//--> //--> //--> //-->
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
~accessRights:"free"
~isPartOf:"CORE discussion papers : DP"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
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:"ARCH model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
36
ARCH-Modell
36
Volatility
14
Volatilität
14
Theorie
12
Theory
12
Estimation theory
9
Schätztheorie
9
Time series analysis
9
Zeitreihenanalyse
9
Correlation
7
Korrelation
7
Markov chain
6
Markov-Kette
6
Stochastic process
6
Stochastischer Prozess
6
Estimation
5
Schätzung
5
Bayes-Statistik
4
Bayesian inference
4
Capital income
4
Kapitaleinkommen
4
Risikomaß
4
Risk measure
4
ARMA model
3
ARMA-Modell
3
Analysis of variance
3
Multivariate Analyse
3
Multivariate analysis
3
Portfolio selection
3
Portfolio-Management
3
Varianzanalyse
3
Capital market returns
2
Dynamic conditional correlations
2
EGARCH
2
Forecasting model
2
Kapitalmarktrendite
2
Markov-switching
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
more ...
less ...
Online availability
All
Free
Undetermined
27
Type of publication
All
Book / Working Paper
35
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
35
Working Paper
35
Graue Literatur
34
Non-commercial literature
34
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
36
Author
All
Bauwens, Luc
15
Hafner, Christian M.
9
Preminger, Arie
8
Rombouts, Jeroen V. K.
7
Storti, Giuseppe
4
Dufays, Arnaud
3
Laurent, Sébastien
3
Braione, Manuela
2
Breitung, Jörg
2
Otranto, Edoardo
2
Violante, Francesco
2
Augustyniak, Maciej
1
Bauwensa, Luc
1
Ben Omrane, Walid
1
Bouaddi, Mohammed
1
Carpantier, Jean-François
1
Casarin, Roberto
1
Costantini, Mauro
1
Giot, Pierre
1
Grigoryeva, Lyudmila
1
Hafter, Christian
1
Herwartz, Helmut
1
Kyriakopoulou, Dimitra
1
Maxand, Simone
1
Meitz, Mika
1
Ortega, Juan-Pablo
1
Osuntuyi, Anthony
1
Petitjean, Mikael
1
Pierret, Diane
1
Rengifo, Erick W.
1
Rime, Dagfinn
1
Saikkonen, Pentti
1
Scholtes, Nicolas K.
1
Silvestrini, Andrea
1
Stent, Lars
1
Storti, G.
1
Sucarrat, Genaro
1
Veredas, David
1
Xu, Yongdeng
1
more ...
less ...
Published in...
All
CORE discussion papers : DP
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Tinbergen Institute
94
Journal of risk and financial management : JRFM
88
Econometric Institute research papers
69
International Journal of Energy Economics and Policy : IJEEP
61
International journal of economics and financial issues : IJEFI
49
CREATES research paper
43
Working paper
42
Cogent economics & finance
37
CESifo working papers
32
Working papers
30
Risks : open access journal
27
International Journal of Financial Studies : open access journal
25
SFB 649 discussion paper
23
SSE EFI working paper series in economics and finance
21
CBN journal of applied statistics
20
CORE discussion paper : DP
20
Econometrics : open access journal
20
Financial innovation : FIN
20
Department of Economics working paper series
19
Economics and finance working paper series
19
NBER working paper series
18
Research paper series / Swiss Finance Institute
18
Cambridge working papers in economics
17
Discussion papers of interdisciplinary research project 373
17
CFS working paper series
16
NBER Working Paper
15
Economies : open access journal
14
Working paper series
14
IWQW discussion paper series
13
Swiss Finance Institute Research Paper
13
IES working paper
12
Discussion papers / Deutsches Institut für Wirtschaftsforschung
11
IMF working papers
11
Quantitative finance and economics
11
Department of Economics discussion paper series / University of Oxford
10
Discussion paper
10
Discussion paper series / University of Heidelberg, Department of Economics
10
IMF working paper
10
Iranian economic review : journal of University of Tehran
10
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
2
Exponential-type GARCH models with linear-in-variance risk premium
Hafner, Christian M.
;
Kyriakopoulou, Dimitra
-
2019
Persistent link: https://www.econbiz.de/10012215031
Saved in:
3
DCC-HEAVY : a multivariate GARCH model based on realized variances and correlations
Bauwens, Luc
;
Xu, Yongdeng
-
2019
Persistent link: https://www.econbiz.de/10012215175
Saved in:
4
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
-
2018
Persistent link: https://www.econbiz.de/10011993276
Saved in:
5
Nonlinearities and regimes in conditional correlations with different dynamics
Bauwens, Luc
;
Otranto, Edoardo
-
2018
Persistent link: https://www.econbiz.de/10011992647
Saved in:
6
Least squares estimation for Garch (1,1) model with heavy tailed errors
Preminger, Arie
;
Storti, Giuseppe
-
2017
Persistent link: https://www.econbiz.de/10011990826
Saved in:
7
Weak diffusion limits of dynamic conditional correlation models
Hafner, Christian M.
;
Laurent, Sébastien
;
Violante, …
-
2016
Persistent link: https://www.econbiz.de/10011589493
Saved in:
8
On asymptotic theory for ARCH models
Hafner, Christian M.
;
Preminger, Arie
-
2016
Persistent link: https://www.econbiz.de/10011893997
Saved in:
9
Multiplicative conditional correlation models for realized covariance matrices
Bauwensa, Luc
;
Braione, Manuela
;
Storti, Giuseppe
-
2016
Persistent link: https://www.econbiz.de/10011894432
Saved in:
10
A new approach to volatility modeling : the high-dimensional Markov Model
Augustyniak, Maciej
;
Bauwens, Luc
;
Dufays, Arnaud
-
2016
Persistent link: https://www.econbiz.de/10011894434
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->