//--> //--> //-->
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:"Rombouts, Jeroen V. K."
~isPartOf:"Journal of financial econometrics"
~person:"Francq, Christian"
~person:"Ibrushi, Denada"
~person:"Kang, Sang Hoon"
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:"GARCH model"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
2
ARCH-Modell
2
Capital income
2
Estimation
2
Kapitaleinkommen
2
Schätzung
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
Analysis of variance
1
Börsenkurs
1
CAPM
1
Cash Flow
1
Cash flow
1
Discounting
1
Diskontierung
1
Forecasting model
1
GARCH innovations
1
Innovation
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Prognoseverfahren
1
Risikomaß
1
Risk measure
1
Share price
1
Statistical test
1
Statistischer Test
1
Time series analysis
1
Varianzanalyse
1
Zeitreihenanalyse
1
asymmetries in financial returns
1
conditional market variance
1
forecasting
1
mean-median equality test
1
multivariate conditional variance models
1
quantile testing
1
return decomposition
1
testing symmetry of quantiles
1
value-at-risk
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Rombouts, Jeroen V. K.
Francq, Christian
Ibrushi, Denada
Kang, Sang Hoon
Hansen, Peter Reinhard
2
Ledoit, Olivier
2
Wolf, Michael
2
Baur, Dirk G.
1
Bee, Marco
1
Cai, Charlie X.
1
Cai, Yuzhi
1
Catania, Leopoldo
1
Cavicchioli, Maddalena
1
Cenesizoglu, Tolga
1
Chorro, Christophe
1
Christensen, Kim
1
Cucuringu, Mihai
1
De Nard, Gianluca
1
Dimpfl, Thomas
1
Dupuis, Debbie J.
1
Erdemlioglu, Deniz
1
Fabozzi, Francesco A.
1
Gorgi, P.
1
Grønneberg, Steffen
1
Hafner, Cristian M.
1
Hansen, Anne Lundgaard
1
Huang, Haitao
1
Huang, Zhuo
1
Inoue, Atsushi
1
Jach, Agnieszka
1
Janus, Paweł
1
Jiang, Yushuang
1
Kim, Minjoo
1
Koopman, Siem Jan
1
Lazar, Emese
1
Leng, Xuan
1
Lilla, Francesca
1
Liu, Jinjing
1
Liu, Qiang
1
Liu, Xiaohui
1
Liu, Zhi
1
Livieri, Giulia
1
more ...
less ...
Published in...
All
Journal of financial econometrics
Journal of econometrics
15
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
CORE discussion paper : DP
7
CORE discussion papers : DP
7
The North American journal of economics and finance : a journal of financial economics studies
5
Econometric theory
4
CREATES research paper
3
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
3
Energy economics
3
MPRA Paper
3
Annals of economics and statistics
2
Dae oe gyeong je yeon gu
2
Discussion papers / UCL, Département des Sciences Economiques
2
Financial innovation : FIN
2
International journal of forecasting
2
Journal of applied econometrics
2
Journal of banking & finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Korea and the world economy
2
The Korean economic review
2
Working paper series
2
ERIM report series research in management
1
Econometric Institute research papers
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Finance research letters
1
Global finance journal
1
Handbook of financial time series
1
International review of economics & finance : IREF
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of international financial markets, institutions & money
1
Journal of the American Statistical Association : JASA
1
Modern economy
1
Nouvelle série
1
Pacific-Basin finance journal
1
ProQuest Ebook Central
1
Publikationen / Center for Applied Statistics and Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
2
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->