//--> //--> //--> //-->
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:"Computational economics"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"ARCH-Modell"
~subject:"Statistische Verteilung"
~type_genre:"Article in journal"
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:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Statistische Verteilung
Theorie
2,832
Theory
2,832
Estimation theory
2,430
Schätztheorie
2,430
Time series analysis
1,105
Zeitreihenanalyse
1,105
Nichtparametrisches Verfahren
733
Nonparametric statistics
733
Regression analysis
648
Regressionsanalyse
648
Estimation
586
Schätzung
579
Volatility
457
Volatilität
457
Forecasting model
450
Prognoseverfahren
450
Statistical test
450
Statistischer Test
450
Stochastic process
384
Stochastischer Prozess
384
Panel
377
Panel study
377
USA
274
United States
274
Statistical distribution
256
ARCH model
255
Method of moments
252
Cointegration
251
Momentenmethode
251
Kointegration
248
Bootstrap approach
236
Bootstrap-Verfahren
236
Einheitswurzeltest
221
Unit root test
221
Bayes-Statistik
220
Bayesian inference
220
Monte Carlo simulation
212
Monte-Carlo-Simulation
211
more ...
less ...
Online availability
All
Undetermined
223
Free
6
Type of publication
All
Article
489
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
490
Conference paper
5
Konferenzbeitrag
5
Collection of articles of several authors
1
Festschrift
1
Konferenzschrift
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
Author
All
Francq, Christian
15
Linton, Oliver
14
Zakoïan, Jean-Michel
12
Ling, Shiqing
10
Bollerslev, Tim
8
Hong, Yongmiao
8
McAleer, Michael
8
Corradi, Valentina
7
Park, Joon Y.
7
Swanson, Norman R.
6
Zaffaroni, Paolo
6
Zhu, Ke
6
Chan, Ngai Hang
5
Hafner, Christian M.
5
Horváth, Lajos
5
Kokoszka, Piotr
5
Maheu, John M.
5
Meddahi, Nour
5
Teräsvirta, Timo
5
White, Halbert
5
Chen, Cathy W. S.
4
Dijk, Herman K. van
4
Dufour, Jean-Marie
4
Ghysels, Eric
4
He, Changli
4
Iglesias, Emma M.
4
Laurent, Sébastien
4
Li, Dong
4
Li, Guodong
4
Li, Wai Keung
4
Norets, Andriy
4
Paolella, Marc S.
4
Patton, Andrew J.
4
Phillips, Peter C. B.
4
Rahbek, Anders
4
Rombouts, Jeroen V. K.
4
Saikkonen, Pentti
4
Sentana, Enrique
4
Todorov, Viktor
4
Xiu, Dacheng
4
more ...
less ...
Published in...
All
Computational economics
Econometric theory
Journal of econometrics
Energy economics
267
Finance research letters
208
Insurance / Mathematics & economics
203
Applied economics
200
Economics letters
197
Economic modelling
186
International review of financial analysis
165
Journal of banking & finance
161
International journal of forecasting
160
Journal of empirical finance
157
The North American journal of economics and finance : a journal of financial economics studies
145
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
136
Research in international business and finance
133
International review of economics & finance : IREF
128
Journal of forecasting
119
Journal of international financial markets, institutions & money
118
Applied financial economics
117
Applied economics letters
115
Journal of risk and financial management : JRFM
108
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
Econometric reviews
99
Risks : open access journal
99
The journal of futures markets
98
The European journal of finance
92
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
88
Journal of financial econometrics : official journal of the Society for Financial Econometrics
84
European journal of operational research : EJOR
76
International journal of theoretical and applied finance
74
Journal of applied econometrics
68
Quantitative finance
65
International Journal of Energy Economics and Policy : IJEEP
64
Journal of risk
62
The econometrics journal
62
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
60
Review of quantitative finance and accounting
57
Journal of international money and finance
54
Journal of economic dynamics & control
53
more ...
less ...
Source
All
ECONIS (ZBW)
490
Showing
1
-
10
of
490
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bayesian inference for mixed Gaussian GARCH-type model by Hamiltonian Monte Carlo algorithm
Liang, Rubing
;
Qin, Binbin
;
Xia, Qiang
- In:
Computational economics
63
(
2024
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10014472071
Saved in:
2
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
3
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
4
A mollifier approach to the deconvolution of probability densities
Hohage, Thorsten
;
Maréchal, Pierre
;
Simar, Léopold
; …
- In:
Econometric theory
40
(
2024
)
2
,
pp. 320-359
Persistent link: https://www.econbiz.de/10014485250
Saved in:
5
An application of the IFM method for the risk assessment of financial instruments
Pons, Adrià
;
Cristobal-Fransi, Eduard
;
Vintrò, Carla
; …
- In:
Computational economics
61
(
2023
)
1
,
pp. 295-315
Persistent link: https://www.econbiz.de/10014228427
Saved in:
6
CO2 emission allowances risk prediction with gas and GARCH models
Trabelsi, Nader
;
Tiwari, Aviral Kumar
- In:
Computational economics
61
(
2023
)
2
,
pp. 775-805
Persistent link: https://www.econbiz.de/10014228462
Saved in:
7
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
8
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
9
A discrete-time hedging framework with multiple factors and fat tails : on what matters
Augustyniak, Maciej
;
Badescu, Alexandru
;
Bégin, …
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 416-444
Persistent link: https://www.econbiz.de/10014339997
Saved in:
10
DSGE-SVt : an econometric toolkit for high-dimensional DSGE models with SV and T errors
Chib, Siddhartha
;
Shin, Minchul
;
Tan, Fei
- In:
Computational economics
61
(
2023
)
1
,
pp. 69-111
Persistent link: https://www.econbiz.de/10014228405
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->