//--> //--> //--> //-->
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"
~subject:"Korrelation"
~subject:"Schätztheorie"
~subject:"Share price"
~subject:"Time series analysis"
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
Korrelation
Schätztheorie
Share price
Time series analysis
ARCH model
65
ARCH-Modell
65
Volatility
40
Volatilität
40
Theorie
28
Theory
28
Estimation
23
Schätzung
23
Zeitreihenanalyse
18
Forecasting model
16
Prognoseverfahren
16
Börsenkurs
14
Capital income
13
Kapitaleinkommen
13
Estimation theory
11
USA
9
United States
9
Correlation
8
Risikomaß
8
Risk measure
8
Stochastic process
7
Stochastischer Prozess
7
Statistical test
6
Statistischer Test
6
Aktienmarkt
5
GARCH
5
Multivariate Analyse
5
Multivariate analysis
5
Stock market
5
Markov chain
4
Markov-Kette
4
Statistical distribution
4
Statistische Verteilung
4
Analysis of variance
3
Deutschland
3
Germany
3
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
36
Type of publication (narrower categories)
All
Article in journal
36
Aufsatz in Zeitschrift
36
Language
All
English
36
Author
All
Engle, Robert F.
3
Chen, Yi-ting
2
Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Ahoniemi, Katja
1
Audrino, Francesco
1
Caldeira, João F.
1
Caporin, Massimiliano
1
Cappiello, Lorenzo
1
Christoffersen, Peter F.
1
Conrad, Christian A.
1
Di, Jianing
1
Durham, Garland
1
Fantazzini, Dean
1
Fuertes, Ana María
1
Gagliardini, Patrick
1
Galeano, Pedro
1
Gangopadhyay, Ashis
1
Geweke, John
1
Ghysels, Eric
1
Giraitis, Liudas
1
Goeij, Peter de
1
Haag, Berthold R.
1
Haas, Markus
1
Halbleib, Roxana
1
Han, Heejoon
1
He, Changli
1
Kasch-Haroutounian, Maria
1
Lanne, Markku
1
Leipus, Remigijus
1
Liu, Chun
1
Liu, Xiaochun
1
Maheu, John M.
1
Marquering, Wessel A.
1
Mittnik, Stefan
1
Moura, Guilherme Valle
1
Nicolau, João
1
Nogales, Francisco J.
1
Olmo, Jose
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Finance research letters
93
Journal of econometrics
83
Energy economics
81
Applied economics
79
Economic modelling
73
International review of economics & finance : IREF
71
Journal of empirical finance
71
Research in international business and finance
69
The North American journal of economics and finance : a journal of financial economics studies
61
International review of financial analysis
60
Discussion paper / Tinbergen Institute
59
Journal of international financial markets, institutions & money
53
Economics letters
52
International journal of forecasting
51
Journal of banking & finance
48
Journal of risk and financial management : JRFM
48
Econometric theory
44
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
44
Applied economics letters
40
Journal of forecasting
39
International Journal of Energy Economics and Policy : IJEEP
36
CREATES research paper
29
Working paper
29
International journal of economics and financial issues : IJEFI
28
Econometric Institute research papers
26
Econometric reviews
26
Computational economics
25
The European journal of finance
25
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
25
Journal of financial econometrics
24
Applied financial economics
22
CORE discussion papers : DP
21
International journal of economics and finance
21
International journal of finance & economics : IJFE
21
Journal of risk
21
The econometrics journal
21
Cogent economics & finance
20
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
20
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Structural volatility impulse response function and asymptotic inference
Liu, Xiaochun
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 316-339
Persistent link: https://www.econbiz.de/10011987769
Saved in:
2
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
3
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
4
Real-Time GARCH
Smetanina, Ekaterina
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 561-601
Persistent link: https://www.econbiz.de/10011987644
Saved in:
5
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:
6
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:
7
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:
8
Component-wise representations of long-memory models and volatility prediction
Proietti, Tommaso
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 668-692
Persistent link: https://www.econbiz.de/10011623820
Saved in:
9
Variance targeting estimation of multivariate GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 353-382
Persistent link: https://www.econbiz.de/10011589013
Saved in:
10
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:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->