//--> //--> //--> //-->
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
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
Stationarity and memory of ARC...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
622,217
Theory
607,130
USA
41,728
United States
40,628
Schätztheorie
35,696
Schätzung
35,124
Estimation theory
35,071
Estimation
34,386
Welt
25,445
World
24,827
Deutschland
22,660
Geldpolitik
22,521
Monetary policy
21,790
Germany
21,276
Portfolio-Management
19,440
Portfolio selection
19,235
Risiko
17,957
Zeitreihenanalyse
17,760
Risk
17,751
Time series analysis
17,352
Mathematische Optimierung
17,049
Mathematical programming
16,942
Prognoseverfahren
16,116
Forecasting model
15,834
Volatilität
15,700
Volatility
15,408
Wirtschaftswachstum
13,489
Börsenkurs
13,100
Economic growth
12,886
Share price
12,884
Spieltheorie
12,678
Game theory
11,960
Experiment
11,335
Stochastischer Prozess
10,554
Asymmetrische Information
10,550
ARCH-Modell
10,461
Kapitaleinkommen
10,298
ARCH model
10,280
Stochastic process
10,275
Asymmetric information
10,268
more ...
less ...
Online availability
All
Free
185,998
Undetermined
84,856
Type of publication
All
Book / Working Paper
344,860
Article
309,784
Journal
1,386
Other
103
Database
3
Type of publication (narrower categories)
All
Article in journal
254,958
Aufsatz in Zeitschrift
254,958
Working Paper
132,469
Graue Literatur
130,048
Non-commercial literature
130,048
Arbeitspapier
120,604
Aufsatz im Buch
48,616
Book section
48,616
Hochschulschrift
29,404
Thesis
25,517
Collection of articles of several authors
12,727
Sammelwerk
12,727
Bibliografie enthalten
11,087
Bibliography included
11,087
Lehrbuch
9,881
Textbook
8,971
Aufsatzsammlung
6,728
Konferenzschrift
5,289
Collection of articles written by one author
3,906
Sammlung
3,906
Conference proceedings
3,327
Systematic review
2,718
Übersichtsarbeit
2,718
Rezension
2,391
Conference paper
1,806
Konferenzbeitrag
1,806
Glossar enthalten
1,645
Glossary included
1,645
Case study
1,299
Fallstudie
1,299
Festschrift
1,199
Amtsdruckschrift
1,180
Government document
1,180
Mehrbändiges Werk
1,137
Multi-volume publication
1,137
Reprint
1,113
Handbook
998
Handbuch
998
Forschungsbericht
878
Bibliografie
873
more ...
less ...
Language
All
English
572,906
German
61,485
French
7,374
Spanish
4,235
Italian
3,918
Polish
1,768
Russian
1,431
Undetermined
1,026
Portuguese
1,017
Dutch
714
Hungarian
284
Danish
225
Czech
204
Swedish
167
Norwegian
155
Croatian
142
Bulgarian
80
Finnish
75
Slovak
66
Romanian
52
Slovenian
48
Ukrainian
48
Serbian
44
Chinese
25
Turkish
19
Macedonian
14
Japanese
12
Lithuanian
9
Modern Greek (1453-)
8
Afrikaans
7
Valencian
7
Estonian
7
Galician
7
Arabic
5
Korean
4
Latin
4
Albanian
3
Georgian
2
Kazakh
2
Belarusian
1
more ...
less ...
Author
All
Phillips, Peter C. B.
585
Nijkamp, Peter
535
Pesaran, M. Hashem
520
Acemoglu, Daron
518
Güth, Werner
493
Stiglitz, Joseph E.
453
McAleer, Michael
451
Snower, Dennis J.
445
Pestieau, Pierre
441
Gersbach, Hans
440
Heckman, James J.
419
Stark, Oded
407
Creedy, John
402
Koskela, Erkki
391
Aizenman, Joshua
383
Härdle, Wolfgang
370
Zenou, Yves
356
Helpman, Elhanan
355
Cremer, Helmuth
336
Franses, Philip Hans
332
Frey, Bruno S.
331
Svensson, Lars E. O.
331
Broll, Udo
329
Woodford, Michael
323
Kaplow, Louis
322
Konrad, Kai A.
317
Thisse, Jacques-François
317
Batabyal, Amitrajeet A.
315
Shavell, Steven
308
Tirole, Jean
307
Lambertini, Luca
296
Linton, Oliver
295
Artus, Patrick
293
Diebold, Francis X.
293
Buiter, Willem H.
290
Caporale, Guglielmo Maria
286
Grossman, Gene M.
282
Koopman, Siem Jan
281
Aghion, Philippe
272
Devereux, Michael B.
271
more ...
less ...
Institution
All
National Bureau of Economic Research
7,462
Edward Elgar Publishing
403
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
377
Ekonomiska forskningsinstitutet <Stockholm>
302
OECD
282
Center for Economic Research <Tilburg>
281
European University Institute / Department of Economics
253
Springer Fachmedien Wiesbaden
253
IGI Global
213
Forschungsinstitut zur Zukunft der Arbeit
165
World Bank
157
Institut für Weltwirtschaft
144
Internationaler Währungsfonds / Research Department
137
Centre for Economic Policy Research
136
International Monetary Fund
136
Umeå universitet
132
Foerder Institute for Economic Research <Tēl-Āvîv>
127
Universitat Pompeu Fabra / Departament d'Economia i Empresa
111
University of Exeter / Department of Economics
110
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
103
Social Systems Research Institute
102
Springer-Verlag GmbH
91
Deutsche Forschungsgemeinschaft
90
Australian National University / Faculty of Economics and Commerce
84
Universitetet i Oslo / Økonomisk institutt
82
Centre for Analytical Finance <Århus>
81
Econometrisch Instituut <Rotterdam>
79
Federal Reserve System / Board of Governors
79
Massachusetts Institute of Technology / Department of Economics
79
Columbia University / Department of Economics
78
European University Institute / Department of Law
78
Robert Schuman Centre for Advanced Studies
77
University of Warwick / Department of Economics
76
Instituto Valenciano de Investigaciones Económicas
75
De Gruyter Oldenbourg
74
Erasmus Research Institute of Management
74
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
74
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
71
Federal Reserve System / Division of Research and Statistics
70
Deutschland / Bundeswehr / Universität Hamburg
69
more ...
less ...
Published in...
All
NBER working paper series
7,125
Working paper / National Bureau of Economic Research, Inc.
6,627
NBER Working Paper
6,588
Economics letters
5,880
European journal of operational research : EJOR
5,107
Discussion paper / Centre for Economic Policy Research
4,520
CESifo working papers
3,670
Journal of econometrics
2,920
Journal of economic theory
2,896
Working paper
2,817
Discussion paper / Tinbergen Institute
2,618
Journal of economic dynamics & control
2,466
The American economic review
2,377
Computers & operations research : and their applications to problems of world concern ; an international journal
2,357
Discussion paper series / IZA
2,328
Journal of economic behavior & organization : JEBO
2,220
Europäische Hochschulschriften / 5
2,163
International journal of production research
1,964
European economic review : EER
1,932
Economic modelling
1,915
Discussion paper
1,895
CESifo Working Paper
1,885
Games and economic behavior
1,866
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,813
The economic journal : the journal of the Royal Economic Society
1,807
Discussion paper / Center for Economic Research, Tilburg University
1,756
Applied economics
1,754
Journal of public economics
1,748
SpringerLink / Bücher
1,746
CESifo Working Paper Series
1,625
IZA Discussion Paper
1,605
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,590
Journal of banking & finance
1,517
Management science : journal of the Institute for Operations Research and the Management Sciences
1,491
Journal of monetary economics
1,411
Public choice
1,398
International economic review
1,384
Applied economics letters
1,321
Discussion papers / CEPR
1,321
Social choice and welfare
1,318
more ...
less ...
Source
All
ECONIS (ZBW)
640,523
EconStor
12,547
USB Cologne (EcoSocSci)
1,836
RePEc
530
OLC EcoSci
392
BASE
239
ArchiDok
50
USB Cologne (business full texts)
16
Other ZBW resources
3
more ...
less ...
Showing
71
-
80
of
656,136
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
71
Forecast evaluation tests in the presence of ARCH
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Journal of forecasting
18
(
1999
)
6
,
pp. 435-445
Persistent link: https://www.econbiz.de/10001494029
Saved in:
72
Estimation of an EGARCH volatility option pricing model using a bacteria foraging optimisation algorithm
Dang, Jing
;
Brabazon, Anthony
;
O'Neill, Michael
; …
- In:
Natural computing in computational finance ; [the …
,
(pp. 109-127)
.
2008
Persistent link: https://www.econbiz.de/10009515172
Saved in:
73
Essays on fine structure of asset returns, jumps, and stochastic volatility
Yu, Jung-suk
-
2006
Persistent link: https://www.econbiz.de/10003973904
Saved in:
74
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003010850
Saved in:
75
A new class of multivariate skew densities, with application to generalized autoregressive conditionalheteroscedasticity models
Bauwens, Luc
;
Laurent, Sébastien
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
3
,
pp. 346-354
Persistent link: https://www.econbiz.de/10003013029
Saved in:
76
Adaptive pointwise estimation in time-inhomogeneous time-series models
Čížek, Pavel
(
contributor
);
Härdle, Wolfgang
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003656441
Saved in:
77
Normal log-normal mixture, leptokurtosis and skewness
Yang, Minxian
- In:
Applied economics letters
15
(
2008
)
7/9
,
pp. 737-742
Persistent link: https://www.econbiz.de/10003741693
Saved in:
78
Dépendance non-monotone : une application à la relation rendement-volume
Neto, David
- In:
Annales d'économie et de statistique
82
(
2006
),
pp. 187-216
Persistent link: https://www.econbiz.de/10003511010
Saved in:
79
Three essays on modeling conditional correlation
Sheppard, Kevin
-
2004
Persistent link: https://www.econbiz.de/10003550225
Saved in:
80
Small-sample properties of estimators in an ARCH(1) and GARCH(1,1) model with a generalized error distribution : a robustness study
Pauly, Ralf
;
Kosater, Peter
-
2005
-
Preliminary version
Persistent link: https://www.econbiz.de/10003204016
Saved in:
First
Prev
4
5
6
7
8
9
10
11
12
13
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->