//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"ARCH model"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The specification of linear re...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Schätztheorie
35,767
Estimation theory
35,142
Zeitreihenanalyse
29,641
Time series analysis
28,618
Theorie
23,469
Theory
22,794
Statistik
19,769
Schätzung
10,328
Estimation
10,126
Prognoseverfahren
7,244
Forecasting model
7,062
Applied statistics
5,203
USA
4,972
United States
4,728
Regressionsanalyse
4,623
Statistische Methodenlehre
4,596
Statistical theory
4,585
Regression analysis
4,568
Volatilität
4,211
Volatility
4,126
Nichtparametrisches Verfahren
3,974
Deutschland
3,941
Nonparametric statistics
3,841
Kointegration
2,848
Cointegration
2,799
Statistischer Test
2,529
Börsenkurs
2,527
Share price
2,468
ARCH-Modell
2,458
Statistical test
2,439
Germany
2,433
Kapitaleinkommen
2,392
Capital income
2,385
Panel
2,365
Panel study
2,279
Konjunktur
2,244
Stochastischer Prozess
2,221
Bayes-Statistik
2,205
Bayesian inference
2,171
more ...
less ...
Online availability
All
Free
912
Undetermined
737
Type of publication
All
Article
1,451
Book / Working Paper
966
Type of publication (narrower categories)
All
Article in journal
1,396
Aufsatz in Zeitschrift
1,396
Arbeitspapier
503
Working Paper
503
Graue Literatur
488
Non-commercial literature
488
Aufsatz im Buch
53
Book section
53
Hochschulschrift
45
Thesis
32
Collection of articles written by one author
11
Sammlung
11
Collection of articles of several authors
10
Sammelwerk
10
Aufsatzsammlung
7
Lehrbuch
7
Conference paper
6
Konferenzbeitrag
6
Textbook
6
Bibliografie enthalten
5
Bibliography included
5
Forschungsbericht
2
Konferenzschrift
2
Mehrbändiges Werk
2
Multi-volume publication
2
Systematic review
2
Übersichtsarbeit
2
Conference proceedings
1
Diskette
1
Festschrift
1
Floppy disk
1
Handbook
1
Handbuch
1
Rezension
1
more ...
less ...
Language
All
English
2,404
German
12
French
1
Italian
1
Author
All
McAleer, Michael
58
Teräsvirta, Timo
33
Francq, Christian
31
Caporin, Massimiliano
25
Zakoïan, Jean-Michel
25
Hafner, Christian M.
23
Bauwens, Luc
22
Lütkepohl, Helmut
21
Rahbek, Anders
21
Koopman, Siem Jan
19
Ardia, David
18
Engle, Robert F.
18
Kumar, Dilip
17
Gupta, Rangan
16
Chang, Chia-Lin
15
Rombouts, Jeroen V. K.
15
Sheppard, Kevin
15
Huang, Zhuo
14
Lucas, André
14
Saikkonen, Pentti
14
Silvennoinen, Annastiina
14
Audrino, Francesco
13
Hansen, Peter Reinhard
13
Li, Wai Keung
13
Conrad, Christian
12
Linton, Oliver
12
Medeiros, Marcelo C.
12
Shephard, Neil G.
12
Allen, David E.
11
Dijk, Dick van
11
Hallin, Marc
11
Ling, Shiqing
11
Nielsen, Morten Ørregaard
11
Pedersen, Rasmus Søndergaard
11
Preminger, Arie
11
Ruiz, Esther
11
Feng, Yuanhua
10
Giraitis, Liudas
10
Nelson, Daniel B.
10
Arvanitis, Stelios
9
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Centre for Analytical Finance <Århus>
5
Ekonomiska forskningsinstitutet <Stockholm>
4
National Bureau of Economic Research
3
Econometrisch Instituut <Rotterdam>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
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
Gottfried Wilhelm Leibniz Universität Hannover
1
International Center for Financial Asset Management and Engineering
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
Taylor and Francis.
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 Strathclyde / 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
more ...
less ...
Published in...
All
Journal of econometrics
71
Discussion paper / Tinbergen Institute
47
Journal of empirical finance
44
Econometric theory
42
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
40
Economics letters
39
Economic modelling
36
Finance research letters
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
International journal of forecasting
35
Energy economics
31
Applied economics
30
The North American journal of economics and finance : a journal of financial economics studies
27
Journal of forecasting
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
CREATES research paper
24
Econometric reviews
22
International review of financial analysis
22
Journal of banking & finance
22
The econometrics journal
20
Journal of risk and financial management : JRFM
19
Working paper
19
Computational economics
18
International journal of economics and financial issues : IJEFI
18
International review of economics & finance : IREF
18
Journal of risk
18
CORE discussion papers : DP
16
Econometric Institute research papers
16
Econometrics : open access journal
16
International Journal of Energy Economics and Policy : IJEEP
16
Research in international business and finance
16
Journal of financial econometrics
15
Journal of time series econometrics
15
Journal of international financial markets, institutions & money
13
Applied economics letters
12
The European journal of finance
12
Applied financial economics
11
International journal of economics and finance
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
International journal of finance & economics : IJFE
10
more ...
less ...
Source
All
ECONIS (ZBW)
2,417
Showing
1
-
10
of
2,417
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Oil and food prices co-intergration nexus for Indonesia : a non-linear autoregressive distributed lag analysis
Abdlaziz, Rizgar Abdlkarim
;
Khalid Bin Abdul Rahim
; …
- In:
International Journal of Energy Economics and Policy : IJEEP
6
(
2016
)
1
,
pp. 82-87
Persistent link: https://www.econbiz.de/10011448235
Saved in:
2
Time-varying autoregressive distributed lag model with changing volatility for stress test
Zhou, Leilei
;
Zhu, Wei
- In:
Journal of risk management in financial institutions
14
(
2020/2021
)
2
,
pp. 195-208
Persistent link: https://www.econbiz.de/10012613982
Saved in:
3
Is gold a hedge against inflation? : new evidence from a nonlinear ARDL approach
Hoang, Thi Hong Van
;
Lahiani, Amine
;
Heller, David
- In:
Economic modelling
54
(
2016
),
pp. 54-66
Persistent link: https://www.econbiz.de/10011641377
Saved in:
4
Exchange rate volatility and India-U.S. export at commodity level : evidence from an autoregressive distributed lag approach
Gupta, Mohini
;
Varshney, Sakshi
- In:
Iranian economic review : journal of University of Tehran
26
(
2022
)
4
,
pp. 853-875
Persistent link: https://www.econbiz.de/10013531083
Saved in:
5
Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie
Brechtmann, Markus
-
1998
Persistent link: https://www.econbiz.de/10000675119
Saved in:
6
Fractionally integrated models with ARCH errors
Hauser, Michael A.
;
Kunst, Robert M.
-
1994
Persistent link: https://www.econbiz.de/10000882159
Saved in:
7
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:
8
Autoregressive conditional heteroscedasticity and USA inflation
Bairam, Erkin İbrahim
-
1992
Persistent link: https://www.econbiz.de/10000836507
Saved in:
9
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:
10
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:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->