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~isPartOf:"Journal of econometrics"
~isPartOf:"The econometrics journal"
~language:"eng"
~subject:"ARCH-Modell"
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ARCH-Modell
Estimation theory
1,911
Schätztheorie
1,911
Theorie
1,863
Theory
1,863
Zeitreihenanalyse
770
Time series analysis
768
Nichtparametrisches Verfahren
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Estimation
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537
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Francq, Christian
12
Zakoïan, Jean-Michel
9
Bollerslev, Tim
5
Zhu, Ke
5
Bauwens, Luc
4
Hafner, Christian M.
4
Hallin, Marc
4
Ling, Shiqing
4
Paolella, Marc S.
4
Pedersen, Rasmus Søndergaard
4
Rombouts, Jeroen V. K.
4
Andreou, Elena
3
Barigozzi, Matteo
3
Kim, Donggyu
3
Laurent, Sébastien
3
Li, Dong
3
Li, Guodong
3
Rahbek, Anders
3
Sentana, Enrique
3
Teräsvirta, Timo
3
Tse, Yiu Kuen
3
Xiu, Dacheng
3
Zaffaroni, Paolo
3
Bai, Jushan
2
Blasques, F.
2
Calzolari, Giorgio
2
Conrad, Christian
2
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2
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2
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Dēmos, Antōnēs A.
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2
Herwartz, Helmut
2
Hidalgo, Javier
2
Hill, Jonathan B.
2
Hong, Yongmiao
2
Iglesias, Emma M.
2
Jiang, Feiyu
2
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Journal of econometrics
The econometrics journal
Energy economics
267
Finance research letters
207
Applied economics
164
Economic modelling
155
International review of financial analysis
144
Journal of empirical finance
134
Research in international business and finance
131
International review of economics & finance : IREF
125
The North American journal of economics and finance : a journal of financial economics studies
123
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
Discussion paper / Tinbergen Institute
99
International journal of forecasting
96
Journal of risk and financial management : JRFM
88
Journal of forecasting
87
Applied economics letters
79
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
The European journal of finance
76
The journal of futures markets
74
Econometric theory
73
Econometric Institute research papers
69
Working paper
69
International Journal of Energy Economics and Policy : IJEEP
65
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of finance & economics : IJFE
52
International journal of economics and financial issues : IJEFI
50
Econometric reviews
47
Journal of international money and finance
46
International journal of economics and finance
45
Review of quantitative finance and accounting
44
CREATES research paper
43
Computational economics
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Journal of risk
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ECONIS (ZBW)
187
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187
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1
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
2
Dynamic conditional eigenvalue GARCH
Hetland, Simon Thinggaard
;
Pedersen, Rasmus Søndergaard
; …
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014471517
Saved in:
3
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
4
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
5
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:
6
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:
7
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:
8
Testing for parameter change epochs in GARCH time series
Richter, Stefan
;
Wang, Weining
;
Wu, Wei Biao
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 467-491
Persistent link: https://www.econbiz.de/10014391712
Saved in:
9
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
10
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 241-263
Persistent link: https://www.econbiz.de/10013441653
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