//--> //--> //-->
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
~person:"Haas, Markus"
~subject:"Portfolio-Management"
~subject:"Theorie"
~subject:"Welt"
~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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Portfolio-Management
Theorie
Welt
ARCH model
8
ARCH-Modell
8
Theory
5
Volatility
5
Volatilität
5
Capital income
3
Estimation
3
Kapitaleinkommen
3
Markov chain
3
Markov-Kette
3
Schätzung
3
Börsenkurs
2
Share price
2
Time series analysis
2
Zeitreihenanalyse
2
Aktienmarkt
1
Credibility
1
Currency option
1
Devisenoption
1
Down-market effect
1
EU countries
1
EU-Staaten
1
Erwartungsbildung
1
European Monetary System
1
Europäisches Währungssystem
1
Expectation formation
1
Forecasting model
1
GARCH
1
Geldpolitik
1
Glaubwürdigkeit
1
Leverage effect
1
Markov-switching
1
Mixtures
1
Monetary policy
1
Multivariate Analyse
1
Multivariate analysis
1
News impact curve
1
Option pricing theory
1
Optionspreistheorie
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
Working Paper
8
Arbeitspapier
6
Aufsatz in Zeitschrift
5
Graue Literatur
5
Non-commercial literature
5
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
5
Author
All
Haas, Markus
McAleer, Michael
23
Ma, Feng
22
Gupta, Rangan
18
Bouri, Elie
15
Wang, Yudong
15
Hammoudeh, Shawkat
13
Wei, Yu
12
Zhang, Yaojie
12
Caporin, Massimiliano
11
Chen, Cathy W. S.
11
Liang, Chao
11
Serletis, Apostolos
11
Engle, Robert F.
10
Hafner, Christian M.
10
Kumar, Dilip
10
Laurent, Sébastien
10
Nonejad, Nima
10
Brooks, Chris
9
Herwartz, Helmut
9
Kang, Sang Hoon
9
Paolella, Marc S.
9
Asai, Manabu
8
Bauwens, Luc
8
Degiannakis, Stavros
8
Duan, Jin-Chuan
8
Francq, Christian
8
Guesmi, Khaled
8
Iglesias, Emma M.
8
Jawadi, Fredj
8
Ji, Qiang
8
Linton, Oliver
8
McMillan, David G.
8
Mensi, Walid
8
Ruiz, Esther
8
Tiwari, Aviral Kumar
8
Wu, Chongfeng
8
Zakoïan, Jean-Michel
8
Brooks, Robert
7
Pereira, Pedro L. Valls
7
Sadorsky, Perry A.
7
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Journal of econometrics
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Stable mixture GARCH models
Broda, Simon A.
;
Haas, Markus
;
Krause, Jochen
; …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 292-306
Persistent link: https://www.econbiz.de/10009706200
Saved in:
2
Skew-normal mixture and Markov-switching GARCH processes
Haas, Markus
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
14
(
2010
)
4
,
pp. 1-54
Persistent link: https://www.econbiz.de/10009515142
Saved in:
3
Volatility components and long memory-effects revisited
Haas, Markus
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
2
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009513029
Saved in:
4
Mixed normal conditional heteroskedasticity
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
2
,
pp. 211-250
Persistent link: https://www.econbiz.de/10002214262
Saved in:
5
A new approach to Markov-switching GARCH models
Haas, Markus
;
Mittnik, Stefan
;
Paolella, Marc S.
- In:
Journal of financial econometrics : official journal of …
2
(
2004
)
4
,
pp. 493-530
Persistent link: https://www.econbiz.de/10002349828
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->