//--> //--> //--> //-->
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:"ECARES working paper"
~isPartOf:"Econometric Institute research papers"
~isPartOf:"Journal of banking & finance"
~subject:"ARCH model"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Time series analysis
179
Zeitreihenanalyse
179
Theorie
78
Theory
78
Forecasting model
46
Prognoseverfahren
46
Volatility
46
Volatilität
46
Estimation
38
Schätzung
38
ARCH-Modell
37
Estimation theory
26
Schätztheorie
26
Capital income
25
Kapitaleinkommen
25
Stochastic process
17
Stochastischer Prozess
17
USA
16
United States
16
Bayes-Statistik
14
Bayesian inference
14
Börsenkurs
14
Cointegration
14
Kointegration
14
Portfolio selection
14
Portfolio-Management
14
Share price
14
Factor analysis
11
Faktorenanalyse
11
Markov chain
10
Markov-Kette
10
Modellierung
10
Panel
10
Panel study
10
Scientific modelling
10
VAR model
10
VAR-Modell
10
Financial market
9
Finanzmarkt
9
more ...
less ...
Online availability
All
Free
23
Undetermined
7
Type of publication
All
Book / Working Paper
23
Article
14
Type of publication (narrower categories)
All
Arbeitspapier
23
Working Paper
23
Graue Literatur
17
Non-commercial literature
17
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
37
Author
All
McAleer, Michael
13
Hallin, Marc
6
Caporin, Massimiliano
4
Allen, David E.
3
Barigozzi, Matteo
3
Chang, Chia-Lin
3
Powell, Robert
2
Singh, Abhay Kumar
2
Alj, Abdelkamel
1
Aramonte, Sirio
1
Asai, Manabu
1
Audrino, Francesco
1
Azrak, Rajae
1
Barone-Adesi, Giovanni
1
Berger, Tino
1
Chan, Felix
1
Chen, Yi-Hsuan
1
Chiang, Thomas C.
1
Christiansen, Charlotte
1
Dijk, Dick van
1
Fernandez-Perez, Adrian
1
Giudice Rodriguez, Marius del
1
Green, Rikard
1
Hafner, Christian M.
1
Hamori, Shigeyuki
1
Hilal, Sawsan
1
Hotta, Luiz K.
1
Härdle, Wolfgang
1
Indriawan, Ivan
1
Kourtis, Apostolos
1
La Vecchia, Davide
1
Larsson, Karl
1
Lunina, Veronika
1
Markellos, Raphaēl N.
1
Mazzeu, João H. G.
1
Medeiros, Marcelo C.
1
Mélard, Guy
1
Nilsson, Birger
1
Okimoto, Tatsuyoshi
1
Pauwels, Laurent
1
more ...
less ...
Institution
All
Econometrisch Instituut <Rotterdam>
2
Published in...
All
ECARES working paper
Econometric Institute research papers
Journal of banking & finance
Discussion paper / Tinbergen Institute
42
Journal of econometrics
42
Journal of empirical finance
36
Economic modelling
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Energy economics
29
International journal of forecasting
29
Applied economics
27
Economics letters
26
Finance research letters
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
The North American journal of economics and finance : a journal of financial economics studies
21
CREATES research paper
19
International review of financial analysis
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Journal of forecasting
18
Working paper
18
Journal of risk and financial management : JRFM
17
Research in international business and finance
16
Econometric reviews
15
International review of economics & finance : IREF
15
International Journal of Energy Economics and Policy : IJEEP
13
Journal of time series econometrics
13
The econometrics journal
13
Econometrics : open access journal
12
International journal of economics and financial issues : IJEFI
12
Journal of financial econometrics
12
Computational economics
11
Journal of international financial markets, institutions & money
11
Journal of risk
11
Applied financial economics
10
Econometric theory
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International journal of economics and finance
9
CORE discussion papers : DP
8
International journal of finance & economics : IJFE
8
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
more ...
less ...
Source
All
ECONIS (ZBW)
37
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
2
Forecasting value-at-risk and expected shortfall in large portfolios : a general dynamic factor approach
Hallin, Marc
;
Trucios, Carlos
-
2020
Persistent link: https://www.econbiz.de/10012437084
Saved in:
3
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
-
2019
Persistent link: https://www.econbiz.de/10012064776
Saved in:
4
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
-
2018
Persistent link: https://www.econbiz.de/10012064840
Saved in:
5
Asymptotic theory for rotated multivariate GARCH models
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
; …
-
2018
Persistent link: https://www.econbiz.de/10011920705
Saved in:
6
Theoretical and empirical differences between diagonal and full BEKK for risk management
Allen, David E.
;
McAleer, Michael
-
2017
Persistent link: https://www.econbiz.de/10011734887
Saved in:
7
VIX valuation and its futures pricing through a generalized affine realized volatility model with hidden components and jump
Wang, Qi
;
Wang, Zerong
- In:
Journal of banking & finance
116
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012489233
Saved in:
8
Volatility spillover and multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2016
Persistent link: https://www.econbiz.de/10011823323
Saved in:
9
Multivariate volatility impulse response analysis of GFC news events
Allen, David E.
;
McAleer, Michael
;
Powell, Robert
; …
-
2015
Persistent link: https://www.econbiz.de/10011432589
Saved in:
10
FloGARCH : realizing long memory and asymmetries in returns volatility
Vander Elst, Harry
-
2015
Persistent link: https://www.econbiz.de/10011289172
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->