//--> //--> //--> //-->
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:"Shephard, Neil G."
~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:"GARCH-Modell"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
ARCH-Modell
24
Volatility
10
Volatilität
10
Estimation theory
9
Schätztheorie
9
Time series analysis
8
Zeitreihenanalyse
8
Multivariate Analyse
6
Multivariate analysis
6
Financial market
5
Finanzmarkt
5
Capital income
3
Electronic trading
3
Elektronisches Handelssystem
3
Forecast
3
Futures
3
Kapitaleinkommen
3
Prognose
3
Stochastic process
3
Stochastischer Prozess
3
Theorie
3
Theory
3
Welt
3
World
3
Asset management
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Capital market returns
2
Correlation
2
Heteroscedasticity
2
Heteroskedastizität
2
Kapitalmarktrendite
2
Korrelation
2
Risikomanagement
2
Risk management
2
Vermögensverwaltung
2
Autocorrelation
1
Autokorrelation
1
Börsenkurs
1
more ...
less ...
Online availability
All
Free
13
Undetermined
1
Type of publication
All
Book / Working Paper
16
Article
8
Type of publication (narrower categories)
All
Arbeitspapier
15
Working Paper
15
Graue Literatur
14
Non-commercial literature
14
Article in journal
7
Aufsatz in Zeitschrift
7
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
24
Author
All
Shephard, Neil G.
McAleer, Michael
209
Chang, Chia-Lin
82
Gupta, Rangan
77
Ma, Feng
65
Bauwens, Luc
61
Engle, Robert F.
59
Hafner, Christian M.
59
Teräsvirta, Timo
56
Caporale, Guglielmo Maria
53
Caporin, Massimiliano
52
Bouri, Elie
44
Karanasos, Menelaos
44
Francq, Christian
42
Conrad, Christian
40
Laurent, Sébastien
40
Herwartz, Helmut
39
Rombouts, Jeroen V. K.
38
Zakoïan, Jean-Michel
37
Paolella, Marc S.
36
Asai, Manabu
34
Zhang, Yaojie
33
Kumar, Dilip
32
McMillan, David G.
32
Serletis, Apostolos
32
Bollerslev, Tim
31
Ardia, David
30
Linton, Oliver
29
Rahbek, Anders
29
Saikkonen, Pentti
28
Allen, David E.
27
Huang, Zhuo
27
Kang, Sang Hoon
27
Mittnik, Stefan
27
Silvennoinen, Annastiina
27
Christoffersen, Peter F.
26
Degiannakis, Stavros
26
Hammoudeh, Shawkat
26
Hansen, Peter Reinhard
26
Tiwari, Aviral Kumar
26
Wang, Yudong
26
more ...
less ...
Institution
All
Instituto Valenciano de Investigaciones Económicas
1
Published in...
All
Department of Economics discussion paper series / University of Oxford
6
Economics discussion papers
5
Journal of applied econometrics
2
Journal of econometrics
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Discussion paper series / LSE Financial Markets Group
1
Documento de trabajo / Centro de Estudios Monetarios y Financieros
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Handbook of financial time series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Oxford Financial Research Centre economics series
1
Oxford bulletin of economics and statistics
1
Suntory Toyota International Centre for Economics and Related Disciplines
1
Working papers / Instituto Valenciano de Investigaciones Económicas
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fitting vast dimensional time-varying covariance models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
3
,
pp. 652-668
Persistent link: https://www.econbiz.de/10012588005
Saved in:
2
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009531527
Saved in:
3
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009532730
Saved in:
4
Multivariate high-frequency-based volatility (HEAVY) models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2011
Persistent link: https://www.econbiz.de/10008842201
Saved in:
5
Nuisance parameters, composite likelihoods and a panel of GARCH models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2009
Persistent link: https://www.econbiz.de/10003889435
Saved in:
6
Nuisance parameters, composite likelihoods and a panel of GARCH models
Pakel, Cavit
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2009
Persistent link: https://www.econbiz.de/10003898321
Saved in:
7
Realising the future: forecasting with high frequency based volatility (HEAVY) models
Shephard, Neil G.
;
Sheppard, Kevin
-
2009
Persistent link: https://www.econbiz.de/10003875073
Saved in:
8
Realising the future: forecasting with high frequency based volatility (HEAVY) models
Shephard, Neil G.
;
Sheppard, Kevin
-
2009
Persistent link: https://www.econbiz.de/10003875108
Saved in:
9
Stochastic volatility : origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003807435
Saved in:
10
Fitting vast dimensional time-varying covariance models
Engle, Robert F.
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2008
Persistent link: https://www.econbiz.de/10003807446
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->