Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"Autoregressive conditional heteroskedasticity"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
ARCH-Modell
11,502
ARCH model
11,499
Volatilität
7,207
Volatility
7,204
Theorie
3,240
Theory
3,238
Estimation
2,932
Schätzung
2,931
Zeitreihenanalyse
2,357
Time series analysis
2,352
Börsenkurs
2,210
Share price
2,209
Capital income
2,204
Kapitaleinkommen
2,204
Prognoseverfahren
2,006
Forecasting model
2,003
Aktienmarkt
1,983
Stock market
1,981
Schätztheorie
1,532
Estimation theory
1,531
Risikomaß
1,129
Risk measure
1,129
Spillover effect
1,118
Spillover-Effekt
1,118
Welt
1,086
World
1,084
Wechselkurs
1,070
Exchange rate
1,069
GARCH
1,001
USA
968
United States
963
Correlation
960
Korrelation
960
Portfolio selection
861
Portfolio-Management
861
Aktienindex
819
Stock index
818
Risk
806
Risiko
800
Financial market
728
more ...
less ...
Online availability
All
Free
3,834
Undetermined
3,442
CC license
386
Type of publication
All
Article
7,846
Book / Working Paper
3,774
Other
1
Type of publication (narrower categories)
All
Article in journal
7,497
Aufsatz in Zeitschrift
7,497
Graue Literatur
1,834
Non-commercial literature
1,834
Working Paper
1,832
Arbeitspapier
1,821
Aufsatz im Buch
273
Book section
273
Hochschulschrift
151
Thesis
121
Conference paper
46
Konferenzbeitrag
46
Collection of articles written by one author
35
Sammlung
35
Collection of articles of several authors
25
Sammelwerk
25
Aufsatzsammlung
15
Bibliografie enthalten
15
Bibliography included
15
Systematic review
11
Übersichtsarbeit
11
Konferenzschrift
10
Lehrbuch
10
Case study
9
Fallstudie
9
Textbook
9
Dissertation u.a. Prüfungsschriften
6
Forschungsbericht
6
Rezension
4
Conference proceedings
3
Amtsdruckschrift
2
Government document
2
Accompanied by computer file
1
Bibliografie
1
Biografie
1
Biography
1
Diskette
1
Elektronischer Datenträger als Beilage
1
Festschrift
1
Floppy disk
1
more ...
less ...
Language
All
English
11,454
German
59
Undetermined
56
Spanish
22
French
13
Polish
6
Portuguese
4
Czech
2
Bulgarian
1
Hungarian
1
Indonesian
1
Italian
1
Romanian
1
Swedish
1
Turkish
1
Chinese
1
more ...
less ...
Author
All
McAleer, Michael
224
Chang, Chia-Lin
91
Gupta, Rangan
91
Hafner, Christian M.
68
Teräsvirta, Timo
67
Bauwens, Luc
66
Engle, Robert F.
62
Caporale, Guglielmo Maria
60
Caporin, Massimiliano
57
Ma, Feng
51
Karanasos, Menelaos
50
Francq, Christian
46
Bouri, Elie
45
Rombouts, Jeroen V. K.
45
Herwartz, Helmut
42
Koopman, Siem Jan
42
Asai, Manabu
41
Conrad, Christian
41
Laurent, Sébastien
41
Bollerslev, Tim
40
Paolella, Marc S.
40
Kang, Sang Hoon
39
Linton, Oliver
39
Rahbek, Anders
39
Zakoïan, Jean-Michel
38
Saikkonen, Pentti
35
Serletis, Apostolos
35
Kumar, Dilip
34
Lucas, André
33
McMillan, David G.
33
Ardia, David
32
Allen, David E.
31
Degiannakis, Stavros
31
Christoffersen, Peter F.
30
Silvennoinen, Annastiina
30
Mittnik, Stefan
29
Spagnolo, Nicola
29
Hansen, Peter Reinhard
28
Lütkepohl, Helmut
28
Salisu, Afees A.
27
more ...
less ...
Institution
All
National Bureau of Economic Research
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
Ekonomiska forskningsinstitutet <Stockholm>
14
Centre for Analytical Finance <Århus>
10
Econometrisch Instituut <Rotterdam>
8
University of Canterbury / Dept. of Economics and Finance
8
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
6
Instituto Valenciano de Investigaciones Económicas
6
Shakai-Keizai-Kenkyūsho <Osaka>
6
Tinbergen Instituut
6
Tinbergen Institute
5
European University Institute / Department of Economics
3
National Institute of Economic and Social Research
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
İktisat Bölümü, İktisadi ve İdari Bilimler Fakültesi
3
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Department of Economics, Oxford University
2
Erasmus University Rotterdam, Econometric Institute
2
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
2
Federal Reserve Bank of St. Louis
2
Gottfried Wilhelm Leibniz Universität Hannover
2
HFDF <2, 1998, Zürich>
2
London School of Economics and Political Science
2
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
2
Queen Mary College / Department of Economics
2
School of Finance and Business Economics <Perth, Western Australia>
2
Springer Fachmedien Wiesbaden
2
Svenska Handelshögskolan <Helsinki>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Université de Montréal / Département de sciences économiques
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
William Davidson Institute <Ann Arbor, Mich.>
2
African Association of Agricultural Economists - AAAE
1
Agricultural Economics Association of South Africa - AEASA
1
Agricultural and Applied Economics Association - AAEA
1
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Bank of Canada
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
more ...
less ...
Published in...
All
Energy economics
269
Finance research letters
211
Journal of econometrics
173
Economic modelling
169
Applied economics
164
Journal of empirical finance
140
International review of economics & finance : IREF
139
International review of financial analysis
139
Research in international business and finance
133
The North American journal of economics and finance : a journal of financial economics studies
128
Economics letters
122
Journal of banking & finance
117
Discussion paper / Tinbergen Institute
116
International journal of forecasting
112
Journal of forecasting
111
Journal of international financial markets, institutions & money
105
Applied financial economics
103
Journal of risk and financial management : JRFM
91
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
87
Applied economics letters
85
The European journal of finance
84
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
83
Econometric theory
80
The journal of futures markets
79
Journal of financial econometrics : official journal of the Society for Financial Econometrics
75
Working paper
75
International Journal of Energy Economics and Policy : IJEEP
73
Econometric Institute research papers
69
Computational economics
57
International journal of finance & economics : IJFE
55
Econometric reviews
54
International journal of economics and financial issues : IJEFI
54
CREATES research paper
53
Cogent economics & finance
51
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
51
Journal of international money and finance
50
Review of quantitative finance and accounting
48
International journal of economics and finance
46
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
44
more ...
less ...
Source
All
ECONIS (ZBW)
11,538
RePEc
58
EconStor
11
USB Cologne (EcoSocSci)
9
BASE
5
Showing
10,381
-
10,390
of
11,621
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
10381
Economic growth and income inequality : the case of the US
Hsing, Yu
- In:
International journal of social economics
32
(
2005
)
7
,
pp. 639-647
Persistent link: https://www.econbiz.de/10002994523
Saved in:
10382
Robust modelling of DTARCH models
Hui, Yer Van
;
Jiang, Jiancheng
- In:
The econometrics journal
8
(
2005
)
2
,
pp. 143-158
Persistent link: https://www.econbiz.de/10003018828
Saved in:
10383
Nob-linear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
- In:
The econometrics journal
8
(
2005
)
2
,
pp. 251-276
Persistent link: https://www.econbiz.de/10003018967
Saved in:
10384
Multiperiod consumption and portfolio decisions under the multivariate GARCH model with transaction costs and CVaR-based risk control
Chen, Zhiping
- In:
OR spectrum : quantitative approaches in management
27
(
2005
)
4
,
pp. 603-632
Persistent link: https://www.econbiz.de/10003025394
Saved in:
10385
A robust LR test for the GARCH model
Busch, Thomas
- In:
Economics letters
88
(
2005
)
3
,
pp. 358-364
Persistent link: https://www.econbiz.de/10003035473
Saved in:
10386
Dynamic stock market integration driven by the European Monetary Union : an empirical analysis
Kim, Suk-Joong
;
Moshirian, Fariborz
;
Wu, Eliza
- In:
Journal of banking & finance
29
(
2005
)
10
,
pp. 2475-2502
Persistent link: https://www.econbiz.de/10003071021
Saved in:
10387
Re-examing the asymmetric predictability of conditional variances : the role of sudden changes in variance
Ewing, Bradley T.
;
Malik, Farooq
- In:
Journal of banking & finance
29
(
2005
)
10
,
pp. 2655-2673
Persistent link: https://www.econbiz.de/10003071041
Saved in:
10388
An analysis of political changes on Nikkei 225 stock returns and volatilities
Lin, Chin-tsai
;
Wang, Yi-hsien
- In:
Annals of economics and finance
6
(
2005
)
1
,
pp. 169-183
Persistent link: https://www.econbiz.de/10003072783
Saved in:
10389
Quantitative risk management : concepts, techniques and tools
McNeil, Alexander J.
;
Frey, Rüdiger
;
Embrechts, Paul
-
2005
Persistent link: https://www.econbiz.de/10002934295
Saved in:
10390
A test for multivariate ARCH effects
Hacker, R. Scott
;
Hatemi-J, Abdulnasser
- In:
Applied economics letters
12
(
2005
)
7
,
pp. 411-417
Persistent link: https://www.econbiz.de/10002937921
Saved in:
First
Prev
1034
1035
1036
1037
1038
1039
1040
1041
1042
1043
1044
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
