//--> //--> //-->
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:"Bayes-Statistik"
~type_genre:"Article in journal"
~type_genre:"Government document"
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_exact:"GARCH model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Bayes-Statistik
ARCH model
46
ARCH-Modell
46
Theorie
25
Theory
25
Volatility
22
Volatilität
22
Estimation theory
15
Schätztheorie
15
Time series analysis
15
Zeitreihenanalyse
15
Estimation
11
Schätzung
11
Statistical test
8
Statistischer Test
8
Stochastic process
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
Autocorrelation
3
Autokorrelation
3
Bayesian inference
3
GARCH
3
Heteroscedasticity
3
Heteroskedastizität
3
Induktive Statistik
3
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Government document
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Anyfantaki, Sofia
1
Bauwens, Luc
1
Dēmos, Antōnēs A.
1
Rombouts, Jeroen V. K.
1
Woźniak, Tomasz
1
Published in...
All
Econometric reviews
Energy economics
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of econometrics
6
The econometrics journal
5
Central European journal of economic modelling and econometrics
4
Computational economics
4
International journal of forecasting
4
Journal of forecasting
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
Applied economics
3
Asia-Pacific financial markets
3
International journal of finance & economics : IJFE
3
Journal of applied econometrics
3
Quantitative finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
Finance research letters
2
Journal of empirical finance
2
Quantitative finance and economics
2
Research in international business and finance
2
Applied economic analysis : AEA
1
Applied economics letters
1
Applied mathematical finance
1
Baltic journal of economics
1
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
1
Econometrics : open access journal
1
Economia aplicada : EA
1
Economic modelling
1
Economics letters
1
Economics, management and financial markets
1
Economies : open access journal
1
European journal of operational research : EJOR
1
Finance a úvěr
1
Financial innovation : FIN
1
International Journal of Energy Economics and Policy : IJEEP
1
International Journal of Financial Studies : open access journal
1
International journal of trade and global markets
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Investment management and financial innovations
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Granger-causal analysis of GARCH models : a Bayesian approach
Woźniak, Tomasz
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 325-346
Persistent link: https://www.econbiz.de/10012038712
Saved in:
2
Estimation and properties of a time-varying EGARCH(1,1) in mean model
Anyfantaki, Sofia
;
Dēmos, Antōnēs A.
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 293-310
Persistent link: https://www.econbiz.de/10011549930
Saved in:
3
Bayesian clustering of many GARCH models
Bauwens, Luc
;
Rombouts, Jeroen V. K.
- In:
Econometric reviews
26
(
2007
)
2
,
pp. 365-386
Persistent link: https://www.econbiz.de/10003509134
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->