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~isPartOf:"CORE discussion papers : DP"
~subject:"Theorie"
~type_genre:"Arbeitspapier"
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Search: subject:"ARCH-Modell"
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Theorie
ARCH model
35
ARCH-Modell
35
Volatility
14
Volatilität
14
Theory
11
Estimation theory
9
Schätztheorie
9
Time series analysis
8
Zeitreihenanalyse
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7
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7
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Stochastischer Prozess
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Capital income
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Kapitaleinkommen
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ARMA model
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ARMA-Modell
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Analysis of variance
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Bayes-Statistik
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Bayesian inference
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Portfolio selection
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Portfolio-Management
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Capital market returns
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Dynamic conditional correlations
2
EGARCH
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Forecasting model
2
Kapitalmarktrendite
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11
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Bauwens, Luc
7
Hafner, Christian M.
3
Rombouts, Jeroen V. K.
3
Dufays, Arnaud
2
Preminger, Arie
2
Augustyniak, Maciej
1
Breitung, Jörg
1
Carpantier, Jean-François
1
Grigoryeva, Lyudmila
1
Hafter, Christian
1
Herwartz, Helmut
1
Kyriakopoulou, Dimitra
1
Laurent, Sébastien
1
Maxand, Simone
1
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CORE discussion papers : DP
Discussion paper / Tinbergen Institute
36
Working paper
24
CORE discussion paper : DP
16
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
Econometric Institute research papers
14
Working papers
12
Discussion papers of interdisciplinary research project 373
11
SFB 649 discussion paper
11
SSE EFI working paper series in economics and finance
11
CESifo working papers
10
CFS working paper series
10
CREATES research paper
10
Research paper series / Swiss Finance Institute
10
IWQW discussion paper series
9
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Working paper series / University of Zurich, Department of Economics
8
Discussion paper
7
Discussion paper / Department of Economics, University of California San Diego
7
Swiss Finance Institute Research Paper
7
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
7
Cardiff economics working papers
6
CoFE discussion papers
6
Department of Economics working paper series
6
Discussion papers in economics
6
ECARES working paper
6
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
6
Department of Economics discussion paper series / University of Oxford
5
Discussion paper / Center for Economic Research, Tilburg University
5
Discussion paper / Institute of Social and Economic Research
5
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
5
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
5
Working paper / National Bureau of Economic Research, Inc.
5
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
4
Discussion paper series / LSE Financial Markets Group
4
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
4
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
4
Working paper series
4
Working paper series / European Central Bank
4
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
3
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ECONIS (ZBW)
11
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1
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:
2
Identification of structural multivariate GARCH models
Hafner, Christian M.
;
Herwartz, Helmut
;
Maxand, Simone
-
2018
Persistent link: https://www.econbiz.de/10011993276
Saved in:
3
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:
4
A simple model for now-casting volatility series
Breitung, Jörg
;
Hafner, Christian M.
-
2015
Persistent link: https://www.econbiz.de/10011581871
Saved in:
5
Estimation and empirical performance of non-scalar dynamic conditional correlation models
Bauwens, Luc
;
Grigoryeva, Lyudmila
;
Ortega, Juan-Pablo
-
2014
Persistent link: https://www.econbiz.de/10010385192
Saved in:
6
Modeling the dependence of conditional correlations on volatility
Bauwens, Luc
;
Otranto, Edoardo
-
2013
Persistent link: https://www.econbiz.de/10010203488
Saved in:
7
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
-
2011
Persistent link: https://www.econbiz.de/10009504878
Saved in:
8
Volatility models
Bauwens, Luc
;
Hafter, Christian
;
Laurent, Sébastien
-
2011
Persistent link: https://www.econbiz.de/10009390311
Saved in:
9
Commodities inventory effect
Carpantier, Jean-François
-
2010
Persistent link: https://www.econbiz.de/10008649479
Saved in:
10
Regime switching GARCH models
Bauwens, Luc
(
contributor
);
Preminger, Arie
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003326701
Saved in:
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