//--> //--> //-->
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:"Review of quantitative finance and accounting"
~isPartOf:"CREATES research paper"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~person:"Amado, Cristina"
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:"Autoregressive conditional heteroscedasticity"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
3
ARCH-Modell
3
Correlation
1
Decomposition method
1
Dekompositionsverfahren
1
Estimation theory
1
Korrelation
1
Modellierung
1
Schätztheorie
1
Scientific modelling
1
Statistical test
1
Statistischer Test
1
Theorie
1
Theory
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
Amado, Cristina
Teräsvirta, Timo
9
Silvennoinen, Annastiina
6
Rahbek, Anders
5
Chiang, Thomas C.
4
Christoffersen, Peter F.
4
Hansen, Peter Reinhard
4
Li, Bingxin
3
Rombouts, Jeroen V. K.
3
Stentoft, Lars
3
Violante, Francesco
3
Bauwens, Luc
2
Cavaliere, Giuseppe
2
Grassi, Stefano
2
Grobys, Klaus
2
Hafner, Christian M.
2
Hall, Anthony D.
2
Jacobs, Kris
2
Jiang, Ying
2
Kanas, Angelos
2
Klaassen, Franc
2
Kristensen, Dennis
2
Kyrtsou, Catherine
2
Lange, Theis
2
Lee, Cheng F.
2
Liu, Xiaoquan
2
Lunde, Asger
2
Malik, Farooq
2
Melo-Velandia, Luis Fernando
2
Nielsen, Morten Ørregaard
2
Pedersen, Rasmus Søndergaard
2
Raj, Baldev
2
Savva, Christos S.
2
Terraza, Michel
2
Wu, Chun-chou
2
Yang, Sheng-Yung
2
Abbas, Qaisar
1
Agosto, Arianna
1
Ahmed, Shamim
1
Albulescu, Claudiu Tiberiu
1
more ...
less ...
Published in...
All
Review of quantitative finance and accounting
CREATES research paper
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Department of Economics discussion paper series / University of Oxford
2
CEA_372Cass working paper series
1
Econometric reviews
1
Essays in nonlinear time series econometrics
1
Financial mathematics, volatility and covariance modelling
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
SSE EFI working paper series in economics and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Models with multiplicative decomposition of conditional variances and correlations
Amado, Cristina
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2018
Persistent link: https://www.econbiz.de/10011864902
Saved in:
2
Modelling volatility by variance decomposition
Amado, Cristina
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10008779696
Saved in:
3
Conditional correlation models of autoregressive conditional heteroskedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10009152328
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->