//--> //--> //--> //-->
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:"Econometric reviews"
~subject:"Autocorrelation"
~subject:"Stochastic process"
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:"ARCH model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Autocorrelation
Stochastic process
ARCH model
46
ARCH-Modell
46
Theorie
25
Theory
25
Volatility
22
Volatilität
22
Time series analysis
15
Zeitreihenanalyse
15
Estimation theory
14
Schätztheorie
14
Estimation
11
Schätzung
11
Statistical test
8
Statistischer Test
8
Stochastischer Prozess
8
Capital income
7
Forecasting model
7
Kapitaleinkommen
7
Prognoseverfahren
7
USA
6
United States
6
Börsenkurs
5
Multivariate Analyse
5
Multivariate analysis
5
Share price
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Correlation
4
Exchange rate
4
Korrelation
4
Wechselkurs
4
Autokorrelation
3
Bayes-Statistik
3
Bayesian inference
3
GARCH
3
Heteroscedasticity
3
Heteroskedastizität
3
Induktive Statistik
3
more ...
less ...
Online availability
All
Undetermined
6
Free
1
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
McAleer, Michael
2
Alexander, Carol
1
Alghalith, Moawia
1
Asai, Manabu
1
Bermudez, P. de Zea
1
Bu, Ruijun
1
Caporin, Massimiliano
1
Heuvel, Edwin R. van den
1
Hidalgo, Javier
1
Jawadi, Fredj
1
Jin, Shusong
1
Lazar, Emese
1
Li, Wai Keung
1
Li, Yuyi
1
Martinet, Guillaume Gaetan
1
Marín, J. Miguel
1
Paruolo, Paolo
1
Perera, Indeewara
1
Psaradakis, Zacharias G.
1
Regis, Marta
1
Serra, Paulo
1
Silvapulle, Mervyn J.
1
Tzavalis, Elias
1
Veiga, Helena
1
Yu, Philip L. H.
1
more ...
less ...
Published in...
All
Econometric reviews
Journal of econometrics
29
Discussion paper / Tinbergen Institute
18
Journal of empirical finance
14
Energy economics
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Econometric Institute research papers
9
International journal of forecasting
9
Journal of risk and financial management : JRFM
9
The North American journal of economics and finance : a journal of financial economics studies
8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Working paper
7
CORE discussion papers : DP
6
Computational economics
6
Discussion papers of interdisciplinary research project 373
6
Econometrics : open access journal
6
Economic modelling
6
Economics letters
6
Finance research letters
6
International review of financial analysis
6
Quantitative finance
6
The European journal of finance
6
Applied economics
5
CESifo working papers
5
CREATES research paper
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
The econometrics journal
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
4
Journal of financial econometrics
4
Research in international business and finance
4
Risks : open access journal
4
Annals of financial economics
3
Applied financial economics
3
CAMA working paper series
3
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
3
European journal of operational research : EJOR
3
International Journal of Energy Economics and Policy : IJEEP
3
International journal of finance & economics : IJFE
3
Journal of banking & finance
3
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Random autoregressive models : a structured overview
Regis, Marta
;
Serra, Paulo
;
Heuvel, Edwin R. van den
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10013167604
Saved in:
2
The continuous limit of weak GARCH
Alexander, Carol
;
Lazar, Emese
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 197-216
Persistent link: https://www.econbiz.de/10012483807
Saved in:
3
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:
4
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
5
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
6
Estimating the stock/portfolio volatility and the volatility of volatility : a new simple method
Alghalith, Moawia
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 257-262
Persistent link: https://www.econbiz.de/10011549920
Saved in:
7
A goodness-of-fit test for a class of autoregressive conditional duration models
Perera, Indeewara
;
Hidalgo, Javier
;
Silvapulle, Mervyn J.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1111-1141
Persistent link: https://www.econbiz.de/10011591144
Saved in:
8
Proximity-structured multivariate volatility models
Caporin, Massimiliano
;
Paruolo, Paolo
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 559-593
Persistent link: https://www.econbiz.de/10011373256
Saved in:
9
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
10
On some models for value-at-risk
Yu, Philip L. H.
;
Li, Wai Keung
;
Jin, Shusong
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 622-641
Persistent link: https://www.econbiz.de/10008668112
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->