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~person:"Jawadi, Fredj"
~person:"Li, Wai Keung"
~subject:"ARCH model"
~type_genre:"Book section"
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Search: subject:"Zeitreihenanalyse"
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ARCH model
Time series analysis
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Zeitreihenanalyse
5
ARCH-Modell
3
Theorie
3
Theory
3
Aktienmarkt
2
Econometric model
2
Nichtlineare Regression
2
Nonlinear regression
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Stock market
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Ökonometrisches Modell
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Aktienindex
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Beta risk
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Capital income
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Sustainable index nonlinearity
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Time-varying market beta
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Jawadi, Fredj
Li, Wai Keung
Ben Ameur, Hachmi
2
Lindner, Alexander M.
2
Ling, Shiqing
2
McAleer, Michael
2
Aknouche, Abdelhakim
1
Aloy, Marcel
1
Ameur, Hachmi Ben
1
Andrikopoulos, Alexandru
1
Bejaoui, Azza
1
Ben Sassi, Salim
1
Billio, Monica
1
Cavicchioli, Maddalena
1
Cheffou, Abdoulkarim Idi
1
Chen, Jiaqi
1
Chen, Shu-Heng
1
Chen, Xiaohong
1
Cui, Zhenyu
1
Dutta, Anupam
1
Fantazzini, Dean
1
Francq, Christian
1
Ftiti, Zied
1
Gatheral, Jim
1
Gunther, Jeffery W.
1
Harvey, Andrew C.
1
Hillebrand, Eric
1
Huerta, Gabriel
1
Jaisson, Thibault
1
Jing, Dai
1
Jondeau, Eric
1
Kantar, Lokman
1
Kick, Konstantin
1
Lahiri, Kajal
1
Lai, Tze Leung
1
Laly, Floris
1
Laurent, Sébastien
1
Lecourt, Christelle
1
Liu, Fushang
1
Louhichi, Wael
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Contributions to financial econometrics : theoretical and practical issues
1
Decision making and risk/return optimization in financial economics
1
Papers in efficiency, effectiveness and international competitiveness
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ECONIS (ZBW)
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Modeling time-varying beta in a sustainable stock market with a three-regime threshold GARCH model
Jawadi, Fredj
;
Louhichi, Wael
;
Cheffou, Abdoulkarim Idi
; …
- In:
Decision making and risk/return optimization in …
,
(pp. 275-295)
.
2019
Persistent link: https://www.econbiz.de/10012134816
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2
Recent theoretical results for time series models with GARCH errors
Li, Wai Keung
;
Ling, Shiqing
;
McAleer, Michael
- In:
Contributions to financial econometrics : theoretical …
,
(pp. 9-33)
.
2003
Persistent link: https://www.econbiz.de/10001932650
Saved in:
3
A survey of recent theoretical results for time series models with GARCH errors
Li, Wai Keung
;
Ling, Shiqing
;
McAleer, Michael
- In:
Papers in efficiency, effectiveness and international …
,
(pp. 128-153)
.
2000
Persistent link: https://www.econbiz.de/10001684387
Saved in:
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