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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
131
Theory
131
Time series analysis
80
Volatility
78
Volatilität
78
USA
68
United States
68
Forecasting model
66
Prognoseverfahren
66
ARCH model
60
ARCH-Modell
60
Estimation
59
Schätzung
59
Capital income
47
Estimation theory
47
Kapitaleinkommen
47
Schätztheorie
47
Börsenkurs
39
Share price
39
Portfolio selection
37
Portfolio-Management
37
Correlation
33
Korrelation
33
Risikomanagement
24
Risk management
24
Welt
24
World
24
Option pricing theory
20
Optionspreistheorie
20
Risiko
20
Risk
20
Systemic risk
20
Systemrisiko
20
Aktienmarkt
19
CAPM
19
Stock market
19
Financial market
18
Finanzmarkt
18
Bank risk
17
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Undetermined
10
Free
9
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Book / Working Paper
41
Article
39
Type of publication (narrower categories)
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Article in journal
33
Aufsatz in Zeitschrift
33
Arbeitspapier
20
Working Paper
20
Graue Literatur
17
Non-commercial literature
17
Aufsatz im Buch
5
Book section
5
Aufsatzsammlung
4
Collection of articles of several authors
3
Sammelwerk
3
Festschrift
2
Rezension
1
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Language
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English
79
German
1
Author
All
Engle, Robert F.
57
Patton, Andrew J.
23
Bollerslev, Tim
9
Granger, C. W. J.
9
Russell, Jeffrey R.
8
Issler, João Victor
5
Quaedvlieg, Rogier
4
Teräsvirta, Timo
4
Hylleberg, Svend
3
Nelson, Daniel B.
3
Ng, Victor K.
3
Vahid, Farshid
3
Barendse, Sander
2
Ding, Zhuanxin
2
Lee, Gary G. J.
2
Li, Jia
2
Medeiros, Marcelo C.
2
Oh, Dong Hwan
2
Ramadorai, Tarun
2
Susmel, Raul
2
Watson, Mark W.
2
Bewley, Ronald A.
1
Brown, Scott James
1
Chen, Xiaohong
1
Colacito, Riccardo
1
Conrad, Christian
1
Coulson, N. Edward
1
De Lira Salvatierra, Irving Arturo
1
Engle, Roger F.
1
Fan, Yanqin
1
González-Rivera, Gloria
1
Gonçalves, Sílvia
1
Hassler, Uwe
1
Hong, Che-hsiung T.
1
Hounyo, Ulrich
1
Itō, Takatoshi
1
Kane, Alex
1
Kozicki, Sharon
1
Lin, Wen-ling Tsai
1
Lunde, Asger
1
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Institution
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Ekonomiska forskningsinstitutet <Stockholm>
1
University of Chicago / Graduate School of Business / Department of Economics
1
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Discussion paper / Department of Economics, University of California San Diego
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of econometrics
6
Working paper / National Bureau of Economic Research, Inc.
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Advanced texts in econometrics
3
Discussion paper series / LSE Financial Markets Group
2
ERID working paper
2
Journal of applied econometrics
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
The journal of finance : the journal of the American Finance Association
2
Advances in futures and options research : a research annual
1
Department of Economics discussion paper series / University of Oxford
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper series / Harvard Institute of Economic Research
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Essays in nonlinear time series econometrics
1
Handbook of econometrics ; Vol. 4
1
Handbook of economic forecasting ; Volume 2B
1
Handbook of financial time series
1
IAM paper
1
Journal of economic literature
1
Journal of international money and finance
1
Journal of monetary economics
1
Journal of money, credit and banking : JMCB
1
Model reliability
1
Oxford bulletin of economics and statistics
1
Revista brasileira de economia : RBE ; revista da Escola de Pós-Graduação em Economia da Fundação Getúlio Vargas
1
SSE EFI working paper series in economics and finance
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The econometrics of economic policy
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1
Working paper / Department of Economics, University of Aarhus
1
Working paper series / Czech National Bank
1
Working paper series economics and econometrics
1
Working papers
1
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ECONIS (ZBW)
80
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1
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1
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
2
Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
(
2003
)
12
,
pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
Saved in:
3
Common factors in conditional distributions for bivariate time series
Granger, C. W. J.
;
Teräsvirta, Timo
;
Patton, Andrew J.
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 43-57
Persistent link: https://www.econbiz.de/10003320239
Saved in:
4
Estimation of multivariate models for time series of possibly different lengths
Patton, Andrew J.
- In:
Journal of applied econometrics
21
(
2006
)
2
,
pp. 147-173
Persistent link: https://www.econbiz.de/10003310036
Saved in:
5
Copula-based models for financial time series
Patton, Andrew J.
- In:
Handbook of financial time series
,
(pp. 767-785)
.
2009
Persistent link: https://www.econbiz.de/10003834225
Saved in:
6
On the dynamics of hedge fund risk exposures
Patton, Andrew J.
;
Ramadorai, Tarun
-
2010
Persistent link: https://www.econbiz.de/10003969312
Saved in:
7
On the high-frequency dynamics of hedge fund risk exposures
Patton, Andrew J.
;
Ramadorai, Tarun
- In:
The journal of finance : the journal of the American …
68
(
2013
)
2
,
pp. 597-635
Persistent link: https://www.econbiz.de/10009730850
Saved in:
8
Asymptotic inference about predictive accuracy using high frequency data
Li, Jia
;
Patton, Andrew J.
-
2013
Persistent link: https://www.econbiz.de/10010231970
Saved in:
9
Dynamic copula models and high frequency data
De Lira Salvatierra, Irving Arturo
;
Patton, Andrew J.
- In:
Journal of empirical finance
30
(
2015
),
pp. 120-135
Persistent link: https://www.econbiz.de/10011489292
Saved in:
10
Copula methods for forecasting multivariate time series
Patton, Andrew J.
-
2013
Persistent link: https://www.econbiz.de/10011507033
Saved in:
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