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ARCH-Modell
Prognoseverfahren
40,834
Volatility
40,405
Volatilität
40,228
Forecasting model
39,841
Theorie
28,663
Theory
27,982
Optionspreistheorie
14,725
Schätzung
14,271
Option pricing theory
14,267
Estimation
13,925
Börsenkurs
12,186
Share price
12,011
Kapitaleinkommen
11,122
Capital income
11,080
Zeitreihenanalyse
8,530
Statistische Verteilung
8,441
USA
8,364
Time series analysis
8,296
Statistical distribution
8,228
United States
8,093
Aktienmarkt
7,081
Stock market
7,001
ARCH model
7,000
Welt
6,722
World
6,574
Prognose
6,382
Forecast
6,092
Stochastischer Prozess
5,996
Wechselkurs
5,910
Stochastic process
5,876
Exchange rate
5,793
Portfolio-Management
4,774
Portfolio selection
4,733
Schätztheorie
4,595
Estimation theory
4,513
Risk
4,302
Risiko
4,260
Wirtschaftsprognose
3,901
Economic forecast
3,821
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Undetermined
2,459
Free
2,252
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Article
5,022
Book / Working Paper
2,068
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All
Article in journal
4,865
Aufsatz in Zeitschrift
4,865
Working Paper
1,049
Graue Literatur
989
Non-commercial literature
989
Arbeitspapier
962
Aufsatz im Buch
150
Book section
150
Hochschulschrift
81
Thesis
59
Conference paper
26
Konferenzbeitrag
26
Collection of articles written by one author
24
Sammlung
24
Collection of articles of several authors
15
Sammelwerk
15
Aufsatzsammlung
7
Article
5
Bibliografie enthalten
5
Bibliography included
5
Konferenzschrift
3
Systematic review
3
Übersichtsarbeit
3
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2
Conference proceedings
2
Fallstudie
2
Lehrbuch
2
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2
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1
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1
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1
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1
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English
7,034
German
34
Spanish
14
French
3
Portuguese
2
Czech
1
Italian
1
Polish
1
Romanian
1
Chinese
1
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All
McAleer, Michael
144
Chang, Chia-Lin
69
Gupta, Rangan
68
Ma, Feng
63
Bouri, Elie
41
Engle, Robert F.
37
Bauwens, Luc
36
Caporin, Massimiliano
34
Caporale, Guglielmo Maria
33
Kumar, Dilip
32
Paolella, Marc S.
32
Zhang, Yaojie
32
Herwartz, Helmut
28
Teräsvirta, Timo
28
Hansen, Peter Reinhard
27
Mittnik, Stefan
27
Hafner, Christian M.
26
Conrad, Christian
25
Laurent, Sébastien
25
McMillan, David G.
25
Ardia, David
24
Wang, Yudong
24
Bollerslev, Tim
23
Kang, Sang Hoon
23
Degiannakis, Stavros
22
Hammoudeh, Shawkat
22
Koopman, Siem Jan
22
Liang, Chao
22
Wei, Yu
22
Karanasos, Menelaos
21
Serletis, Apostolos
21
Silvennoinen, Annastiina
21
Tiwari, Aviral Kumar
21
Wu, Xinyu
21
Yoon, Seong-min
21
Christoffersen, Peter F.
20
Floros, Christos
20
Haas, Markus
20
Molnár, Peter
20
Stentoft, Lars
20
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National Bureau of Economic Research
14
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
9
University of Canterbury / Dept. of Economics and Finance
7
Centre for Analytical Finance <Århus>
5
Instituto Valenciano de Investigaciones Económicas
4
Ekonomiska forskningsinstitutet <Stockholm>
3
Brown University / Department of Economics
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of St. Louis
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Center for Economic Research <Tilburg>
1
Centre for Quantitative Economics & Computing
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Deutschland / Bundesministerium für Wirtschaft
1
Deutschland <Bundesrepublik> / Auswärtiges Amt
1
Deutschland <Bundesrepublik> / Bundesminister der Finanzen
1
Deutschland <Bundesrepublik> / Bundesminister für den Marshallplan
1
Erasmus Research Institute of Management
1
European University Institute / Department of Economics
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve Bank of San Francisco
1
HFDF <2, 1998, Zürich>
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
London School of Economics and Political Science
1
Robert Schuman Centre for Advanced Studies
1
Rodney L. White Center for Financial Research
1
School of Accounting, Economics and Finance <Geelong>
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
School of Economics and Finance <Brisbane>
1
School of Finance and Business Economics <Perth, Western Australia>
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Springer Fachmedien Wiesbaden
1
Svenska Handelshögskolan <Helsinki>
1
The Wharton Financial Institutions Center
1
Umeå Universitet / Institutionen för Nationalekonomi
1
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Published in...
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Energy economics
224
Finance research letters
149
Applied economics
122
International review of financial analysis
118
Economic modelling
114
The North American journal of economics and finance : a journal of financial economics studies
111
Journal of empirical finance
106
International review of economics & finance : IREF
98
Research in international business and finance
96
International journal of forecasting
89
Journal of forecasting
78
Journal of econometrics
77
Journal of international financial markets, institutions & money
74
Journal of risk and financial management : JRFM
73
Journal of banking & finance
68
Applied financial economics
67
Discussion paper / Tinbergen Institute
66
Economics letters
58
Applied economics letters
55
International Journal of Energy Economics and Policy : IJEEP
55
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
The journal of futures markets
52
Econometric Institute research papers
47
The European journal of finance
47
Journal of financial econometrics : official journal of the Society for Financial Econometrics
45
International journal of finance & economics : IJFE
44
Working paper
44
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
41
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Review of quantitative finance and accounting
33
International journal of economics and finance
32
International journal of economics and financial issues : IJEFI
32
Cogent economics & finance
31
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
30
Journal of financial econometrics
30
Pacific-Basin finance journal
30
Computational economics
29
Journal of international money and finance
29
The empirical economics letters : a monthly international journal of economics
28
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Source
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ECONIS (ZBW)
6,994
EconStor
92
ArchiDok
2
OLC EcoSci
2
Showing
1
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10
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7,090
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1
COMFORT: a common market factor non-Gaussian returns model
Paolella, Marc S.
;
Polak, Pawel
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 593-605
Persistent link: https://www.econbiz.de/10011499783
Saved in:
2
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
Journal of banking & finance
72
(
2016
),
pp. 216-232
Persistent link: https://www.econbiz.de/10011637138
Saved in:
3
Multivariate moments expansion density : application of the dynamic equicorrelation model
Ñíguez, Trino-Manuel
;
Perote, Javier
-
2016
Persistent link: https://www.econbiz.de/10011799240
Saved in:
4
Can risk-neutral skewness and kurtosis subsume the information content of historical jumps?
Pan, Ging-Ginq
;
Shiu, Yung-Ming
;
Wu, Tu-Cheng
- In:
Journal of financial markets
57
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013188762
Saved in:
5
Skewed generalized error distribution of financial assets and option pricing
Theodossiou, Panayiotis
- In:
Multinational finance journal : MF ; quarterly …
19
(
2015
)
3/4
,
pp. 223-266
Persistent link: https://www.econbiz.de/10011434223
Saved in:
6
Model-based pricing for financial derivatives
Zhu, Ke
;
Ling, Shiqing
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 447-457
Persistent link: https://www.econbiz.de/10011499705
Saved in:
7
Option valuation with
volatility
components, fat tails, and nonmonotonic pricing Kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
- In:
Review of asset pricing studies
8
(
2018
)
2
,
pp. 183-231
Persistent link: https://www.econbiz.de/10012002169
Saved in:
8
Option valuation with
volatility
components, fat tails, and nonlinear pricing kernels
Babaoğlu, Kadir
;
Christoffersen, Peter F.
;
Heston, …
-
2015
Persistent link: https://www.econbiz.de/10011398641
Saved in:
9
A conditional autoregressive range model with gamma distribution for financial
volatility
modelling
Xie, Haibin
;
Wu, Xinyu
- In:
Economic modelling
64
(
2017
),
pp. 349-356
Persistent link: https://www.econbiz.de/10011761274
Saved in:
10
Calibrating the Italian smile with time-varying
volatility
and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
Saved in:
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