//--> //--> //-->
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:"Schätztheorie"
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
Schätztheorie
ARCH model
24
ARCH-Modell
24
Volatility
10
Volatilität
10
Estimation theory
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
4
Undetermined
1
Type of publication
All
Book / Working Paper
6
Article
3
Type of publication (narrower categories)
All
Arbeitspapier
5
Working Paper
5
Graue Literatur
4
Non-commercial literature
4
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
9
Author
All
Shephard, Neil G.
Francq, Christian
27
Zakoïan, Jean-Michel
23
Teräsvirta, Timo
19
Rahbek, Anders
16
Hafner, Christian M.
15
Ardia, David
14
Engle, Robert F.
13
Sheppard, Kevin
13
Audrino, Francesco
12
Kumar, Dilip
12
Linton, Oliver
11
Bauwens, Luc
10
Silvennoinen, Annastiina
10
McAleer, Michael
9
Pedersen, Rasmus Søndergaard
9
Trojani, Fabio
9
Fiorentini, Gabriele
8
Lütkepohl, Helmut
8
Nelson, Daniel B.
8
Preminger, Arie
8
Carnero, M. Angeles
7
Cavaliere, Giuseppe
7
Koopman, Siem Jan
7
Ling, Shiqing
7
Prono, Todd
7
Arvanitis, Stelios
6
Calzolari, Giorgio
6
Feng, Yuanhua
6
Hoogerheide, Lennart F.
6
Horváth, Lajos
6
Li, Guodong
6
Maheswaran, S.
6
Sucarrat, Genaro
6
Amado, Cristina
5
Giraitis, Liudas
5
Gorgi, Paolo
5
Guirguis, Michel
5
Hill, Jonathan B.
5
Huang, Zhuo
5
more ...
less ...
Published in...
All
Department of Economics discussion paper series / University of Oxford
2
Economics discussion papers
2
Journal of econometrics
2
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Oxford Financial Research Centre economics series
1
Suntory Toyota International Centre for Economics and Related Disciplines
1
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
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
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:
5
Fitting vast dimensional time-varying covariance models
Engle, Robert F.
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2008
Persistent link: https://www.econbiz.de/10003818564
Saved in:
6
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
Saved in:
7
Analysis of high dimensional multivariate stochastic volatility models
Chib, Siddhartha
;
Nardari, Federico
;
Shephard, Neil G.
- In:
Journal of econometrics
134
(
2006
)
2
,
pp. 341-371
Persistent link: https://www.econbiz.de/10003374317
Saved in:
8
Likelihood-based estimation of latent general ARCH structures
Fiorentini, Gabriele
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10003179153
Saved in:
9
A local scale model : an unobserved component alternative to integrated garch processes
Shephard, Neil G.
-
1990
Persistent link: https://www.econbiz.de/10000804115
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->