//--> //--> //--> //-->
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."
~type_genre:"Graue Literatur"
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
14
ARCH-Modell
14
Volatility
5
Volatilität
5
Estimation theory
4
Financial market
4
Finanzmarkt
4
Schätztheorie
4
Time series analysis
4
Zeitreihenanalyse
4
Multivariate Analyse
3
Multivariate analysis
3
Asset management
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Capital income
2
Forecast
2
Kapitaleinkommen
2
Prognose
2
Risikomanagement
2
Risk management
2
Stochastic process
2
Stochastischer Prozess
2
Theorie
2
Theory
2
Vermögensverwaltung
2
Capital market returns
1
Electronic trading
1
Elektronisches Handelssystem
1
Futures
1
Heteroscedasticity
1
Heteroskedastizität
1
Kapitalmarktrendite
1
Welt
1
World
1
more ...
less ...
Online availability
All
Free
13
Type of publication
All
Book / Working Paper
14
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
15
Working Paper
15
Non-commercial literature
14
Article in journal
7
Aufsatz in Zeitschrift
7
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
14
Author
All
Shephard, Neil G.
McAleer, Michael
128
Chang, Chia-Lin
51
Hafner, Christian M.
32
Bauwens, Luc
30
Caporale, Guglielmo Maria
28
Teräsvirta, Timo
26
Gupta, Rangan
24
Rombouts, Jeroen V. K.
23
Caporin, Massimiliano
19
Engle, Robert F.
19
Herwartz, Helmut
18
Paolella, Marc S.
18
Linton, Oliver
16
Saikkonen, Pentti
16
Asai, Manabu
15
Conrad, Christian
15
Silvennoinen, Annastiina
15
Karanasos, Menelaos
14
Koopman, Siem Jan
14
Laurent, Sébastien
14
Sheppard, Kevin
14
Allen, David E.
13
Francq, Christian
13
Rahbek, Anders
13
Spagnolo, Nicola
13
Andersen, Torben
12
Lütkepohl, Helmut
12
Mittnik, Stefan
12
Zakoïan, Jean-Michel
12
Chen, Chi-chung
11
Hansen, Peter Reinhard
11
Meitz, Mika
11
Polasek, Wolfgang
11
Spagnolo, Fabio
11
Christoffersen, Peter F.
10
Diebold, Francis X.
10
Giot, Pierre
10
Ledoit, Olivier
10
Manera, Matteo
10
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
Discussion paper series / LSE Financial Markets Group
1
Documento de trabajo / Centro de Estudios Monetarios y Financieros
1
Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
1
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009531527
Saved in:
2
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2012
Persistent link: https://www.econbiz.de/10009532730
Saved in:
3
Multivariate high-frequency-based volatility (HEAVY) models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
-
2011
Persistent link: https://www.econbiz.de/10008842201
Saved in:
4
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:
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/10003898321
Saved in:
6
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:
7
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:
8
Stochastic volatility : origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003807435
Saved in:
9
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:
10
Stoachastic volatility : origins and overview
Shephard, Neil G.
;
Andersen, Torben
-
2008
Persistent link: https://www.econbiz.de/10003818421
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->