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~subject:"ARCH model"
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Search: subject:"Zeitreihenanalyse"
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ARCH model
Zeitreihenanalyse
29,374
Time series analysis
28,090
Theorie
12,563
Theory
12,243
Schätztheorie
5,711
Prognoseverfahren
5,710
Estimation theory
5,647
Forecasting model
5,567
Schätzung
5,557
Estimation
5,435
Volatilität
3,153
Volatility
3,082
USA
2,839
United States
2,745
Kointegration
2,128
Cointegration
2,084
Konjunktur
2,013
Business cycle
1,939
Börsenkurs
1,834
ARCH-Modell
1,797
Share price
1,785
Kapitaleinkommen
1,705
Capital income
1,699
VAR-Modell
1,523
VAR model
1,493
Stochastischer Prozess
1,402
Zustandsraummodell
1,396
State space model
1,377
Stochastic process
1,355
Einheitswurzeltest
1,342
Unit root test
1,342
Strukturbruch
1,231
Structural break
1,207
Welt
1,064
World
1,037
Nichtparametrisches Verfahren
1,011
Bayes-Statistik
1,002
Deutschland
999
Statistischer Test
982
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663
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567
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1,072
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1,037
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380
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25
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English
1,751
German
12
Italian
1
Author
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McAleer, Michael
54
Teräsvirta, Timo
29
Caporin, Massimiliano
21
Lütkepohl, Helmut
20
Koopman, Siem Jan
17
Bauwens, Luc
15
Gupta, Rangan
15
Chang, Chia-Lin
14
Lucas, André
14
Hafner, Christian M.
13
Hansen, Peter Reinhard
13
Huang, Zhuo
12
Saikkonen, Pentti
12
Allen, David E.
11
Francq, Christian
11
Hallin, Marc
11
Medeiros, Marcelo C.
11
Rombouts, Jeroen V. K.
11
Silvennoinen, Annastiina
11
Conrad, Christian
10
Engle, Robert F.
10
Li, Wai Keung
10
Nelson, Daniel B.
10
Nielsen, Morten Ørregaard
10
Rahbek, Anders
10
Ruiz, Esther
10
Dijk, Dick van
9
Kumar, Dilip
9
Meitz, Mika
9
Asai, Manabu
8
Blasques, Francisco
8
Blazsek, Szabolcs
8
Caporale, Guglielmo Maria
8
Chen, Xiaohong
8
Gonçalves, Sílvia
8
Harvey, Andrew C.
8
Lux, Thomas
8
Shephard, Neil G.
8
Carnero, M. Angeles
7
Franses, Philip Hans
7
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Centre for Analytical Finance <Århus>
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Ekonomiska forskningsinstitutet <Stockholm>
3
Econometrisch Instituut <Rotterdam>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
National Bureau of Economic Research
2
University of Canterbury / Dept. of Economics and Finance
2
William Davidson Institute <Ann Arbor, Mich.>
2
Center for Economic Research <Tilburg>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
European University Institute / Department of Economics
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Gottfried Wilhelm Leibniz Universität Hannover
1
International Center for Financial Asset Management and Engineering
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Konjunkturinstitutet <Stockholm>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Springer Fachmedien Wiesbaden
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Taylor and Francis.
1
University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of Strathclyde / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
Westfälische Wilhelms-Universität Münster
1
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Discussion paper / Tinbergen Institute
42
Journal of econometrics
42
Journal of empirical finance
36
Economic modelling
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Energy economics
29
International journal of forecasting
29
Applied economics
26
Economics letters
26
Finance research letters
25
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
The North American journal of economics and finance : a journal of financial economics studies
21
CREATES research paper
19
International review of financial analysis
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Journal of forecasting
18
Working paper
18
Journal of risk and financial management : JRFM
17
Research in international business and finance
16
Econometric Institute research papers
15
Econometric reviews
15
International review of economics & finance : IREF
15
Journal of banking & finance
14
International Journal of Energy Economics and Policy : IJEEP
13
Journal of time series econometrics
13
The econometrics journal
13
Econometrics : open access journal
12
International journal of economics and financial issues : IJEFI
12
Computational economics
11
Journal of financial econometrics
11
Journal of international financial markets, institutions & money
11
Journal of risk
11
Applied financial economics
10
Econometric theory
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International journal of economics and finance
9
CORE discussion papers : DP
8
ECARES working paper
8
International journal of finance & economics : IJFE
8
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
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1761
Stationarity and persistence in the GARCH (1,1) model
Nelson, Daniel B.
-
1988
-
Rev
Persistent link: https://www.econbiz.de/10000766332
Saved in:
1762
Testing for nonlinear dependence in daily foreign exchange rate changes
Hsieh, David A.
-
1988
Persistent link: https://www.econbiz.de/10000766355
Saved in:
1763
Properties of western larch and their relation to uses of the wood
Johnsen, R. P. A.
;
Bradner, M. I.
-
1932
Persistent link: https://www.econbiz.de/10000672166
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