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-Modell"
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
Designing realised kernels to...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH-Modell
Theorie
170
Theory
161
Volatility
119
Volatilität
109
Zeitreihenanalyse
78
Schätztheorie
77
Time series analysis
76
Stochastic process
75
Stochastischer Prozess
75
Estimation theory
74
ARCH model
55
Prognoseverfahren
35
Econometrics
34
Estimation
33
Forecasting model
33
Quadratic variation
32
Schätzung
30
Capital income
28
Kapitaleinkommen
28
Stochastic volatility
28
Börsenkurs
26
Share price
26
Realised variance
25
Großbritannien
23
Markov chain Monte Carlo
23
Bayesian inference
22
Financial market
22
Finanzmarkt
22
Markov chain
22
Multivariate Analyse
22
Multivariate analysis
22
stochastic volatility
22
USA
21
United Kingdom
21
Martingale
20
United States
20
Correlation
19
Korrelation
19
Markov-Kette
19
more ...
less ...
Online availability
All
Free
31
Undetermined
5
Type of publication
All
Book / Working Paper
37
Article
19
Type of publication (narrower categories)
All
Working Paper
28
Arbeitspapier
27
Graue Literatur
26
Non-commercial literature
26
Article in journal
18
Aufsatz in Zeitschrift
18
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
56
Author
All
Hansen, Peter Reinhard
27
Shephard, Neil G.
24
Lunde, Asger
16
Sheppard, Kevin
14
Huang, Zhuo
10
Noureldin, Diaa
6
Fiorentini, Gabriele
5
Sentana, Enrique
5
Andersen, Torben
3
Engle, Robert F.
3
Nason, James Michael
3
Pakel, Cavit
3
Voev, Valeri
3
Archakov, Ilya
2
Chib, Siddhartha
2
Horel, Guillaume
2
Janus, Paweł
2
Jensen, Morten Berg
2
Koopman, Siem Jan
2
Nardari, Federico
2
Nason, James M.
2
Shek, Howard Howan
2
Shephard, Neil
2
Tong, Chen
2
Wang, Tianyi
2
Banulescu Radu, Denisa
1
Barndorff-Nielsen, Ole E.
1
Bec, Frédérique
1
Benth, Fred Espen
1
Gorgi, P.
1
Huang, Zhuowei
1
Matei, Marius
1
Rahbek, Anders
1
Shek, Howard Howan Stephen
1
Veraart, Almut
1
more ...
less ...
Institution
All
Brown University / Department of Economics
2
Centre for Analytical Finance <Århus>
2
Instituto Valenciano de Investigaciones Económicas
1
Published in...
All
Department of Economics discussion paper series / University of Oxford
6
Economics discussion papers
5
Journal of applied econometrics
5
CREATES research paper
4
Journal of econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics
2
Oxford bulletin of economics and statistics
2
The journal of futures markets
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Working papers / Brown University, Department of Economics
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Discussion paper / Tinbergen Institute
1
Discussion paper series / LSE Financial Markets Group
1
Documento de trabajo / Centro de Estudios Monetarios y Financieros
1
EUI working paper / ECO
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Global COE Hi-Stat discussion paper series
1
Handbook of financial time series
1
Oxford Financial Research Centre economics series
1
Suntory Toyota International Centre for Economics and Related Disciplines
1
The econometrics journal
1
Working Paper
1
Working paper series / Federal Reserve Bank of Atlanta
1
Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
1
more ...
less ...
Source
All
ECONIS (ZBW)
55
EconStor
1
Showing
1
-
10
of
56
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752607
Saved in:
2
A comparison of volatility models : does anything beat a GARCH(1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10001563856
Saved in:
3
A forecast comparison of volatility models : does anything beat a GARCH (1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566773
Saved in:
4
Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James Michael
-
2003
Persistent link: https://www.econbiz.de/10001831943
Saved in:
5
Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard
;
Lunde, Asger
;
Nason, James Michael
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
suppl
,
pp. 839-861
Persistent link: https://www.econbiz.de/10001860213
Saved in:
6
Realized beta GARCH : a multivariate GARCH model with realized measures of volatility and covolatility
Hansen, Peter Reinhard
;
Lunde, Asger
;
Voev, Valeri
-
2010
Persistent link: https://www.econbiz.de/10008746092
Saved in:
7
Realized beta GARCH : a multivariate GARCH model with realized measures of volatility
Hansen, Peter Reinhard
;
Lunde, Asger
;
Voev, Valeri
- In:
Journal of applied econometrics
29
(
2014
)
5
,
pp. 774-799
Persistent link: https://www.econbiz.de/10010414850
Saved in:
8
Consistent ranking of volatility models
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Journal of econometrics
131
(
2006
)
1/2
,
pp. 97-121
Persistent link: https://www.econbiz.de/10003298566
Saved in:
9
A forecast comparison of volatility models : does anything beat a GARCH (1,1)?
Hansen, Peter Reinhard
;
Lunde, Asger
- In:
Journal of applied econometrics
20
(
2005
)
7
,
pp. 873-889
Persistent link: https://www.econbiz.de/10003243445
Saved in:
10
Realized beta GARCH : a multivariate GARCH model with realized measures of volatility and covolatility
Hansen, Peter Reinhard
;
Lunde, Asger
;
Voev, Valeri
-
2012
Persistent link: https://www.econbiz.de/10009682612
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
