//--> //--> //--> //-->
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:"Theorie"
~subject:"United Kingdom"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theorie
United Kingdom
ARCH model
46
ARCH-Modell
46
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
Bayes-Statistik
3
Bayesian inference
3
GARCH
3
Heteroscedasticity
3
Heteroskedastizität
3
Induktive Statistik
3
more ...
less ...
Online availability
All
Undetermined
9
Type of publication
All
Article
26
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Language
All
English
26
Author
All
Caporin, Massimiliano
3
McAleer, Michael
3
Iglesias, Emma M.
2
Jawadi, Fredj
2
Phillips, Garry D. A.
2
Alghalith, Moawia
1
Anyfantaki, Sofia
1
Asai, Manabu
1
Bauwens, Luc
1
Bordignon, Silvano
1
Bu, Ruijun
1
Chan, Felix
1
Chan, Nigel
1
Christodoulakis, George A.
1
Dēmos, Antōnēs A.
1
Ftiti, Zied
1
Gonçalves, Sílvia
1
Gospodinov, Nikolaj
1
Grigoletto, Matteo
1
Hafner, Christian M.
1
Hidalgo, Javier
1
Hoti, Suhejla
1
Hsiao, Cheng
1
Jensen, Søren Tolver
1
Kilian, Lutz
1
Kyriakopoulou, Dimitra
1
Lange, Theis
1
Laurini, Fabrizio
1
Li, Qi
1
Li, Yuyi
1
Linton, Oliver
1
Lisi, Francesco
1
Louhichi, Waël
1
Martinet, Guillaume Gaetan
1
Paruolo, Paolo
1
Perera, Indeewara
1
Provasi, Corrado
1
Psaradakis, Zacharias G.
1
Rahbek, Anders
1
Rombouts, Jeroen V. K.
1
more ...
less ...
Published in...
All
Econometric reviews
Journal of econometrics
58
Journal of empirical finance
53
International journal of forecasting
45
Applied economics
40
Discussion paper / Tinbergen Institute
38
Journal of banking & finance
38
Journal of forecasting
38
Econometric theory
37
Economics letters
35
Finance research letters
35
The European journal of finance
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
International review of financial analysis
32
Economic modelling
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
28
Working paper
26
Journal of applied econometrics
24
Journal of international financial markets, institutions & money
24
Applied financial economics
23
International review of economics & finance : IREF
22
Energy economics
21
The North American journal of economics and finance : a journal of financial economics studies
21
The econometrics journal
20
Journal of risk and financial management : JRFM
18
Applied economics letters
17
Econometric Institute research papers
17
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Journal of financial econometrics
17
Quantitative finance
17
CORE discussion paper : DP
16
Computational economics
16
Journal of economic dynamics & control
16
Journal of international money and finance
16
Research in international business and finance
15
Risks : open access journal
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
14
International journal of finance & economics : IJFE
14
The journal of futures markets
13
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Reconciling negative return skewness with positive time-varying risk premia
Kyriakopoulou, Dimitra
;
Hafner, Christian M.
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 877-894
Persistent link: https://www.econbiz.de/10013364913
Saved in:
2
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:
3
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:
4
Testing for a unit root with nonstationary nonlinear heteroskedasticity
Tu, Yundong
;
Chan, Nigel
;
Wang, Qiying
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 904-929
Persistent link: https://www.econbiz.de/10012295588
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->