//--> //--> //-->
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:"Society for Computational Economics - SCE"
~person:"Bauwens, L."
~person:"Medeiros, Marcelo C."
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
finance
2
Currency risk
1
Financial Econometrics
1
GARCH
1
GARCH model
1
Kalman filter
1
Multivariate GARCH models
1
Volatility
1
exchange rates
1
multiple regimes
1
nonlinear time series
1
smooth transition
1
more ...
less ...
Type of publication
All
Book / Working Paper
3
Language
All
Undetermined
3
Author
All
Bauwens, L.
Medeiros, Marcelo C.
Bauwens, Luc
2
Veiga, Alvaro
2
ANTONIOU, Antonios
1
Audrino, Francesco
1
Bidarkota, Prasad V.
1
Branco, Marcelo Castelo
1
Capobianco, Enrico
1
Ceci, Vladimiro
1
Chiang
1
Das, Dhiman
1
Doornik, Jurgen A.
1
Fan
1
Garcia, Marcio
1
KYRTSOU, Catherine
1
Kabili, Andi
1
Karanasos, M.
1
Krishnakumar, Jaya
1
Laurent, S.
1
Laurent, Sébastien
1
Laurini, Fabrizio
1
Lillo, Fabrizio
1
Manganelli, Simone
1
Mantegna, Rosario N.
1
McALEER, Michael
1
McCulloch, J. Huston
1
Min-Hsien
1
Oomen, Roel
1
Ooms, Marius
1
Peters, J.P.
1
Peters, Jean-Philippe
1
Raposo, Gustavo Santos
1
Rombouts, J.
1
Rombouts, Jeroen VK
1
Schurer, S.
1
Storti, Giuseppe
1
S»bastien Laurent
1
Trojani, Fabio
1
VORLOW, Constantinos
1
more ...
less ...
Institution
All
Society for Computational Economics - SCE
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
2
Departamento de Economia, Pontifícia Universidade Católica do Rio de Janeiro
1
Department of Economics and Finance, College of Business and Economics
1
Erasmus University Rotterdam, Econometric Institute
1
Institute of Economic Research, Kyoto University
1
Published in...
All
Computing in Economics and Finance 2002
3
Source
All
RePEc
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate
GARCH
models and their Estimation
Bauwens, L.
;
Laurent, S.
;
Peters, J.P.
;
Rombouts, J.
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005345454
Saved in:
2
Currency Risk in Brazil under Two Different Exchange Rate Regimes
Branco, Marcelo Castelo
;
Garcia, Marcio
;
Medeiros, …
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005706650
Saved in:
3
Are There Multiple Regimes in Financial Volatility?
Medeiros, Marcelo C.
;
Veiga, Alvaro
-
Society for Computational Economics - SCE
-
2002
Persistent link: https://www.econbiz.de/10005537659
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->