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~subject:"ARCH-Modell"
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ARCH-Modell
Schätztheorie
35,691
Estimation theory
35,066
Zeitreihenanalyse
29,568
Time series analysis
28,483
Theorie
20,846
Theory
20,191
Schätzung
10,096
Estimation
9,909
Prognoseverfahren
7,071
Forecasting model
6,910
Regressionsanalyse
4,509
Regression analysis
4,481
USA
4,168
Volatilität
4,146
Volatility
4,064
United States
4,039
Nichtparametrisches Verfahren
3,920
Nonparametric statistics
3,793
Kointegration
2,744
Cointegration
2,695
Börsenkurs
2,441
ARCH model
2,398
Share price
2,382
Statistischer Test
2,381
Kapitaleinkommen
2,333
Capital income
2,326
Statistical test
2,305
Panel
2,301
Panel study
2,245
Konjunktur
2,166
Stochastischer Prozess
2,150
Stochastic process
2,091
Business cycle
2,088
Bayes-Statistik
2,050
Bayesian inference
2,017
VAR-Modell
1,982
VAR model
1,948
Statistische Verteilung
1,847
Statistical distribution
1,810
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Free
947
Undetermined
731
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Article
1,439
Book / Working Paper
1,000
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Article in journal
1,383
Aufsatz in Zeitschrift
1,383
Working Paper
536
Arbeitspapier
498
Graue Literatur
483
Non-commercial literature
483
Aufsatz im Buch
53
Book section
53
Hochschulschrift
45
Thesis
32
Collection of articles written by one author
11
Sammlung
11
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10
Sammelwerk
10
Aufsatzsammlung
7
Lehrbuch
7
Conference paper
6
Konferenzbeitrag
6
Textbook
6
Bibliografie enthalten
5
Bibliography included
5
Doctoral Thesis
2
Forschungsbericht
2
Konferenzschrift
2
Mehrbändiges Werk
2
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2
Systematic review
2
Übersichtsarbeit
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1
Conference proceedings
1
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1
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1
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1
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English
2,425
German
13
French
1
Italian
1
Author
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McAleer, Michael
59
Teräsvirta, Timo
34
Francq, Christian
31
Zakoïan, Jean-Michel
25
Caporin, Massimiliano
24
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
Rombouts, Jeroen V. K.
15
Sheppard, Kevin
15
Huang, Zhuo
14
Lucas, André
14
Medeiros, Marcelo C.
14
Silvennoinen, Annastiina
14
Audrino, Francesco
13
Hansen, Peter Reinhard
13
Li, Wai Keung
13
Ling, Shiqing
13
Nielsen, Morten Ørregaard
13
Conrad, Christian
12
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
Christensen, Bent Jesper
10
Nelson, Daniel B.
10
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
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
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Journal of econometrics
71
Discussion paper / Tinbergen Institute
47
Journal of empirical finance
44
Econometric theory
41
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
Applied economics
30
Energy 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
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
Computational economics
16
Econometric Institute research papers
16
International Journal of Energy Economics and Policy : IJEEP
16
Research in international business and finance
16
Econometrics : open access journal
15
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
International journal of finance & economics : IJFE
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
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ECONIS (ZBW)
2,398
EconStor
41
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1
Unobserved components in ARCH models : an application to seasonal adjustment
Fiorentini, Gabriele
;
Maravall, Agustín
-
1994
Persistent link: https://www.econbiz.de/10000147942
Saved in:
2
GARCH effects on a test of cointegration
Franses, Philip H.
;
Kofman, Paul
;
Moser, James
-
1992
Persistent link: https://www.econbiz.de/10000122460
Saved in:
3
Asymptotic filtering theory for multivariate ARCH models
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10000899156
Saved in:
4
ARCH models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1993
Persistent link: https://www.econbiz.de/10000899195
Saved in:
5
Modelling long memory in stock market volatility : a fractionally integrated generalised ARCH approach
Psaradakis, Zacharias G.
;
Sola, Martin
-
1995
Persistent link: https://www.econbiz.de/10000906276
Saved in:
6
Random coefficient formulation of conditional heteroskedasticity and augmented Arch models
Bera, Anil K.
;
Higgins, Matthew Lawrence
;
Lee, Sangkyu
-
1995
Persistent link: https://www.econbiz.de/10000911331
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
Fractionally integrated models with ARCH errors
Hauser, Michael A.
;
Kunst, Robert M.
-
1994
Persistent link: https://www.econbiz.de/10000882159
Saved in:
10
A Tobit model with GARCH errors
Calzolari, Giorgio
;
Fiorentini, Gabriele
-
1997
-
1. ed
Persistent link: https://www.econbiz.de/10000960186
Saved in:
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