//--> //--> //-->
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:"Ekonomiska forskningsinstitutet <Stockholm>"
~institution:"Finance Discipline Group, Business School"
~subject:"ARCH"
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:"GARCH"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH
ARCH model
15
ARCH-Modell
15
Theorie
8
Theory
8
GARCH
6
Time series analysis
3
Volatility
3
Volatilität
3
Zeitreihenanalyse
3
Estimation theory
2
Heteroscedasticity
2
Heteroskedastizität
2
Markov chain
2
Markov-Kette
2
Schätztheorie
2
State space model
2
Zustandsraummodell
2
1975-1999
1
Bankenkrise
1
Banking crisis
1
Börsenkurs
1
Capital income
1
Dauer
1
Duration
1
Economic growth
1
Estimation
1
Financial market regulation
1
Finanzmarktregulierung
1
Kapitaleinkommen
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Multivariate Analyse
1
Multivariate analysis
1
Nichtlineare Regression
1
Nonlinear regression
1
Regression analysis
1
Regressionsanalyse
1
Sampling
1
Schätzung
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Language
All
Undetermined
1
Author
All
Bhar, Ram
1
Institution
All
Ekonomiska forskningsinstitutet <Stockholm>
Finance Discipline Group, Business School
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
5
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
4
EconWPA
2
Departamento de Economía, Universidad Carlos III de Madrid
1
Department of Economics, University of California-San Diego (UCSD)
1
Department of Economics, University of Peloponnese
1
Département de Sciences Économiques, Université de Montréal
1
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
1
Frankfurt School of Finance and Management
1
Indira Gandhi Institute of Development Research (IGIDR)
1
London School of Economics (LSE)
1
Madras School of Economics
1
Rimini Centre for Economic Analysis (RCEA)
1
Risk and Insurance Archive
1
eSocialSciences
1
Økonomisk Institut, Københavns Universitet
1
more ...
less ...
Published in...
All
Working Paper Series / Finance Discipline Group, Business School
1
Source
All
RePEc
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling Yen Futures Return Using Daily Data From IMM and Simex
Bhar, Ram
-
Finance Discipline Group, Business School
-
1994
in the return series as a
GARCH
(1, 1) process. The results reject the martingale behaviour in the return but find a …
Persistent link: https://www.econbiz.de/10005073691
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->