//--> //--> //-->
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"
~person:"Laurent, Sébastien"
~subject:"ARCH-Modell"
~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:
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Estimation theory
4
Schätztheorie
4
ARCH model
3
Time series analysis
3
Zeitreihenanalyse
3
Forecasting model
2
Prognoseverfahren
2
Theorie
2
Theory
2
VAR model
2
VAR-Modell
2
Vector autoregressive model
2
Volatility
2
Volatilität
2
ARMA model
1
ARMA-Modell
1
Asymmetry
1
Autocorrelation
1
Autokorrelation
1
Bayes-Statistik
1
Bayesian estimation
1
Bayesian inference
1
Beta risk
1
Betafaktor
1
CAPM
1
Cholesky decomposition
1
Conditional betas
1
Covariance
1
Deutschland
1
Diffusion process
1
Fat-tails
1
Final equation representation
1
Finite sample theory
1
Forecasting
1
GARCH
1
Germany
1
Integrated covariance
1
Jumps
1
Lag model
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
3
Language
All
English
Author
All
Laurent, Sébastien
Francq, Christian
12
Zakoïan, Jean-Michel
9
Bollerslev, Tim
5
Zhu, Ke
5
Ling, Shiqing
4
Paolella, Marc S.
4
Andreou, Elena
3
Hallin, Marc
3
Kim, Donggyu
3
Li, Dong
3
Li, Guodong
3
Pedersen, Rasmus Søndergaard
3
Rombouts, Jeroen V. K.
3
Xiu, Dacheng
3
Zaffaroni, Paolo
3
Bai, Jushan
2
Barigozzi, Matteo
2
Bauwens, Luc
2
Blasques, F.
2
Calzolari, Giorgio
2
Conrad, Christian
2
Corradi, Valentina
2
Fiorentini, Gabriele
2
Ghysels, Eric
2
Gonçalves, Sílvia
2
Hafner, Christian M.
2
Hidalgo, Javier
2
Hill, Jonathan B.
2
Hong, Yongmiao
2
Iglesias, Emma M.
2
Jiang, Feiyu
2
Kapetanios, George
2
Li, Wai Keung
2
Linton, Oliver
2
Maheu, John M.
2
McAleer, Michael
2
Meddahi, Nour
2
Ng, Serena
2
Park, Joon Y.
2
more ...
less ...
Published in...
All
Journal of econometrics
Journal of applied econometrics
3
Econometric theory
1
Energy economics
1
European economic review : EER
1
International journal of forecasting
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic dynamics & control
1
Journal of economic surveys
1
Journal of empirical finance
1
Journal of time series econometrics
1
The journal of futures markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Asymptotics of Cholesky GARCH models and time-varying conditional betas
Darolles, Serge
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
204
(
2018
)
2
,
pp. 223-247
Persistent link: https://www.econbiz.de/10011974730
Saved in:
3
On loss functions and ranking forecasting performances of multivariate volatility models
Laurent, Sébastien
;
Rombouts, Jeroen V. K.
;
Violante, …
- In:
Journal of econometrics
173
(
2013
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10009719647
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->