//--> //--> //-->
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
~subject:"Hedging"
~type_genre:"Amtsdruckschrift"
~type_genre:"Forschungsbericht"
~type_genre:"Lehrbuch"
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:"ARCH model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Hedging
ARCH model
18
ARCH-Modell
18
Theorie
13
Theory
13
Time series analysis
9
Zeitreihenanalyse
9
Cointegration
6
Kointegration
6
Estimation
5
Financial market
5
Finanzmarkt
5
Schätzung
5
Finanzmathematik
4
Mathematical finance
4
1998-1999
3
Australia
3
Australien
3
Deutschland
3
Germany
3
Multiple Zeitreihenanalyse
3
VAR model
3
VAR-Modell
3
Volatility
3
Volatilität
3
Ökonometrie
3
ARMA model
2
ARMA-Modell
2
Econometrics
2
Induktive Statistik
2
Modellierung
2
Option pricing theory
2
Optionspreistheorie
2
Risikomanagement
2
Risikomaß
2
Risk measure
2
Scientific modelling
2
Statistical inference
2
Stochastic process
2
Stochastischer Prozess
2
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Amtsdruckschrift
Forschungsbericht
Lehrbuch
Article in journal
295
Aufsatz in Zeitschrift
295
Graue Literatur
47
Non-commercial literature
47
Arbeitspapier
44
Working Paper
44
Aufsatz im Buch
6
Book section
6
Hochschulschrift
5
Thesis
4
Collection of articles written by one author
2
Sammlung
2
Aufsatzsammlung
1
Collection of articles of several authors
1
Conference paper
1
Konferenzbeitrag
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
3
Author
All
Dark, Jonathan
3
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
3
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Bivariate error correction FIGARCH and FIAPARCH models on the Australian All Ordinaries Index and its SPI futures
Dark, Jonathan
-
2004
Persistent link: https://www.econbiz.de/10002005559
Saved in:
2
Long memory in the volatility of the Australian All Ordinaries Index and the Share Price Index futures
Dark, Jonathan
-
2004
Persistent link: https://www.econbiz.de/10002005584
Saved in:
3
Basis convergence and long memory in volatility when dynamic hedging with SPI futures
Dark, Jonathan
-
2004
Persistent link: https://www.econbiz.de/10002005599
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->