//--> //--> //--> //-->
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:"Schätzung"
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
Information criteria for GARCH...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Schätzung
Theorie
68
Theory
68
Time series analysis
35
Zeitreihenanalyse
35
Capital income
33
Kapitaleinkommen
33
Großbritannien
30
United Kingdom
30
Börsenkurs
29
Share price
29
USA
24
United States
24
Volatility
24
Estimation
22
Volatilität
22
Bubbles
21
Spekulationsblase
21
Forecasting model
17
Prognoseverfahren
17
ARCH model
16
ARCH-Modell
16
Anlageverhalten
16
Behavioural finance
16
CAPM
16
Estimation theory
15
Schätztheorie
15
Aktienmarkt
13
Exchange rate
13
Financial market
13
Finanzmarkt
13
Multivariate Analyse
13
Multivariate analysis
13
Stock market
13
Wechselkurs
13
Ökonometrie
13
Corporate social responsibility
12
Immobilienmarkt
12
Real estate market
12
Risiko
12
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Article
13
Book / Working Paper
9
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
22
Author
All
Brooks, Chris
21
Henry, Ólan Thomas John
3
Tsolacos, Sotiris
3
Burke, Simon P.
2
Garrett, Ian
2
Kappou, Konstantina
2
Ward, Charles W. R.
2
Balatti, Mirco
1
Bell, Adrian R.
1
Clements, Michael P.
1
Dufour, Alfonso
1
Hasan, Mohammad S.
1
Henry, Ólan T.
1
Hinich, Melvin J.
1
Katsaris, Apostolos
1
Maitland-Smith, James
1
Miffre, Joëlle
1
Nneji, Ogonna
1
Perlin, Marcelo
1
Persand, Gita
1
Stevenson, Simon
1
Tao, Ran
1
more ...
less ...
Institution
All
Centre for Quantitative Economics & Computing
3
University of Reading / Department of Economics
3
Published in...
All
Discussion paper in urban and regional economics / C
3
Discussion papers in quantitative economics and computing / E
3
Applied financial economics
2
Economic modelling
2
International review of financial analysis
2
Annals of finance
1
Applied economics
1
Applied financial economics letters
1
Oxford bulletin of economics and statistics
1
Research paper / University of Melbourne, Department of Economics
1
The European journal of finance
1
The economic journal : the journal of the Royal Economic Society
1
The journal of business : B
1
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting exchange rate volatility using conditional variance models selected by information criteria
Brooks, Chris
-
1998
Persistent link: https://www.econbiz.de/10000982695
Saved in:
2
Unit root tests of the Phillips type with data dependent selection of the lag truncation parameter
Burke, Simon P.
-
1993
Persistent link: https://www.econbiz.de/10000869171
Saved in:
3
House price dynamics and their reaction to macroeconomic changes
Nneji, Ogonna
;
Brooks, Chris
;
Ward, Charles W. R.
- In:
Economic modelling
32
(
2013
),
pp. 172-178
Persistent link: https://www.econbiz.de/10009760663
Saved in:
4
The performance effects of composition changes on sector specific stock indices : the case of European listed real estate
Brooks, Chris
;
Kappou, Konstantina
;
Stevenson, Simon
; …
- In:
International review of financial analysis
29
(
2013
),
pp. 132-142
Persistent link: https://www.econbiz.de/10010244117
Saved in:
5
The determinants of a cross market arbitrage opportunity : theory and evidence for the European bond market
Perlin, Marcelo
;
Dufour, Alfonso
;
Brooks, Chris
- In:
Annals of finance
10
(
2014
)
3
,
pp. 457-480
Persistent link: https://www.econbiz.de/10010399792
Saved in:
6
Do long-short speculators destabilize commodity futures markets?
Miffre, Joëlle
;
Brooks, Chris
- In:
International review of financial analysis
30
(
2013
),
pp. 230-240
Persistent link: https://www.econbiz.de/10010460310
Saved in:
7
An alternative approach in investigating lead-lag relationships between stock and stock index futures markets : comment
Hasan, Mohammad S.
- In:
Applied financial economics letters
1
(
2005
)
2
,
pp. 125-130
Persistent link: https://www.econbiz.de/10002807139
Saved in:
8
A three-regime model of speculative behaviour : modelling the evolution of the S&P 500 composite index
Brooks, Chris
;
Katsaris, Apostolos
- In:
The economic journal : the journal of the Royal …
115
(
2005
)
505
,
pp. 767-797
Persistent link: https://www.econbiz.de/10003007798
Saved in:
9
Can we explain the dynamics of the UK FTSE 100 stock and stock index futures markets?
Brooks, Chris
;
Garrett, Ian
- In:
Applied financial economics
12
(
2002
)
1
,
pp. 25-31
Persistent link: https://www.econbiz.de/10001646093
Saved in:
10
The impact of news on measures of unidiversifiable risk : evidence from the UK stock market
Brooks, Chris
;
Henry, Ólan Thomas John
- In:
Oxford bulletin of economics and statistics
64
(
2002
)
5
,
pp. 487-507
Persistent link: https://www.econbiz.de/10001741987
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->