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~isPartOf:"Economics letters"
~subject:"ARCH model"
~subject:"Kapitaleinkommen"
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Search: subject:"conditional heteroskedasticity"
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Kapitaleinkommen
ARCH-Modell
109
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52
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136
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132
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ECONIS (ZBW)
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21
Robust maximum entropy test for GARCH models based on a minimum density power divergence estimator
Kim, Byungsoo
- In:
Economics letters
162
(
2018
),
pp. 93-97
Persistent link: https://www.econbiz.de/10011939772
Saved in:
22
Stationarity and functional central limit theorem for ARCH (∞) models
Lee, Oesook
- In:
Economics letters
162
(
2018
),
pp. 107-111
Persistent link: https://www.econbiz.de/10011939788
Saved in:
23
Robustness of binary choice models to conditional heteroscedasticity
Ginker, Tim
;
Lieberman, Offer
- In:
Economics letters
150
(
2017
),
pp. 130-134
Persistent link: https://www.econbiz.de/10011764909
Saved in:
24
The asymmetric volatility in the gold market revisited
Todorova, Neda
- In:
Economics letters
150
(
2017
),
pp. 138-141
Persistent link: https://www.econbiz.de/10011765084
Saved in:
25
Volatility estimation for Bitcoin : a comparison of GARCH models
Katsiampa, Paraskevi
- In:
Economics letters
158
(
2017
),
pp. 3-6
Persistent link: https://www.econbiz.de/10011849728
Saved in:
26
The semiparametric asymmetric stochastic volatility model with time-varying parameters : the case of US inflation
Dimitrakopoulos, Stefanos
- In:
Economics letters
155
(
2017
),
pp. 14-18
Persistent link: https://www.econbiz.de/10011821483
Saved in:
27
A suggestion for constructing a large time-varying conditional covariance matrix
Gibson, Heather D.
;
Hall, Stephen G.
;
Tavlas, George S.
- In:
Economics letters
156
(
2017
),
pp. 110-113
Persistent link: https://www.econbiz.de/10011822383
Saved in:
28
Monitoring parameter change for time series models with conditional heteroscedasticity
Huh, Jaewon
;
Oh, Haejune
;
Lee, Sangyeol
- In:
Economics letters
152
(
2017
),
pp. 66-70
Persistent link: https://www.econbiz.de/10011801150
Saved in:
29
Discrete-response state space models with conditional heteroscedasticity : an application to forecasting the federal funds rate target
Dimitrakopoulos, Stefanos
;
Dey, Dipak
- In:
Economics letters
154
(
2017
),
pp. 20-23
Persistent link: https://www.econbiz.de/10011810690
Saved in:
30
Stocks and bonds during the gold standard
Le Bris, David
;
Rezaee, Amir
- In:
Economics letters
159
(
2017
),
pp. 119-122
Persistent link: https://www.econbiz.de/10011903450
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