//--> //--> //--> //-->
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:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~type:"article"
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
184
ARCH-Modell
184
Volatility
102
Volatilität
102
Theorie
70
Theory
70
Estimation
61
Schätzung
61
Time series analysis
58
Zeitreihenanalyse
58
Capital income
53
Kapitaleinkommen
53
Estimation theory
43
Schätztheorie
43
Börsenkurs
31
Share price
31
Forecasting model
29
Prognoseverfahren
29
Correlation
26
Korrelation
26
Aktienmarkt
22
Stock market
22
Risikomaß
20
Risk measure
20
Markov chain
19
Markov-Kette
19
Multivariate Analyse
19
Multivariate analysis
19
GARCH
18
Statistical distribution
18
Statistische Verteilung
18
Heteroscedasticity
15
Heteroskedastizität
15
Stochastic process
15
Stochastischer Prozess
15
Portfolio selection
14
Portfolio-Management
14
Financial market
11
Finanzmarkt
11
USA
11
more ...
less ...
Online availability
All
Undetermined
121
Free
2
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
183
Aufsatz in Zeitschrift
183
Bibliografie enthalten
1
Bibliography included
1
Language
All
English
184
Author
All
Bauwens, Luc
4
Chiang, Thomas C.
4
Blazsek, Szabolcs
3
Engle, Robert F.
3
Haas, Markus
3
Jawadi, Fredj
3
Li, Bingxin
3
Li, Wai Keung
3
Maheu, John M.
3
Teräsvirta, Timo
3
Aknouche, Abdelhakim
2
Carnero, M. Angeles
2
Chan, Jennifer So Kuen
2
Chung, Huimin
2
Corsi, Fulvio
2
Dimitrakopoulos, Stefanos
2
Dufays, Arnaud
2
Escribano, Álvaro
2
Fabozzi, Frank J.
2
Gerlach, Richard H.
2
Hafner, Christian M.
2
Herwartz, Helmut
2
Jiang, Ying
2
Kim, Young Shin
2
Kok Haur Ng
2
Lee, Cheng F.
2
Ling, Shiqing
2
Liu, Xiaoquan
2
Lucas, André
2
Malik, Farooq
2
Nam, Kiseok
2
Payá, Ivan
2
Sheppard, Kevin
2
Tsay, Ruey S.
2
Tse, Yiu Kuen
2
Wu, Chun-chou
2
Yang, Sheng-Yung
2
Zevallos, Mauricio
2
Zhu, Ke
2
Abbara, Omar
1
more ...
less ...
Published in...
All
Review of quantitative finance and accounting
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Energy economics
253
Finance research letters
176
Applied economics
160
Economic modelling
155
Journal of econometrics
148
International review of financial analysis
136
Journal of empirical finance
131
Research in international business and finance
125
The North American journal of economics and finance : a journal of financial economics studies
123
International review of economics & finance : IREF
113
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
International journal of forecasting
93
Journal of risk and financial management : JRFM
88
Journal of forecasting
86
Applied economics letters
77
Econometric theory
73
The European journal of finance
70
The journal of futures markets
70
Journal of financial econometrics : official journal of the Society for Financial Econometrics
64
International Journal of Energy Economics and Policy : IJEEP
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of economics and financial issues : IJEFI
49
Econometric reviews
46
International journal of finance & economics : IJFE
46
Journal of international money and finance
46
International journal of economics and finance
45
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
40
The econometrics journal
40
Cogent economics & finance
37
Pacific-Basin finance journal
37
Computational economics
36
Journal of applied econometrics
36
more ...
less ...
Source
All
ECONIS (ZBW)
184
Showing
1
-
10
of
184
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
2
Anticipating extreme losses using score-driven shape filters
Ayala, Astrid
;
Blazsek, Szabolcs
;
Escribano, Álvaro
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 449-484
Persistent link: https://www.econbiz.de/10014372905
Saved in:
3
Non-linear volatility with normal inverse Gaussian innovations : ad-hoc analytic option pricing
Mozumder, Sharif
;
Talukdar, Bakhtear
;
Kabir, M. Humayun
; …
- In:
Review of quantitative finance and accounting
62
(
2024
)
1
,
pp. 97-133
Persistent link: https://www.econbiz.de/10014502965
Saved in:
4
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
5
Volatility and dependence in cryptocurrency and financial markets : a copula approach
Liu, Jinan
;
Serletis, Apostolos
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 119-149
Persistent link: https://www.econbiz.de/10014506890
Saved in:
6
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
7
Dynamic score-driven independent component analysis
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 298-308
Persistent link: https://www.econbiz.de/10014448140
Saved in:
8
Locally stationary multiplicative volatility modeling
Walsh, Christopher
;
Vogt, Michael
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 497-508
Persistent link: https://www.econbiz.de/10014448258
Saved in:
9
Bootstrapping two-stage quasi-maximum likelihood estimators of time series models
Gonçalves, Sílvia
;
Hounyo, Ulrich
;
Patton, Andrew J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 683-694
Persistent link: https://www.econbiz.de/10014448421
Saved in:
10
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->