//--> //--> //-->
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
person:"Grammig, Joachim"
~language:"eng"
~subject:"ARCH model"
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:"Börsenkurs"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Börsenkurs
29
Share price
27
Theorie
20
Theory
19
Schätzung
13
Estimation
12
USA
12
United States
10
Deutschland
8
Volatility
8
Volatilität
8
Germany
7
Capital income
6
Effizienzmarkthypothese
6
Kapitaleinkommen
6
Market microstructure
6
Marktmikrostruktur
6
Wertpapierhandel
6
CAPM
5
Dauer
5
Duration
5
Efficient market hypothesis
5
Handelsvolumen der Börse
5
Schock
5
Securities trading
5
Trading volume
5
Welt
5
World
5
Zeitreihenanalyse
5
Shock
4
Time series analysis
4
1963-2002
3
Aktienmarkt
3
Deutsch
3
Duration analysis
3
Exchange Rate Pass-Through
3
Financial market
3
Finanzmarkt
3
Informational efficiency
3
Informationseffizienz
3
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz im Buch
1
Aufsatz in Zeitschrift
1
Book section
1
Language
All
English
Author
All
Grammig, Joachim
Gupta, Rangan
30
Ma, Feng
26
McAleer, Michael
23
Bouri, Elie
17
Zhang, Yaojie
14
Molnár, Peter
13
Chiang, Thomas C.
12
Bauwens, Luc
11
Engle, Robert F.
11
Tiwari, Aviral Kumar
11
Mittnik, Stefan
10
Wang, Jiqian
10
Brooks, Robert
9
Yoon, Seong-min
9
Corbet, Shaen
8
Haas, Markus
8
Hafner, Christian M.
8
Kang, Sang Hoon
8
Koopman, Siem Jan
8
Maheswaran, S.
8
Paolella, Marc S.
8
Silvennoinen, Annastiina
8
Allen, David E.
7
Brzeszczyński, Janusz
7
Demirer, Rıza
7
Floros, Christos
7
Giot, Pierre
7
Hammoudeh, Shawkat
7
Herwartz, Helmut
7
Li, Yan
7
Liang, Chao
7
Salisu, Afees A.
7
Teräsvirta, Timo
7
Wang, Yudong
7
Wei, Yu
7
Wu, Xinyu
7
Balcilar, Mehmet
6
Bohl, Martin T.
6
Filis, George
6
Hansen, Peter Reinhard
6
more ...
less ...
Published in...
All
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Simultaneous modeling of price processes and transaction intensities
Grammig, Joachim
;
Hujer, Reinhard
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
86
(
2002
)
1
,
pp. 31-52
Persistent link: https://www.econbiz.de/10001650465
Saved in:
2
Forecasting intra-day return volatility using ultra-high-frequency GARCH : does the duration model matter?
Hujer, Reinhard
;
Grammig, Joachim
-
2001
Persistent link: https://www.econbiz.de/10014553638
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->