//--> //--> //--> //-->
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"
~subject:"Schätzung"
~subject:"Zeitreihenanalyse"
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:"GARCH"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Schätzung
Zeitreihenanalyse
ARCH model
147
ARCH-Modell
147
Volatility
66
Volatilität
66
Theorie
58
Theory
58
Estimation theory
50
Schätztheorie
50
Time series analysis
43
Estimation
32
Stochastic process
28
Stochastischer Prozess
28
Börsenkurs
24
Share price
24
Capital income
22
Kapitaleinkommen
22
Forecasting model
20
Prognoseverfahren
20
Statistical distribution
16
Statistische Verteilung
16
GARCH
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
40
Type of publication
All
Article
60
Type of publication (narrower categories)
All
Article in journal
59
Aufsatz in Zeitschrift
59
Language
All
English
60
Author
All
Francq, Christian
8
Zakoïan, Jean-Michel
7
Hallin, Marc
3
Kim, Donggyu
3
Li, Guodong
3
Andreou, Elena
2
Barigozzi, Matteo
2
Blasques, F.
2
Bollerslev, Tim
2
Li, Wai Keung
2
Paolella, Marc S.
2
Polak, Pawel
2
Rombouts, Jeroen V. K.
2
Teräsvirta, Timo
2
Wang, Yazhen
2
Zhu, Ke
2
Aknouche, Abdelhakim
1
Babsiri, Mohamed el
1
Bai, Jushan
1
Baillie, Richard
1
Baldovin, Fulvio
1
Bauwens, Luc
1
Brüggemann, Ralf
1
Calzolari, Giorgio
1
Caporin, Massimiliano
1
Caraglio, Michele
1
Cerovecki, Clément
1
Chan, Thomas W. C.
1
Chen, Qiang
1
Chen, Xiaohong
1
Chu, Amanda M. Y.
1
Conrad, Christian
1
Davidson, James E. H.
1
Davis, Richard A.
1
Delaigle, Aurore
1
Dhaene, Geert
1
Drees, Holger
1
Dufays, Arnaud
1
Duong, Diep
1
Ergemen, Yunus Emre
1
more ...
less ...
Published in...
All
Journal of econometrics
Energy economics
87
Applied economics
77
Economic modelling
77
Finance research letters
76
Journal of empirical finance
65
The North American journal of economics and finance : a journal of financial economics studies
55
International review of financial analysis
54
Discussion paper / Tinbergen Institute
53
International review of economics & finance : IREF
53
Research in international business and finance
49
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
47
Economics letters
43
International journal of forecasting
43
Journal of international financial markets, institutions & money
43
Journal of risk and financial management : JRFM
41
Applied economics letters
37
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Working paper
34
Applied financial economics
33
Journal of banking & finance
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
31
Econometric Institute research papers
30
International journal of economics and financial issues : IJEFI
29
International Journal of Energy Economics and Policy : IJEEP
28
International journal of finance & economics : IJFE
26
International journal of economics and finance
25
Journal of forecasting
25
Econometric reviews
22
Journal of risk
22
The European journal of finance
22
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
22
CREATES research paper
21
The journal of futures markets
21
Review of quantitative finance and accounting
20
Computational economics
19
Journal of financial econometrics
19
Cogent economics & finance
18
Journal of economics and finance
18
more ...
less ...
Source
All
ECONIS (ZBW)
60
Showing
1
-
10
of
60
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
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:
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
Hybrid quantile estimation for asymmetric power
GARCH
models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
Saved in:
5
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:
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
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:
8
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 306-329
Persistent link: https://www.econbiz.de/10013275393
Saved in:
9
Testing the existence of moments for
GARCH
processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
10
Volatility of volatility : estimation and tests based on noisy high frequency data with jumps
Li, Yingying
;
Liu, Guangying
;
Zhang, Zhiyuan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 422-451
Persistent link: https://www.econbiz.de/10013441895
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->