//--> //--> //--> //-->
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:"Journal of econometrics"
~isPartOf:"Journal of financial econometrics"
~subject:"Theorie"
~subject:"Welt"
~type:"article"
~type_genre:"Article in journal"
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:"ARCH-Modell"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Theorie
Welt
ARCH model
180
ARCH-Modell
180
Volatility
91
Volatilität
91
Theory
72
Estimation theory
58
Schätztheorie
58
Time series analysis
54
Zeitreihenanalyse
54
Estimation
45
Schätzung
45
Capital income
40
Kapitaleinkommen
40
Börsenkurs
33
Share price
33
Forecasting model
31
Prognoseverfahren
31
Stochastic process
29
Stochastischer Prozess
29
Statistical distribution
21
Statistische Verteilung
21
Correlation
19
GARCH
19
Korrelation
19
Risikomaß
19
Risk measure
19
Multivariate Analyse
17
Multivariate analysis
17
Heteroscedasticity
16
Heteroskedastizität
16
Bootstrap approach
15
Bootstrap-Verfahren
15
Portfolio selection
14
Portfolio-Management
14
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
10
Option pricing theory
10
more ...
less ...
Online availability
All
Undetermined
32
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
72
Systematic review
1
Übersichtsarbeit
1
Language
All
English
72
Author
All
Hallin, Marc
3
Paolella, Marc S.
3
Barigozzi, Matteo
2
Francq, Christian
2
Gonçalves, Sílvia
2
Hansen, Peter Reinhard
2
Laurent, Sébastien
2
Ledoit, Olivier
2
Meddahi, Nour
2
Ng, Serena
2
Rombouts, Jeroen V. K.
2
Teräsvirta, Timo
2
Tse, Yiu Kuen
2
Wolf, Michael
2
Zakoïan, Jean-Michel
2
Aguilar, Mike
1
Babsiri, Mohamed el
1
Bai, Jushan
1
Bai, Xuezheng
1
Baillie, Richard
1
Bauwens, Luc
1
Bekaert, Geert
1
Bernard, Jean-Thomas
1
Blasques, F.
1
Bollen, Nicolas P. B.
1
Bollerslev, Tim
1
Broda, Simon A.
1
Calzolari, Giorgio
1
Catania, Leopoldo
1
Cavicchioli, Maddalena
1
Cenesizoglu, Tolga
1
Chan, Ngai Hang
1
Chan, Thomas W. C.
1
Chen, Rong
1
Christensen, Kim
1
Chu, Amanda M. Y.
1
Connor, Gregory
1
Conrad, Christian
1
Corradi, Valentina
1
Davidson, James E. H.
1
more ...
less ...
Published in...
All
Journal of econometrics
Journal of financial econometrics
Energy economics
98
Journal of empirical finance
63
Finance research letters
59
Applied economics
57
International journal of forecasting
48
Economic modelling
47
Journal of forecasting
44
Research in international business and finance
43
Journal of banking & finance
42
International review of financial analysis
41
International review of economics & finance : IREF
39
The North American journal of economics and finance : a journal of financial economics studies
39
Econometric theory
37
Economics letters
37
The European journal of finance
34
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Journal of international financial markets, institutions & money
31
Journal of risk and financial management : JRFM
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
27
Econometric reviews
26
Applied economics letters
25
International Journal of Energy Economics and Policy : IJEEP
24
Journal of applied econometrics
24
Journal of international money and finance
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
The econometrics journal
20
Quantitative finance
18
Applied financial economics
17
Computational economics
17
International journal of finance & economics : IJFE
17
Journal of economic dynamics & control
16
Risks : open access journal
14
The journal of futures markets
14
Cogent economics & finance
12
Review of quantitative finance and accounting
12
Journal of risk
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
more ...
less ...
Source
All
ECONIS (ZBW)
72
Showing
1
-
10
of
72
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
2
Testing hypotheses on the innovations distribution in semi-parametric conditional volatility models
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1443-1482
Persistent link: https://www.econbiz.de/10014444685
Saved in:
3
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
Saved in:
4
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1680-1727
Persistent link: https://www.econbiz.de/10014444717
Saved in:
5
A joint model for the term structure of interest rates and realized volatility
Hansen, Anne Lundgaard
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1196-1227
Persistent link: https://www.econbiz.de/10014391449
Saved in:
6
Modeling and forecasting volatilities of financial assets with an asymmetric zero-drift GARCH model
Shi, Yanlin
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1308-1345
Persistent link: https://www.econbiz.de/10014391461
Saved in:
7
Quasi score-driven models
Blasques, F.
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10014364807
Saved in:
8
A simple joint model for returns, volatility and volatility of volatility
Ding, Yashuang
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 521-543
Persistent link: https://www.econbiz.de/10014340096
Saved in:
9
A new tail-based correlation measure and its application in global equity markets
Liu, Jinjing
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 959-987
Persistent link: https://www.econbiz.de/10014314844
Saved in:
10
Improving value-at-risk prediction under model uncertainty
Peng, Shige
;
Yang, Shuzhen
;
Yao, Jianfeng
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 228-259
Persistent link: https://www.econbiz.de/10013542865
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->