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Search: subject:"HETEROSKEDASTICITY"
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Subject
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ARCH-Modell
11,506
ARCH model
11,499
Volatility
7,293
Volatilität
7,291
Theorie
3,655
Theory
3,635
Schätzung
3,143
Estimation
3,140
Zeitreihenanalyse
2,555
Time series analysis
2,547
Börsenkurs
2,265
Share price
2,261
Capital income
2,247
Kapitaleinkommen
2,247
Prognoseverfahren
2,055
Forecasting model
2,048
Schätztheorie
2,016
Stock market
2,013
Aktienmarkt
2,012
Estimation theory
2,005
Heteroskedastizität
1,342
Heteroscedasticity
1,322
Risikomaß
1,143
Risk measure
1,143
Spillover effect
1,129
Spillover-Effekt
1,129
Welt
1,125
World
1,122
Exchange rate
1,099
Wechselkurs
1,099
GARCH
1,046
USA
1,040
United States
1,031
Correlation
1,017
Korrelation
1,016
Portfolio selection
874
Portfolio-Management
874
Aktienindex
830
Stock index
828
Risk
825
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Online availability
All
Free
4,805
Undetermined
3,818
CC license
394
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Article
8,647
Book / Working Paper
4,846
Other
4
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All
Article in journal
8,060
Aufsatz in Zeitschrift
8,060
Working Paper
2,318
Graue Literatur
2,190
Non-commercial literature
2,190
Arbeitspapier
2,174
Aufsatz im Buch
290
Book section
290
Hochschulschrift
163
Thesis
134
Conference paper
53
Konferenzbeitrag
53
Collection of articles written by one author
38
Sammlung
38
Article
26
Collection of articles of several authors
26
Sammelwerk
26
Bibliografie enthalten
16
Bibliography included
16
Aufsatzsammlung
15
Systematic review
13
Übersichtsarbeit
13
Konferenzschrift
10
Lehrbuch
10
Case study
9
Dissertation u.a. Prüfungsschriften
9
Fallstudie
9
Textbook
9
Forschungsbericht
7
Conference Paper
4
Rezension
4
research-article
4
Amtsdruckschrift
3
Conference proceedings
3
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3
Accompanied by computer file
1
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1
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1
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1
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1
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English
12,889
Undetermined
465
German
72
Spanish
25
French
23
Polish
6
Portuguese
5
Czech
4
Turkish
3
Bulgarian
1
Hungarian
1
Indonesian
1
Italian
1
Lithuanian
1
Romanian
1
Swedish
1
Chinese
1
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Author
All
McAleer, Michael
245
Lütkepohl, Helmut
100
Chang, Chia-Lin
95
Gupta, Rangan
91
Teräsvirta, Timo
84
Hafner, Christian M.
76
Bauwens, Luc
72
Herwartz, Helmut
63
Engle, Robert F.
62
Caporale, Guglielmo Maria
61
Rahbek, Anders
58
Caporin, Massimiliano
57
Rombouts, Jeroen V. K.
54
Ma, Feng
51
Karanasos, Menelaos
50
Francq, Christian
49
Bouri, Elie
45
Cavaliere, Giuseppe
43
Koopman, Siem Jan
43
Linton, Oliver
43
Allen, David E.
42
Saikkonen, Pentti
42
Asai, Manabu
41
Bollerslev, Tim
41
Conrad, Christian
41
Laurent, Sébastien
41
Serletis, Apostolos
41
Paolella, Marc S.
40
Zakoïan, Jean-Michel
40
Kang, Sang Hoon
39
Sun, Yixiao
37
Kumar, Dilip
34
Lucas, André
33
McMillan, David G.
33
Meitz, Mika
33
Ardia, David
32
Degiannakis, Stavros
31
Phillips, Peter C. B.
31
Taylor, Robert
31
Christoffersen, Peter F.
30
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Institution
All
National Bureau of Economic Research
35
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Ekonomiska forskningsinstitutet <Stockholm>
15
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
14
Département de Sciences Économiques, Université de Montréal
14
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
13
Cowles Foundation for Research in Economics, Yale University
12
Centre for Analytical Finance <Århus>
11
HAL
11
CESifo
9
Tinbergen Instituut
9
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
8
Econometrisch Instituut <Rotterdam>
8
Institute for the Study of Labor (IZA)
8
Instituto Valenciano de Investigaciones Económicas
8
University of Canterbury / Dept. of Economics and Finance
8
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
7
Department of Economics, Boston College
7
Economics Department, Queen's University
7
Instituto Valenciano de Investigaciones Económicas (IVIE)
7
Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
6
EconWPA
6
Shakai-Keizai-Kenkyūsho <Osaka>
6
Department of Economics, Oxford University
5
School of Economics and Management, University of Aarhus
5
Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät
5
Tinbergen Institute
5
Center for Policy Research, Maxwell School
4
Centre for Economic Performance, LSE
4
Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance
4
Department of Economics, Boston University
4
Econometric Society
4
European University Institute / Department of Economics
4
Faculty of Economics, University of Cambridge
4
Groupement de Recherche en Économie Quantitative d'Aix-Marseille (GREQAM), Aix-Marseille School of Economics (AMSE)
4
London School of Economics (LSE)
4
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
4
Agricultural and Applied Economics Association - AAEA
3
Brown University / Department of Economics
3
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Published in...
All
Energy economics
270
Journal of econometrics
257
Finance research letters
215
Economic modelling
178
Applied economics
170
Economics letters
158
Journal of empirical finance
149
International review of financial analysis
141
International review of economics & finance : IREF
140
Research in international business and finance
134
The North American journal of economics and finance : a journal of financial economics studies
129
Discussion paper / Tinbergen Institute
123
Journal of banking & finance
120
International journal of forecasting
116
Econometric theory
113
Journal of forecasting
113
Journal of international financial markets, institutions & money
108
Applied financial economics
107
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
105
Journal of risk and financial management : JRFM
94
Applied economics letters
92
Econometric reviews
91
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
The European journal of finance
85
Working paper
84
The journal of futures markets
80
Journal of financial econometrics : official journal of the Society for Financial Econometrics
75
International Journal of Energy Economics and Policy : IJEEP
74
Econometric Institute research papers
70
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
CREATES research paper
60
Computational economics
60
International journal of finance & economics : IJFE
56
International journal of economics and financial issues : IJEFI
54
Journal of international money and finance
54
The econometrics journal
54
Cogent economics & finance
52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
51
Review of quantitative finance and accounting
50
International journal of economics and finance
46
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Source
All
ECONIS (ZBW)
12,703
RePEc
584
EconStor
174
BASE
18
USB Cologne (EcoSocSci)
13
Other ZBW resources
5
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13,391
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13391
Non-stationarity in Garch models : a Bayesian analysis
Kleibergen, F.
;
Dijk, H. K. van
-
1993
Persistent link: https://www.econbiz.de/10000122423
Saved in:
13392
Nonstationarity in GARCH models : a Bayesian analysis
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000122477
Saved in:
13393
Forecasting volatility in commodity markets
Kroner, Kenneth F.
;
Kneafsey, Devin P.
;
Claessens, Stijn
-
1993
Persistent link: https://www.econbiz.de/10000143388
Saved in:
13394
Partielle und simultane Prüfung auf Autokorrelation und Heteroskedastizität der Störvariablen im linearen Regressionsmodell
Bährens, Henning
-
1992
Persistent link: https://www.econbiz.de/10004230522
Saved in:
13395
Autoregressive conditional heteroscedasticity and theories of inflation
Bairam, Erkin İbrahim
-
1992
Persistent link: https://www.econbiz.de/10000836505
Saved in:
13396
Autoregressive conditional heteroscedasticity and USA inflation
Bairam, Erkin İbrahim
-
1992
Persistent link: https://www.econbiz.de/10000836507
Saved in:
13397
Heteroscedasticity in non-stationary time series : some Monte Carlo evidence
Haldrup, Niels
-
1992
Persistent link: https://www.econbiz.de/10000842147
Saved in:
13398
Exact finite-sample relative efficiency of sub-optimally weighted least squares estimators in models with ordered heteroscedasticity
Szroeter, Jerzy
-
1992
Persistent link: https://www.econbiz.de/10000854164
Saved in:
13399
Temporal aggregation of GARCH processes
Drost, Feike C.
;
Nijman, Theodore E.
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000847144
Saved in:
13400
Targets, instruments, and monetary policy in an open economy : a GARCH application
Socorro Gochoco-Bautista, Maria
-
1992
Persistent link: https://www.econbiz.de/10000847865
Saved in:
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