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ARCH model
Schätztheorie
40,657
Estimation theory
40,028
Zeitreihenanalyse
31,847
Time series analysis
30,838
Theorie
22,247
Theory
21,590
Schätzung
12,040
Estimation
11,846
Prognoseverfahren
7,851
Forecasting model
7,687
Regressionsanalyse
5,717
Regression analysis
5,684
Volatilität
4,919
Volatility
4,836
Nichtparametrisches Verfahren
4,437
Nonparametric statistics
4,310
USA
4,136
United States
3,997
ARCH-Modell
3,141
Stochastischer Prozess
2,979
Kointegration
2,957
Stochastic process
2,918
Cointegration
2,898
Panel
2,851
Panel study
2,795
Börsenkurs
2,790
Share price
2,731
Statistischer Test
2,703
Statistical test
2,627
VAR-Modell
2,537
VAR model
2,503
Kapitaleinkommen
2,450
Capital income
2,443
Statistische Verteilung
2,366
Konjunktur
2,360
Statistical distribution
2,328
Bayes-Statistik
2,311
Business cycle
2,280
Bayesian inference
2,272
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1,200
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1,035
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102
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1,921
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1,179
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Graue Literatur
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Thesis
33
Collection of articles written by one author
11
Sammlung
11
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10
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10
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10
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8
Lehrbuch
7
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6
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5
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5
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4
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2
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2
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3,087
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12
French
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McAleer, Michael
59
Francq, Christian
36
Hafner, Christian M.
35
Teräsvirta, Timo
35
Rahbek, Anders
32
Engle, Robert F.
28
Bauwens, Luc
27
Zakoïan, Jean-Michel
27
Caporin, Massimiliano
26
Lütkepohl, Helmut
26
Gupta, Rangan
23
Lucas, André
23
Ardia, David
20
Koopman, Siem Jan
20
Kumar, Dilip
20
Linton, Oliver
20
Rombouts, Jeroen V. K.
19
Chang, Chia-Lin
18
Saikkonen, Pentti
17
Cavaliere, Giuseppe
16
Huang, Zhuo
16
Pedersen, Rasmus Søndergaard
16
Sheppard, Kevin
16
Dijk, Dick van
15
Li, Wai Keung
15
Medeiros, Marcelo C.
15
Nielsen, Morten Ørregaard
15
Wolf, Michael
15
Allen, David E.
14
Audrino, Francesco
14
Feng, Yuanhua
14
Hansen, Peter Reinhard
14
Herwartz, Helmut
14
Ledoit, Olivier
14
Paolella, Marc S.
14
Ruiz, Esther
14
Conrad, Christian
13
Karanasos, Menelaos
13
Shephard, Neil G.
13
Silvennoinen, Annastiina
13
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Centre for Analytical Finance <Århus>
5
Econometrisch Instituut <Rotterdam>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
National Bureau of Economic Research
4
Gottfried Wilhelm Leibniz Universität Hannover
2
Shakai-Keizai-Kenkyūsho <Osaka>
2
University of Canterbury / Dept. of Economics and Finance
2
William Davidson Institute <Ann Arbor, Mich.>
2
Center for Economic Research <Tilburg>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
European University Institute / Department of Economics
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
HFDF <1, 1995, Zürich>
1
HFDF <2, 1998, Zürich>
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Konjunkturinstitutet <Stockholm>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
London School of Economics and Political Science
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Springer Fachmedien Wiesbaden
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
Université de Montréal / Département de sciences économiques
1
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
Westfälische Wilhelms-Universität Münster
1
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Published in...
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Journal of econometrics
95
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
60
Discussion paper / Tinbergen Institute
59
Journal of empirical finance
56
Econometric theory
52
Journal of forecasting
52
Finance research letters
51
International journal of forecasting
50
Economics letters
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
43
The North American journal of economics and finance : a journal of financial economics studies
43
Economic modelling
42
Applied economics
41
Energy economics
35
Econometric reviews
32
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
CREATES research paper
30
Journal of banking & finance
30
Computational economics
29
International review of financial analysis
27
Journal of risk and financial management : JRFM
27
Econometrics : open access journal
26
Working paper
24
International review of economics & finance : IREF
23
International journal of economics and financial issues : IJEFI
22
CORE discussion papers : DP
21
Journal of financial econometrics
21
Journal of time series econometrics
20
The European journal of finance
20
The econometrics journal
20
International Journal of Energy Economics and Policy : IJEEP
19
Applied economics letters
18
Quantitative finance
18
Econometric Institute research papers
17
Journal of risk
17
Risks : open access journal
16
Journal of international financial markets, institutions & money
15
Working papers
14
International journal of economics and finance
13
Research in international business and finance
13
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Source
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ECONIS (ZBW)
3,100
Showing
1
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of
3,100
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1
Testing of binary regime switching models using squeeze duration analysis
Das, Milan Kumar
;
Goswami, Anindya
- In:
International journal of financial engineering
6
(
2019
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012028860
Saved in:
2
A model for long memory conditional heteroscedasticity
Giraitis, Liudas
;
Robinson, Peter M.
;
Surgailis, Donatas
-
2000
Persistent link: https://www.econbiz.de/10001490719
Saved in:
3
Autoregressive conditional heteroscedasticity and theories of inflation
Bairam, Erkin İbrahim
-
1992
Persistent link: https://www.econbiz.de/10000836505
Saved in:
4
Autoregressive conditional heteroscedasticity and USA inflation
Bairam, Erkin İbrahim
-
1992
Persistent link: https://www.econbiz.de/10000836507
Saved in:
5
Moving average conditional heteroscedastic processes
Yang, Minxian
;
Bewley, Ronald A.
-
1992
Persistent link: https://www.econbiz.de/10000840782
Saved in:
6
On the relation between GARCH and stable processes
Vries, Casper G. de
-
1990
Persistent link: https://www.econbiz.de/10000791413
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
ARCH models as diffusion approximations
Nelson, Daniel B.
-
1988
Persistent link: https://www.econbiz.de/10000766242
Saved in:
9
Conditional heteroskedasticity in asset returns : a new approach
Nelson, Daniel B.
-
1989
-
Rev
Persistent link: https://www.econbiz.de/10000766245
Saved in:
10
Stationarity and persistence in the GARCH (1,1) model
Nelson, Daniel B.
-
1988
-
Rev
Persistent link: https://www.econbiz.de/10000766332
Saved in:
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