//--> //--> //-->
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."
~person:"Ma, Feng"
~subject:"Estimation"
~subject:"Stochastischer Prozess"
~type_genre:"Arbeitspapier"
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
Estimation
Stochastischer Prozess
ARCH model
23
ARCH-Modell
23
Theorie
11
Theory
11
Time series analysis
9
Zeitreihenanalyse
9
Bayes-Statistik
8
Bayesian inference
8
Markov chain
5
Markov-Kette
5
Multivariate Analyse
4
Multivariate analysis
4
Option pricing theory
4
Optionspreistheorie
4
USA
4
United States
4
Schätzung
3
Stochastic process
3
1950-2006
2
2006
2
Estimation theory
2
Heteroscedasticity
2
Heteroskedastizität
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Portfolio selection
2
Portfolio-Management
2
Risikomaß
2
Risikoprämie
2
Risk measure
2
Risk premium
2
Schätztheorie
2
Statistical distribution
2
Statistische Verteilung
2
Volatility
2
Volatilität
2
Analysis of variance
1
Cluster analysis
1
more ...
less ...
Online availability
All
Free
5
Type of publication
All
Book / Working Paper
6
Type of publication (narrower categories)
All
Arbeitspapier
Article in journal
21
Aufsatz in Zeitschrift
21
Working Paper
6
Graue Literatur
5
Non-commercial literature
5
Language
All
English
6
Author
All
Rombouts, Jeroen V. K.
Ma, Feng
McAleer, Michael
37
Chang, Chia-Lin
19
Bauwens, Luc
11
Herwartz, Helmut
10
Paolella, Marc S.
10
Gupta, Rangan
9
Hafner, Christian M.
9
Koopman, Siem Jan
9
Mittnik, Stefan
9
Andersen, Torben
6
Bos, Charles S.
6
Conrad, Christian
6
Polasek, Wolfgang
6
Grassi, Stefano
5
Haas, Markus
5
Karanasos, Menelaos
5
Laurent, Sébastien
5
Linton, Oliver
5
Lütkepohl, Helmut
5
Martinet, Guillaume Gaetan
5
Miller, Stephen M.
5
Thorp, Susan
5
Trojani, Fabio
5
Weber, Enzo
5
Antonakakis, Nikolaos
4
Bera, Anil K.
4
Billio, Monica
4
Blasques, Francisco
4
Caporale, Guglielmo Maria
4
Cavaliere, Giuseppe
4
Christoffersen, Peter F.
4
Dark, Jonathan
4
Dijk, Herman K. van
4
Fang, Wen-shwo
4
Gonçalves, Sílvia
4
Hautsch, Nikolaus
4
Kilian, Lutz
4
Kim, Woocheol
4
Pelloni, Gianluigi
4
more ...
less ...
Published in...
All
CORE discussion papers : DP
3
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
2
CORE discussion paper : DP
1
Discussion papers / UCL, Département des Sciences Economiques
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Consistent ranking of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
-
2009
Persistent link: https://www.econbiz.de/10003850918
Saved in:
2
Mixed exponential power asymmetric conditional heteroskedasticity
Bouaddi, Mohammed
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003646288
Saved in:
3
Mixed exponential power asymmetric conditional heteroskedasticity
Bouaddi, Mohammed
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003628635
Saved in:
4
Regime switching GARCH models
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003326701
Saved in:
5
Regime switching GARCH models
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003396156
Saved in:
6
Regime switching GARCH models
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003297128
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->