//--> //--> //-->
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
~institution:"Brown University / Department of Economics"
~institution:"Gottfried Wilhelm Leibniz Universität Hannover"
~language:"bul"
~language:"eng"
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:"Generalized autoregressive conditional heteroscedasticity"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
4
ARCH-Modell
4
Forecasting model
4
Prognoseverfahren
4
Volatility
4
Volatilität
4
Börsenkurs
2
Capital income
2
Estimation
2
Financial market
2
Finanzmarkt
2
Kapitaleinkommen
2
Return Predictability
2
Risiko
2
Risk
2
Schätzung
2
Share price
2
Tail Risk
2
USA
2
United States
2
1992-1993
1
Aktienmarkt
1
Asset Pricing
1
CAPM
1
Commodity Market
1
Comparison
1
Data Mining
1
Data mining
1
Deutschland
1
Exchange rate
1
Extrem-Risiko
1
Germany
1
Kapitalmarkt
1
Kapitalmarktforschung
1
Long Memory
1
Market power
1
Marktmacht
1
Risikomanagement
1
Risikomaß
1
Risikoprämie
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Graue Literatur
4
Non-commercial literature
4
Arbeitspapier
2
Hochschulschrift
2
Working Paper
2
Aufsatzsammlung
1
Collection of articles of several authors
1
Collection of articles written by one author
1
Sammelwerk
1
Sammlung
1
more ...
less ...
Language
All
Bulgarian
English
Author
All
Dierkes, Maik
2
Hansen, Peter Reinhard
2
Lunde, Asger
2
Prokopczuk, Marcel
2
Nason, James Michael
1
Nguyen, Duc Binh Benno
1
Würsig, Christoph Matthias
1
more ...
less ...
Institution
All
Brown University / Department of Economics
Gottfried Wilhelm Leibniz Universität Hannover
National Bureau of Economic Research
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Ekonomiska forskningsinstitutet <Stockholm>
15
Centre for Analytical Finance <Århus>
10
University of Canterbury / Dept. of Economics and Finance
8
Econometrisch Instituut <Rotterdam>
7
Shakai-Keizai-Kenkyūsho <Osaka>
6
Instituto Valenciano de Investigaciones Económicas
5
European University Institute / Department of Economics
3
National Institute of Economic and Social Research
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Center for Economic Research <Tilburg>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Federal Reserve Bank of St. Louis
2
London School of Economics and Political Science
2
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
2
Queen Mary College / Department of Economics
2
School of Finance and Business Economics <Perth, Western Australia>
2
Svenska Handelshögskolan <Helsinki>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Université de Montréal / Département de sciences économiques
2
William Davidson Institute <Ann Arbor, Mich.>
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Bank of Canada
1
Canada / Mines Branch (1950- )
1
Centre for Quantitative Economics & Computing
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Deakin University
1
Deutschland / Bundesministerium für Wirtschaft
1
Deutschland <Bundesrepublik> / Auswärtiges Amt
1
Deutschland <Bundesrepublik> / Bundesminister der Finanzen
1
Deutschland <Bundesrepublik> / Bundesminister für den Marshallplan
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of San Francisco
1
HFDF <2, 1998, Zürich>
1
Institut für Weltwirtschaft
1
more ...
less ...
Published in...
All
Working papers / Brown University, Department of Economics
2
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Volatility and systematic risks in financial markets
Würsig, Christoph Matthias
-
2022
Persistent link: https://www.econbiz.de/10013256100
Saved in:
2
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
Saved in:
3
Choosing the best volatility models : the model confidence set approach
Hansen, Peter Reinhard
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001752607
Saved in:
4
A forecast comparison of volatility models : does anything beat a GARCH (1,1)?
Hansen, Peter Reinhard
(
contributor
); …
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001566773
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->