//--> //--> //--> //-->
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"
~language:"eng"
~language:"spa"
~subject:"Schätzung"
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:"Generalized autoregressive conditional heteroscedasticity"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
ARCH model
147
ARCH-Modell
147
Volatility
66
Volatilität
66
Theorie
56
Theory
56
Estimation theory
50
Schätztheorie
50
Time series analysis
42
Zeitreihenanalyse
42
Estimation
32
Stochastic process
27
Stochastischer Prozess
27
Börsenkurs
24
Share price
24
Capital income
22
Kapitaleinkommen
22
Forecasting model
20
Prognoseverfahren
20
GARCH
15
Statistical distribution
15
Statistische Verteilung
15
Bootstrap approach
14
Bootstrap-Verfahren
14
Heteroscedasticity
14
Heteroskedastizität
14
Multivariate Analyse
14
Multivariate analysis
14
Correlation
11
Korrelation
11
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Risikomaß
11
Risk measure
11
Maximum likelihood estimation
10
Maximum-Likelihood-Schätzung
10
Portfolio selection
9
Portfolio-Management
9
Markov chain
8
more ...
less ...
Online availability
All
Undetermined
24
Type of publication
All
Article
32
Type of publication (narrower categories)
All
Article in journal
31
Aufsatz in Zeitschrift
31
Language
All
English
Spanish
Author
All
Zakoïan, Jean-Michel
5
Francq, Christian
4
Kim, Donggyu
3
Bollerslev, Tim
2
Paolella, Marc S.
2
Polak, Pawel
2
Rombouts, Jeroen V. K.
2
Wang, Yazhen
2
Andreou, Elena
1
Babsiri, Mohamed el
1
Baldovin, Fulvio
1
Bauwens, Luc
1
Blasques, F.
1
Calzolari, Giorgio
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Cerovecki, Clément
1
Chan, Thomas W. C.
1
Chen, Qiang
1
Chu, Amanda M. Y.
1
Delaigle, Aurore
1
Dhaene, Geert
1
Dufays, Arnaud
1
Duong, Diep
1
Ergemen, Yunus Emre
1
Fan, Jianqing
1
Ghysels, Eric
1
Gorgi, P.
1
Grynkiv, Iaryna
1
Halbleib, Roxana
1
Hallin, Marc
1
Harvey, Andrew C.
1
Hörmann, Siegfried
1
Kong, Xin-Bing
1
Koopman, Siem Jan
1
La Vecchia, Davide
1
Lee, Lung-fei
1
Li, Cui-Xia
1
Liu, Shouwei
1
Meister, Alexander
1
more ...
less ...
Published in...
All
Journal of econometrics
Energy economics
66
Applied economics
58
Finance research letters
54
Economic modelling
52
International review of economics & finance : IREF
46
International review of financial analysis
44
The North American journal of economics and finance : a journal of financial economics studies
44
Journal of empirical finance
43
Journal of international financial markets, institutions & money
36
Research in international business and finance
33
Applied economics letters
30
Journal of risk and financial management : JRFM
30
Applied financial economics
26
Discussion paper / Tinbergen Institute
25
International journal of forecasting
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
25
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
International journal of economics and financial issues : IJEFI
23
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Journal of banking & finance
22
The journal of futures markets
21
Working paper
21
International journal of economics and finance
20
International journal of finance & economics : IJFE
20
Economics letters
19
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
Journal of risk
18
Review of quantitative finance and accounting
17
Econometric Institute research papers
16
International Journal of Energy Economics and Policy : IJEEP
15
The European journal of finance
15
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
14
Journal of financial econometrics
14
Cogent economics & finance
13
Journal of economics and finance
13
Pacific-Basin finance journal
13
CBN journal of applied statistics
12
Emerging markets, finance and trade : EMFT
12
more ...
less ...
Source
All
ECONIS (ZBW)
32
Showing
1
-
10
of
32
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
3
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping : applications for financial risk management
So, Mike Ka-pui
;
Chan, Thomas W. C.
;
Chu, Amanda M. Y.
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 151-167
Persistent link: https://www.econbiz.de/10013441642
Saved in:
4
Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
Saved in:
5
Virtual Historical Simulation for estimating the conditional VaR of large portfolios
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 356-380
Persistent link: https://www.econbiz.de/10012482777
Saved in:
6
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
7
Incorporating overnight and intraday returns into multivariate GARCH volatility models
Dhaene, Geert
;
Wu, Jianbin
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 471-495
Persistent link: https://www.econbiz.de/10012482817
Saved in:
8
Factor GARCH-Itô models for high-frequency data with application to large volatility matrix prediction
Kim, Donggyu
;
Fan, Jianqing
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 395-417
Persistent link: https://www.econbiz.de/10012145042
Saved in:
9
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
10
Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->