//--> //--> //--> //-->
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 reviews"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~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
331
Zeitreihenanalyse
331
Theorie
177
Theory
177
Estimation theory
106
Schätztheorie
106
Estimation
79
Schätzung
79
Volatility
74
Volatilität
74
Forecasting model
61
Prognoseverfahren
61
ARCH-Modell
44
Stochastic process
34
Stochastischer Prozess
34
Capital income
32
Cointegration
32
Kapitaleinkommen
32
Einheitswurzeltest
31
Kointegration
31
Unit root test
31
Nichtlineare Regression
28
Nonlinear regression
28
Nichtparametrisches Verfahren
23
Nonparametric statistics
23
Statistical test
23
Statistischer Test
23
State space model
22
USA
22
United States
22
Zustandsraummodell
22
Autocorrelation
21
Autokorrelation
21
Börsenkurs
21
Modellierung
21
Scientific modelling
21
Share price
21
Panel
20
Panel study
20
more ...
less ...
Online availability
All
Undetermined
28
Free
8
Type of publication
All
Article
36
Book / Working Paper
8
Type of publication (narrower categories)
All
Article in journal
36
Aufsatz in Zeitschrift
36
Arbeitspapier
8
Working Paper
8
Graue Literatur
3
Non-commercial literature
3
Language
All
English
44
Author
All
Hallin, Marc
6
Barigozzi, Matteo
3
Teräsvirta, Timo
3
Gupta, Rangan
2
Jawadi, Fredj
2
Nonejad, Nima
2
Alj, Abdelkamel
1
Allen, David E.
1
Alves, Isabel Fraga
1
Amado, Cristina
1
Anjum, Hassan
1
Azrak, Rajae
1
Balcilar, Mehmet
1
Bermudez, P. de Zea
1
Bu, Ruijun
1
Catani, Paul
1
Chaim, Pedro
1
Chan, Jennifer So-kuen
1
Chan, Nigel
1
Chang, Chia-Lin
1
Chang, Kuang-Liang
1
Corsi, Fulvio
1
Demiralay, Sercan
1
Demirer, Rıza
1
Fermanian, Jean-David
1
Ferrer, Román
1
Ftiti, Zied
1
Galbraith, John W.
1
Gallagher, Liam
1
Garvey, John
1
Gillas, Konstantinos Gkillas
1
Grigoletto, Matteo
1
Guo, Shuxin
1
Hammoudeh, Shawkat
1
Hidalgo, Javier
1
Hotta, Luiz K.
1
Hsiao, Cheng
1
Hung, Jui-Cheng
1
Jammazi, Rania
1
Katzke, Nico
1
more ...
less ...
Published in...
All
ECARES working paper
Econometric reviews
The North American journal of economics and finance : a journal of financial economics studies
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
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 Institute research papers
15
International review of economics & finance : IREF
15
Journal of banking & finance
14
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)
44
Showing
1
-
10
of
44
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
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
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
4
A novel estimation of time-varying quantile correlation for financial contagion detection
Ye, Wuyi
;
Li, Mingge
;
Wu, Yuehua
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014225731
Saved in:
5
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:
6
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:
7
High-dimensional penalized arch processes
Poignard, Benjamin
;
Fermanian, Jean-David
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 86-107
Persistent link: https://www.econbiz.de/10012483797
Saved in:
8
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
9
Forecasting energy futures volatility with threshold augmented heterogeneous autoregressive jump models
Jawadi, Fredj
;
Ftiti, Zied
;
Louhichi, Waël
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 54-70
Persistent link: https://www.econbiz.de/10012181540
Saved in:
10
An investigation on mixed housing-cycle structures and asymmetric tail dependences
Chang, Kuang-Liang
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012658920
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->