//--> //--> //--> //-->
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
~isPartOf:"CREATES research paper"
~language:"eng"
~subject:"ARCH-Modell"
~subject:"Shock"
~subject:"United States"
~type_genre:"Graue Literatur"
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: Business Economics
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Shock
United States
Theorie
80
Theory
80
Time series analysis
63
Zeitreihenanalyse
63
Estimation theory
50
Schätztheorie
50
Estimation
44
Schätzung
44
Forecasting model
41
Prognoseverfahren
41
Volatility
33
Volatilität
33
USA
24
Capital income
22
Kapitaleinkommen
22
Stochastic process
20
Stochastischer Prozess
20
Börsenkurs
18
Share price
18
Business cycle
16
Konjunktur
16
Risikoprämie
16
Risk premium
16
Yield curve
16
Zinsstruktur
16
Cointegration
15
Kointegration
15
VAR model
15
VAR-Modell
15
ARCH model
13
CAPM
13
Statistical test
13
Statistischer Test
13
Induktive Statistik
12
Statistical inference
12
Portfolio selection
11
Portfolio-Management
11
Welt
11
more ...
less ...
Online availability
All
Free
38
Type of publication
All
Book / Working Paper
38
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
38
Non-commercial literature
38
Working Paper
38
Language
All
English
Author
All
Silvennoinen, Annastiina
4
Teräsvirta, Timo
4
Grassi, Stefano
3
Andreasen, Martin Møller
2
Bollerslev, Tim
2
Bork, Lasse
2
Christiansen, Charlotte
2
Koopman, Siem Jan
2
Nielsen, Morten Ørregaard
2
Todorov, Viktor
2
Amado, Cristina
1
Andersen, Torben
1
Asgharian, Hossein
1
Bennedsen, Mikkel
1
Bohn Nielsen, Heino
1
Borup, Daniel
1
Busato, Francesco
1
Callot, Laurent
1
Cavaliere, Giuseppe
1
Chini, Emilio Zanetti
1
Christensen, Bent Jesper
1
Christensen, Jens H. E.
1
Christoffersen, Peter F.
1
Corrado, Luisa
1
Delle Monache, Davide
1
Demetrescu, Matei
1
Dewachter, Hans
1
Dias, Gustavo Fruet
1
Engsted, Tom
1
Eriksen, Jonas Nygaard
1
Gatto, Andrea
1
Gupta, Rangan
1
Hall, Anthony D.
1
Hillebrand, Eric
1
Hou, Ai Jun
1
Houssa, Romain
1
Jakobsen, Johan Stax
1
Jungbacker, Borus
1
Jørgensen, Kasper
1
Kang, Jian
1
more ...
less ...
Published in...
All
CREATES research paper
Discussion paper series / IZA
376
Working paper
304
Discussion paper / Centre for Economic Policy Research
210
Finance and economics discussion series
210
Fisher College of Business working paper series
186
Discussion paper series / John M. Olin Center for Law, Economics, and Business, Harvard Law School
167
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
136
Working paper series / European Central Bank
135
Working papers series / Federal Reserve Bank of San Francisco
114
Joint discussion paper series in economics : publ. by the Universities of Aachen, Gießen, Göttingen, Kassel, Marburg, Siegen
89
Working paper / National Bureau of Economic Research, Inc.
81
Working papers / Rodney L. White Center for Financial Research
73
Staff reports / Federal Reserve Bank of New York
69
Discussion papers / CEPR
67
Working papers / Department of Economics
61
Cardiff economics working papers
55
Discussion paper
55
CFS working paper series
53
Working papers / University of Connecticut, Department of Economics
51
SFB 649 discussion paper
44
Department of Economics working paper series
43
Working papers / Harvard Business School, Division of Research
42
Economics and finance working paper series
41
CESifo working papers
39
The Harvard John M. Olin discussion paper series
39
Working papers / The Levy Economics Institute
34
Working papers / University of Delaware, Department of Economics
34
Barcelona GSE working paper series : working paper
32
The CEPS working paper series
32
Working paper series / Fisher Center for Real Estate and Urban Economics, Institute of Business and Economic Research, University of California
31
Department of Economics working paper
30
Discussion papers / Adam Smith Business School, University of Glasgow
29
BLS working papers
28
Federal Reserve Bank of Cleveland working paper series
28
NBER working paper series
28
Working papers / Department of Economics, West Virginia University
28
Discussion papers / Research Seminar in International Economics, University of Michigan, School of Public Policy - Department of Economics
26
Economics : the open-access, open-assessment e-journal
26
Research paper series / Stanford Graduate School of Business
26
more ...
less ...
Source
All
ECONIS (ZBW)
38
Showing
1
-
10
of
38
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting dynamically asymmetric fluctuations of the U.S.
business
cycle
Chini, Emilio Zanetti
-
2018
Persistent link: https://www.econbiz.de/10011864895
Saved in:
2
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
3
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
4
Modelling and estimating large macroeconomic shocks during the pandemic
Corrado, Luisa
;
Grassi, Stefano
;
Paolillo, Aldo
-
2021
Persistent link: https://www.econbiz.de/10012620771
Saved in:
5
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
6
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
7
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
8
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
-
2019
Persistent link: https://www.econbiz.de/10012316908
Saved in:
9
Tree-based synthetic control methods : consequences of moving the US embassy
Mühlbach, Nicolaj N.
-
2020
-
This version: May 18, 2020
Persistent link: https://www.econbiz.de/10012317688
Saved in:
10
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->