//--> //--> //--> //-->
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
~isPartOf:"CORE discussion papers : DP"
~type_genre:"Arbeitspapier"
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
Search: subject:"ARCH-Modell"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
35
ARCH-Modell
35
Volatility
14
Volatilität
14
Theorie
11
Theory
11
Estimation theory
9
Schätztheorie
9
Time series analysis
8
Zeitreihenanalyse
8
Correlation
7
Korrelation
7
Stochastic process
6
Stochastischer Prozess
6
Estimation
5
Markov chain
5
Markov-Kette
5
Schätzung
5
Capital income
4
Kapitaleinkommen
4
Risikomaß
4
Risk measure
4
ARMA model
3
ARMA-Modell
3
Analysis of variance
3
Bayes-Statistik
3
Bayesian inference
3
Multivariate Analyse
3
Multivariate analysis
3
Portfolio selection
3
Portfolio-Management
3
Varianzanalyse
3
Capital market returns
2
Dynamic conditional correlations
2
EGARCH
2
Forecasting model
2
Kapitalmarktrendite
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Modellierung
2
more ...
less ...
Online availability
All
Free
35
Type of publication
All
Book / Working Paper
35
Type of publication (narrower categories)
All
Arbeitspapier
Working Paper
35
Graue Literatur
34
Non-commercial literature
34
Language
All
English
35
Author
All
Bauwens, Luc
15
Hafner, Christian M.
9
Preminger, Arie
8
Rombouts, Jeroen V. K.
7
Storti, Giuseppe
4
Dufays, Arnaud
3
Laurent, Sébastien
3
Braione, Manuela
2
Breitung, Jörg
2
Otranto, Edoardo
2
Violante, Francesco
2
Augustyniak, Maciej
1
Bauwensa, Luc
1
Ben Omrane, Walid
1
Bouaddi, Mohammed
1
Carpantier, Jean-François
1
Giot, Pierre
1
Grigoryeva, Lyudmila
1
Hafter, Christian
1
Herwartz, Helmut
1
Kyriakopoulou, Dimitra
1
Maxand, Simone
1
Meitz, Mika
1
Ortega, Juan-Pablo
1
Petitjean, Mikael
1
Pierret, Diane
1
Rengifo, Erick W.
1
Rime, Dagfinn
1
Saikkonen, Pentti
1
Scholtes, Nicolas K.
1
Silvestrini, Andrea
1
Stent, Lars
1
Storti, G.
1
Sucarrat, Genaro
1
Veredas, David
1
Xu, Yongdeng
1
more ...
less ...
Published in...
All
CORE discussion papers : DP
Discussion paper / Tinbergen Institute
98
Econometric Institute research papers
69
Working paper
67
CREATES research paper
43
CESifo working papers
35
Working papers
33
SSE EFI working paper series in economics and finance
24
SFB 649 discussion paper
23
Research paper series / Swiss Finance Institute
22
CORE discussion paper : DP
20
Department of Economics working paper series
19
Economics and finance working paper series
19
Série des documents de travail / Centre de Recherche en Économie et Statistique
19
Discussion papers of interdisciplinary research project 373
17
CFS working paper series
16
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
Swiss Finance Institute Research Paper
15
Working paper / National Bureau of Economic Research, Inc.
15
Working paper series
15
Department of Economics discussion paper series / University of Oxford
13
Discussion paper
13
IES working paper
13
IWQW discussion paper series
13
Working paper series / European Central Bank
12
Discussion papers / Deutsches Institut für Wirtschaftsforschung
11
Discussion papers in economics
11
IMF working papers
11
Working paper / Department of Econometrics and Business Statistics, Monash University
11
Working paper series / University of Zurich, Department of Economics
11
Cambridge working papers in economics
10
Discussion paper series / University of Heidelberg, Department of Economics
10
IMF working paper
10
Umeå economic studies
10
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
9
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
9
Economics discussion papers
9
Working papers / University of Connecticut, Department of Economics
9
Working papers on finance
9
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Exponential-type GARCH models with linear-in-variance risk premium
Hafner, Christian M.
;
Kyriakopoulou, Dimitra
-
2019
Persistent link: https://www.econbiz.de/10012215031
Saved in:
2
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
3
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
-
2018
Persistent link: https://www.econbiz.de/10011993276
Saved in:
4
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
5
Least squares estimation for Garch (1,1) model with heavy tailed errors
Preminger, Arie
;
Storti, Giuseppe
-
2017
Persistent link: https://www.econbiz.de/10011990826
Saved in:
6
Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sébastien
;
Violante, …
-
2016
Persistent link: https://www.econbiz.de/10011589493
Saved in:
7
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
8
Multiplicative conditional correlation models for realized covariance matrices
Bauwensa, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011894432
Saved in:
9
A new approach to volatility modeling : the high-dimensional Markov Model
Augustyniak, Maciej
;
Bauwens, Luc
;
Dufays, Arnaud
-
2016
Persistent link: https://www.econbiz.de/10011894434
Saved in:
10
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2015
Persistent link: https://www.econbiz.de/10011581871
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->