//--> //--> //--> //-->
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:"Schätztheorie"
~subject:"Statistische Verteilung"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Statistische Verteilung
ARCH model
65
ARCH-Modell
65
Volatility
40
Volatilität
40
Theorie
28
Theory
28
Estimation
23
Schätzung
23
Time series analysis
18
Zeitreihenanalyse
18
Forecasting model
16
Prognoseverfahren
16
Börsenkurs
14
Share price
14
Capital income
13
Kapitaleinkommen
13
Estimation theory
11
USA
9
United States
9
Correlation
8
Korrelation
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
Analysis of variance
3
Deutschland
3
Germany
3
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Francq, Christian
2
Horváth, Lajos
2
Zakoïan, Jean-Michel
2
Audrino, Francesco
1
Brooks, Chris
1
Burke, Simon P.
1
Caldeira, João F.
1
Chen, Yi-ting
1
Christoffersen, Peter F.
1
Conrad, Christian A.
1
Di, Jianing
1
Engle, Robert F.
1
Gangopadhyay, Ashis
1
Haag, Berthold R.
1
Heravi, Saeed M.
1
Jondeau, Eric
1
Moura, Guilherme Valle
1
Nogales, Francisco J.
1
Pelletier, Denis
1
Persand, Gita
1
Rockinger, Michael
1
Santos, André A. P.
1
Stentoft, Lars
1
Suto, Nobuyuki
1
Taniai, Hiroyuki
1
Taniguchi, Masanobu
1
Trapin, Luca
1
Trojani, Fabio
1
Usami, Takashi
1
Visser, Marcel P.
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
59
Econometric theory
35
Discussion paper / Tinbergen Institute
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
International journal of forecasting
24
Journal of empirical finance
23
Economics letters
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
22
Economic modelling
21
Finance research letters
20
Journal of forecasting
20
Applied economics
19
The North American journal of economics and finance : a journal of financial economics studies
16
The econometrics journal
16
Econometric reviews
15
Journal of risk and financial management : JRFM
15
The European journal of finance
15
Journal of banking & finance
14
CREATES research paper
13
Journal of risk
13
International journal of economics and financial issues : IJEFI
12
Journal of time series econometrics
12
Computational economics
11
Journal of financial econometrics
11
Research paper series / Swiss Finance Institute
11
Swiss Finance Institute Research Paper
11
Applied economics letters
10
CORE discussion papers : DP
10
Econometrics : open access journal
10
International review of financial analysis
10
International review of economics & finance : IREF
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Working papers
9
Annals of financial economics
8
Energy economics
8
Journal of mathematical finance
8
International Journal of Energy Economics and Policy : IJEEP
7
Journal of economic dynamics & control
7
The journal of risk model validation
7
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
10
of
15
Sort
relevance
articles prioritized
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
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
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:
4
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:
5
On the optimal estimating function method for conditional correlation models
Chen, Yi-ting
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 83-125
Persistent link: https://www.econbiz.de/10010519661
Saved in:
6
One-step semiparametric estimation of the GARCH model
Di, Jianing
;
Gangopadhyay, Ashis
- In:
Journal of financial econometrics : official journal of …
12
(
2014
)
2
,
pp. 382-407
Persistent link: https://www.econbiz.de/10010351543
Saved in:
7
Asymptotics of realized volatility with non-Gaussian ARCH(∞) Microstructure noise
Taniai, Hiroyuki
;
Usami, Takashi
;
Suto, Nobuyuki
; …
- In:
Journal of financial econometrics : official journal of …
10
(
2012
)
4
,
pp. 617-636
Persistent link: https://www.econbiz.de/10009671895
Saved in:
8
GARCH parameter estimation using high-frequency data
Visser, Marcel P.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 162-197
Persistent link: https://www.econbiz.de/10009125144
Saved in:
9
Merits and drawbacks of variance targeting in GARCH models
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
4
,
pp. 619-656
Persistent link: https://www.econbiz.de/10009407372
Saved in:
10
The impact of shocks on higher moments
Jondeau, Eric
;
Rockinger, Michael
- In:
Journal of financial econometrics : official journal of …
7
(
2009
)
2
,
pp. 77-105
Persistent link: https://www.econbiz.de/10003826483
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->