https://www.econbiz.de/10000893748
Saved in:
3
Impulse response function for conditional volatility in GARCH models
Lin, Wen-ling Tsai
-
1994
Persistent link: https://www.econbiz.de/10000896902
Saved in:
4
Target zones and conditional volatility : an ARCH application to the EMS
Neely, Christopher J.
-
1993
Persistent link: https://www.econbiz.de/10000897484
Saved in:
5
Autoregressive conditional heteroscedasticity and USA inflation
Bairam, Erkin İbrahim
-
1992
Persistent link: https://www.econbiz.de/10000836507
Saved in:
6
Autoregressive conditional density estimation
Hansen, Bruce E.
-
1992
Persistent link: https://www.econbiz.de/10000840704
Saved in:
7
A local scale model : an unobserved component alternative to integrated garch processes
Shephard, Neil G.
-
1990
Persistent link: https://www.econbiz.de/10000804115
Saved in:
8
Filtering and forecasting with misspecified ARCH models I : getting the right variance with the wrong model
Nelson, Daniel B.
-
1990
Persistent link: https://www.econbiz.de/10000811128
Saved in:
9
Autoregressive conditional heteroskedasticity and changes in regime
Hamilton, James D.
;
Susmel, Raul
-
1993
Persistent link: https://www.econbiz.de/10000877974
Saved in:
10
Arch models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1993
Persistent link: https://www.econbiz.de/10000878183
Saved in:
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