//--> //--> //-->
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:"Discussion paper series / LSE Financial Markets Group"
~subject:"ARCH model"
~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: subject:"Zeitreihenanalyse"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Time series analysis
13
Zeitreihenanalyse
13
Theorie
7
Theory
7
Volatility
5
Volatilität
5
USA
3
United States
3
Welt
3
World
3
1970-1998
2
1980-1997
2
ARCH-Modell
2
Asymmetric information
2
Asymmetrische Information
2
Börsenkurs
2
Capital income
2
Estimation
2
Estimation theory
2
Großbritannien
2
Kapitaleinkommen
2
Schätztheorie
2
Schätzung
2
Scientific method
2
Share price
2
United Kingdom
2
Wissenschaftliche Methode
2
Yield curve
2
Zinsstruktur
2
1892-1995
1
1984-1996
1
1992-1993
1
Bank
1
Bargeld
1
Bourse
1
Börse
1
CAPM
1
Cash
1
Commodity derivative
1
more ...
less ...
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Chen, Xiaohong
1
Connor, Gregory
1
Fan, Yanqin
1
Patton, Andrew J.
1
Published in...
All
Discussion paper series / LSE Financial Markets Group
Discussion paper / Tinbergen Institute
39
CREATES research paper
19
Working paper
18
Econometric Institute research papers
14
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
CESifo working papers
7
CORE discussion papers : DP
7
Cambridge working papers in economics
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
6
SFB 649 discussion paper
6
Working paper series
6
Discussion papers of interdisciplinary research project 373
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
5
Working papers
5
CORE discussion paper : DP
4
Department of Economics discussion paper series / University of Oxford
4
Discussion paper series
4
Discussion papers / Department of Economics, University of Copenhagen
4
Finmap working paper
4
IWQW discussion paper series
4
Queen's Economics Department working paper
4
SSE EFI working paper series in economics and finance
4
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
ECARES working paper
3
Economics and finance working paper series
3
Economics discussion papers
3
IES working paper
3
Research paper series / Swiss Finance Institute
3
Umeå economic studies
3
CAMA working paper series
2
CEMMAP working papers / Centre for Microdata Methods and Practice
2
CFS working paper series
2
Cardiff economics working papers
2
CoFE discussion papers
2
Cowles Foundation discussion paper
2
Data science and service research discussion paper
2
Department of Economics working paper series
2
Discussion paper / Center for Economic Research, Tilburg University
2
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Simple tests for models of dependence between multiple financial time series, with applications to US equity returns and exchange rates
Patton, Andrew J.
;
Chen, Xiaohong
;
Fan, Yanqin
-
2004
Persistent link: https://www.econbiz.de/10002034254
Saved in:
2
A structured GARCH model of daily equity return volatility
Connor, Gregory
-
2001
Persistent link: https://www.econbiz.de/10001581216
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->