//--> //--> //-->
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:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~accessRights:"restricted"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Anatolyev, Stanislav"
~person:"Payá, Ivan"
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_exact:"Generalized autoregressive conditional heteroscedasticity"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
3
ARCH-Modell
3
Multivariate Analyse
2
Multivariate analysis
2
Theorie
2
Theory
2
Aggregation
1
BEKK
1
CAW
1
Capital income
1
Causality analysis
1
Correlation
1
Estimation theory
1
Forecasting model
1
Heteroscedasticity
1
Heteroskedastizität
1
Kapitaleinkommen
1
Kausalanalyse
1
Korrelation
1
Nichtlineare Regression
1
Nonlinear regression
1
Prognoseverfahren
1
Random Walk
1
Random walk
1
Schätztheorie
1
Simulation
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
conditional heteroskedasticity
1
covariance matrix
1
multivariate volatility
1
random walk
1
regularization
1
ridge
1
temporal aggregation
1
variance ratio
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Anatolyev, Stanislav
Payá, Ivan
Haas, Markus
3
Aknouche, Abdelhakim
2
Blazsek, Szabolcs
2
Carnero, M. Angeles
2
Chan, Jennifer So Kuen
2
Chung, Huimin
2
Dimitrakopoulos, Stefanos
2
Dufays, Arnaud
2
Fabozzi, Frank J.
2
Ghysels, Eric
2
Jawadi, Fredj
2
Kim, Young Shin
2
Kok Haur Ng
2
Maheu, John M.
2
Abbara, Omar
1
Ahmad, Yamin S.
1
Ahoniemi, Katja
1
Almohaimeed, Bader S.
1
Badescu, Alex
1
Barnett, William A.
1
Barunik, Jozef
1
Baur, Dirk G.
1
Bauwens, Luc
1
Beck, Alexander
1
Bianchi, Michele Leonardo
1
Bidarkota, Prasad V.
1
Bouaddi, Mohammed
1
Broto, Carmen
1
Bu, Ruijun
1
Bunn, Derek W.
1
Burda, Martin
1
Caldeira, João F.
1
Cappuccio, Nunzio
1
Chen, Yi-ting
1
Cheng, Jie
1
Chevallier, Julien
1
Choi, Seungmoon
1
Christidou, Maria
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Economics letters
1
Macroeconomic dynamics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Unrestricted, restricted, and regularized models for forecasting multivariate volatility
Anatolyev, Stanislav
;
Staněk, Filip
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 199-218
Persistent link: https://www.econbiz.de/10014288890
Saved in:
2
Temporal aggregation of random walk processes and implications for economic analysis
Ahmad, Yamin S.
;
Payá, Ivan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
24
(
2020
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012198637
Saved in:
3
Nonlinear causality tests and multivariate conditional heteroskedasticity : a simulation study
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
3
,
pp. 297-312
Persistent link: https://www.econbiz.de/10009740330
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->