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ARCH-Modell
Schätztheorie
35,850
Estimation theory
35,224
Zeitreihenanalyse
29,701
Time series analysis
28,675
Theorie
23,248
Theory
22,580
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10,272
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10,070
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7,261
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7,078
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4,902
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4,658
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4,625
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4,597
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4,586
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4,570
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4,195
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4,110
Nichtparametrisches Verfahren
3,988
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3,924
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3,855
Kointegration
2,774
Cointegration
2,725
Statistischer Test
2,528
Börsenkurs
2,508
Share price
2,449
Statistical test
2,438
Germany
2,418
ARCH model
2,417
Kapitaleinkommen
2,381
Capital income
2,374
Panel
2,358
Panel study
2,272
Konjunktur
2,228
Stochastischer Prozess
2,217
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McAleer, Michael
59
Teräsvirta, Timo
34
Francq, Christian
31
Caporin, Massimiliano
25
Zakoïan, Jean-Michel
25
Hafner, Christian M.
24
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
Saikkonen, Pentti
16
Chang, Chia-Lin
15
Huang, Zhuo
15
Rombouts, Jeroen V. K.
15
Sheppard, Kevin
15
Lucas, André
14
Medeiros, Marcelo C.
14
Silvennoinen, Annastiina
14
Audrino, Francesco
13
Conrad, Christian
13
Hansen, Peter Reinhard
13
Li, Wai Keung
13
Ling, Shiqing
13
Nielsen, Morten Ørregaard
13
Feng, Yuanhua
12
Linton, Oliver
12
Pedersen, Rasmus Søndergaard
12
Shephard, Neil G.
12
Allen, David E.
11
Dijk, Dick van
11
Hallin, Marc
11
Meitz, Mika
11
Preminger, Arie
11
Ruiz, Esther
11
Chen, Xiaohong
10
Christensen, Bent Jesper
10
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
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Ekonomiska forskningsinstitutet <Stockholm>
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National Bureau of Economic Research
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Econometrisch Instituut <Rotterdam>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Shakai-Keizai-Kenkyūsho <Osaka>
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University of Canterbury / Dept. of Economics and Finance
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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
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Taylor and Francis.
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Umeå Universitet / Institutionen för Nationalekonomi
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Universitat Pompeu Fabra / Departament d'Economia i Empresa
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University of Chicago / Graduate School of Business
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University of Chicago / Graduate School of Business / Department of Economics
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University of Strathclyde / Department of Economics
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University of Waterloo / Department of Economics
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Université de Montréal / Département de sciences économiques
1
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
Westfälische Wilhelms-Universität Münster
1
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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
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
Finance research letters
35
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
Journal of banking & finance
22
International review of financial analysis
21
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
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ECONIS (ZBW)
2,417
EconStor
41
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1
Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie
Brechtmann, Markus
-
1998
Persistent link: https://www.econbiz.de/10000675119
Saved in:
2
Fractionally integrated models with ARCH errors
Hauser, Michael A.
;
Kunst, Robert M.
-
1994
Persistent link: https://www.econbiz.de/10000882159
Saved in:
3
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:
4
Autoregressive conditional heteroscedasticity and USA inflation
Bairam, Erkin İbrahim
-
1992
Persistent link: https://www.econbiz.de/10000836507
Saved in:
5
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:
6
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:
7
Autoregressive conditional heteroskedasticity and changes in regime
Hamilton, James D.
;
Susmel, Raul
-
1993
Persistent link: https://www.econbiz.de/10000877974
Saved in:
8
Arch models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1993
Persistent link: https://www.econbiz.de/10000878183
Saved in:
9
The ARCH Effect : a model of gradual anticipation for autoregressive conditional heteroskedasticity in asset returns
El Din, Tarek Mohy
-
1997
Persistent link: https://www.econbiz.de/10000623956
Saved in:
10
Unobserved components in ARCH models : an application to seasonal adjustment
Fiorentini, Gabriele
;
Maravall, Agustín
-
1994
Persistent link: https://www.econbiz.de/10000147942
Saved in:
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