//--> //--> //-->
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"
~subject:"Analysis of variance"
~subject:"Capital income"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Analysis of variance
Capital income
ARCH model
14
ARCH-Modell
14
Volatility
12
Volatilität
12
Estimation
8
Schätzung
8
Theorie
8
Theory
8
Forecasting model
7
Prognoseverfahren
7
Time series analysis
7
Zeitreihenanalyse
7
Börsenkurs
6
Kapitaleinkommen
6
Share price
6
Correlation
4
Korrelation
4
Estimation theory
3
GARCH
3
Risikomaß
3
Risk measure
3
Schätztheorie
3
realized volatility
3
Aktienmarkt
2
Modellierung
2
Multivariate Analyse
2
Multivariate analysis
2
Regression analysis
2
Regressionsanalyse
2
Scientific modelling
2
Stochastic process
2
Stochastischer Prozess
2
Stock market
2
high-frequency data
2
model confidence set
2
stochastic volatility
2
Ausreißer
1
Bayes-Statistik
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Ahoniemi, Katja
1
Barunik, Jozef
1
Chen, Yi-ting
1
Engle, Robert F.
1
Fuertes, Ana María
1
Halbleib, Roxana
1
Olmo, Jose
1
Trapin, Luca
1
Voev, Valeri
1
Zikes, Filip
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Finance research letters
52
The North American journal of economics and finance : a journal of financial economics studies
38
International review of economics & finance : IREF
32
Energy economics
30
International review of financial analysis
30
Research in international business and finance
28
International journal of forecasting
26
Applied economics
24
Economic modelling
20
Journal of empirical finance
19
Journal of financial econometrics
18
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
18
Journal of econometrics
17
Journal of international financial markets, institutions & money
17
Journal of forecasting
16
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
16
Journal of banking & finance
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
Pacific-Basin finance journal
13
Applied economics letters
12
Theoretical economics letters
10
International journal of finance & economics : IJFE
9
Review of quantitative finance and accounting
9
Afro-Asian Journal of Finance and Accounting : AAJFA
8
Economics letters
8
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Global finance journal
8
Quantitative finance
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Global business review
7
International journal of economics and finance
7
Journal of risk
7
Studies in economics and finance
7
The European journal of finance
7
Annals of financial economics
6
Emerging markets, finance and trade : EMFT
6
International journal of emerging markets
6
Empirical economics : a quarterly journal of the Institute for Advanced Studies
5
Financial markets and portfolio management
5
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Can volatility models explain extreme events?
Trapin, Luca
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 297-315
Persistent link: https://www.econbiz.de/10011987768
Saved in:
2
Overnight news and daily equity trading risk limits
Ahoniemi, Katja
;
Fuertes, Ana María
;
Olmo, Jose
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 525-551
Persistent link: https://www.econbiz.de/10011623670
Saved in:
3
Exceedance correlation tests for financial returns
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
3
,
pp. 581-616
Persistent link: https://www.econbiz.de/10011623694
Saved in:
4
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
5
Semi-parametric conditional quantile models for financial returns and realized volatility
Zikes, Filip
;
Barunik, Jozef
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 185-226
Persistent link: https://www.econbiz.de/10011588557
Saved in:
6
Forecasting covariance matrices : a mixed approach
Halbleib, Roxana
;
Voev, Valeri
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 383-417
Persistent link: https://www.econbiz.de/10011589016
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->