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Search: subject:"Generalized AutoRegressive Conditional Heteroskedasticity"
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ARCH model
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Generalized Autoregressive Conditional Heteroskedasticity
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Lucas, André
8
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6
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5
Blasques, Francisco
4
Doornik, Jurgen A.
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Ooms, Marius
4
Dijk, Dick van
3
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Adamu, Peter
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International Journal of Energy Economics and Policy : IJEEP
9
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ECONIS (ZBW)
104
RePEc
16
EconStor
5
BASE
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111
Investitionen, Unsicherheit und Realoptionen
Werner, Thomas
-
2000
Persistent link: https://www.econbiz.de/10001486398
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112
Volatility of the German stock market : evidence from 1960 - 1994
Edelmann, Ralf
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2000
Persistent link: https://www.econbiz.de/10001490330
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113
The impact of the introduction of index futures contracts on the price volatility in the underlying stock market
Hsu, Philip
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2000
Persistent link: https://www.econbiz.de/10001552786
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114
Modellierung von Kapitalmarktvolatilität mittels fehlspezifizierter GARCH(p,q)-Prozesse
Schmidt, Michael
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2000
Persistent link: https://www.econbiz.de/10013360888
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115
Kleinste-Quadrate-Schätzung in GARCH(p,q)-Modellen mit Methoden der nichtlinearen Optimierung
Weigl, Thomas
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2000
Persistent link: https://www.econbiz.de/10001480702
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116
Unconditional and conditional modeling of non-normal return densities : with application to risk measurement
Chin, Elion
-
1999
Persistent link: https://www.econbiz.de/10001402965
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117
Tail estimation and conditional modeling of heteroscedastic time-series
Paolella, Marc S.
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1999
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001388258
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118
Sequentielle Methoden zur Aufdeckung von Veränderungen der Erwartungswertstruktur bei finanzwissenschaftlichen Zeitreihen
Severin, Thomas
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1999
-
Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001388996
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119
The impact of news on the exchange rate of the Lira and long-term interest rates
Fornari, Fabio
;
Monticelli, Carlo
;
Pericoli, Marcello
; …
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1999
Persistent link: https://www.econbiz.de/10013439190
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120
Das CAPM mit zeitabhängigen Beta-Faktoren : eine empirische Untersuchung am deutschen Kapitalmarkt
Linnenbrink, Karin
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1998
-
1. Aufl.
Persistent link: https://www.econbiz.de/10000672629
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