//--> //--> //-->
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
~type_genre:"Book review"
~type_genre:"Bibliografie enthalten"
~type_genre:"Conference proceedings"
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_exact:"Autoregressive conditional heteroscedasticity"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
14
ARCH-Modell
14
Theorie
11
Theory
11
Volatility
6
Volatilität
6
Zeitreihenanalyse
5
Börsenkurs
4
Econometric model
4
Share price
4
Time series analysis
4
Ökonometrisches Modell
4
Deutschland
3
Estimation
3
Exchange rate
3
Financial market
3
Finanzmarkt
3
Germany
3
Schätzung
3
Wechselkurs
3
Australia
2
Australien
2
Cointegration
2
Econophysics
2
Estimation theory
2
Finanzmathematik
2
Kointegration
2
Multiple Zeitreihenanalyse
2
Risikomanagement
2
Risikomaß
2
Risk management
2
Risk measure
2
Schätztheorie
2
Scientific method
2
Stochastic process
2
Stochastischer Prozess
2
VAR model
2
VAR-Modell
2
Wissenschaftliche Methode
2
Ökonophysik
2
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Book / Working Paper
10
Article
4
Type of publication (narrower categories)
All
Book review
Bibliografie enthalten
Conference proceedings
Article in journal
6,639
Aufsatz in Zeitschrift
6,639
Graue Literatur
1,680
Non-commercial literature
1,680
Arbeitspapier
1,666
Working Paper
1,666
Aufsatz im Buch
249
Book section
249
Hochschulschrift
131
Thesis
102
Conference paper
39
Konferenzbeitrag
39
Collection of articles written by one author
36
Sammlung
36
Collection of articles of several authors
24
Sammelwerk
24
Aufsatzsammlung
14
Bibliography included
11
Systematic review
11
Übersichtsarbeit
11
Lehrbuch
9
Case study
8
Fallstudie
8
Textbook
8
Forschungsbericht
6
Konferenzschrift
6
Amtsdruckschrift
3
Government document
3
Rezension
3
Mehrbändiges Werk
2
Multi-volume publication
2
Accompanied by computer file
1
Bibliografie
1
Biografie
1
Biography
1
Diskette
1
Elektronischer Datenträger als Beilage
1
more ...
less ...
Language
All
English
14
Author
All
Chauveau, Thierry
2
Lütkepohl, Helmut
2
Shapovalova, Kateryna
2
Subbotin, Alexander
2
Baillie, Richard
1
Binsbergen, Jules H. van
1
Bollerslev, Tim
1
Chan, Wai-Sum
1
Dacorogna, Michel M.
1
Daly, Kevin James
1
Embrechts, Paul
1
Engle, Robert F.
1
Frey, Rüdiger
1
Li, Wai Keung
1
McNeil, Alexander J.
1
Paolella, Marc S.
1
Paraskevopoulos, Ioannis
1
Robé, Sophie
1
Roca, Eduardo
1
Rossi, Peter E.
1
Tong, Howell
1
more ...
less ...
Institution
All
HFDF <2, 1998, Zürich>
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Published in...
All
Encyclopedia of finance research ; Vol. 1
1
Europäische Hochschulschriften / 5
1
Financial markets and the global recession
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economic literature
1
Journal of empirical finance
1
Princeton series in finance
1
Quantitative Wirtschaftsforschung : Schriftenreihe zu Statistik und Ökonometrie
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
14
of
14
Sort
Relevance
Date (newest first)
Date (oldest first)
1
[Rezension von: Engle, Robert F., Anticipating correlations, a new paradigm for risk management]
Binsbergen, Jules H. van
- In:
Journal of economic literature
49
(
2011
)
1
,
pp. 150
Persistent link: https://www.econbiz.de/10009715494
Saved in:
2
Volatility models : from GARCH to multi-horizon cascades
Subbotin, Alexander
;
Chauveau, Thierry
;
Shapovalova, …
-
2011
Persistent link: https://www.econbiz.de/10009716088
Saved in:
3
Volatility models : from GARCH to multi-horizon cascades
Subbotin, Alexander
;
Chauveau, Thierry
;
Shapovalova, …
- In:
Financial markets and the global recession
,
(pp. 103-159)
.
2010
Persistent link: https://www.econbiz.de/10009614252
Saved in:
4
New introduction to multiple time series analysis
Lütkepohl, Helmut
-
2006
Persistent link: https://www.econbiz.de/10001768634
Saved in:
5
Quantitative risk management : concepts, techniques and tools
McNeil, Alexander J.
;
Frey, Rüdiger
;
Embrechts, Paul
-
2005
Persistent link: https://www.econbiz.de/10002934295
Saved in:
6
New Introduction to Multiple Time Series Analysis
Lütkepohl, Helmut
-
2005
Deals with analyzing and forecasting multiple time series, considering a range of models and methods. This reference work and graduate-level textbook enables readers to perform their analyses in a competent manner
Persistent link: https://www.econbiz.de/10014415231
Saved in:
7
Proceedings of the Hong Kong International Workshop on Statistics and Finance: an Interface : Centre of Financial Time Series, the University of Hong Kong 4-8 July 1999
Chan, Wai-Sum
(
contributor
);
Li, Wai Keung
(
contributor
); …
-
International Workshop on Statistics and Finance <1999, …
-
2000
Persistent link: https://www.econbiz.de/10001490756
Saved in:
8
Econometric models applied to production theory
Paraskevopoulos, Ioannis
-
2000
Persistent link: https://www.econbiz.de/10001692909
Saved in:
9
Price interdependence among equity markets in the Asia-Pacific region : focus on Australia and ASEAN
Roca, Eduardo
-
2000
Persistent link: https://www.econbiz.de/10001441606
Saved in:
10
Financial volatility and real economic activity
Daly, Kevin James
-
1999
Persistent link: https://www.econbiz.de/10000669878
Saved in:
11
Modelling nonlinearities in the German stock market
Robé, Sophie
-
1999
Persistent link: https://www.econbiz.de/10001356393
Saved in:
12
Tail estimation and conditional modeling of heteroscedastic time-series
Paolella, Marc S.
-
1999
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001388258
Saved in:
13
Special issue on high frequency data in finance ; Pt. 2
Baillie, Richard
(
contributor
); …
-
1999
Persistent link: https://www.econbiz.de/10001558702
Saved in:
14
Dan Nelson remembered
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
4
,
pp. 361-364
Persistent link: https://www.econbiz.de/10001190316
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->