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
Retain my current filters
~subject:"ARCH model"
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
Classical estimation methods f...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Theorie
187
Theory
187
USA
119
United States
119
Estimation theory
97
Schätztheorie
97
Estimation
87
Schätzung
87
Time series analysis
73
Zeitreihenanalyse
73
Volatility
68
Volatilität
68
ARCH-Modell
59
Börsenkurs
51
Share price
51
Risiko
38
Risk
38
Portfolio selection
35
Portfolio-Management
35
Capital income
33
Kapitaleinkommen
33
Correlation
30
Korrelation
30
Risikomanagement
30
Risk management
30
Forecasting model
28
Prognoseverfahren
28
Consumer behaviour
27
Konsumentenverhalten
27
Arzneimittel
25
Pharmaceuticals
25
Bank risk
24
Bankrisiko
24
Systemic risk
24
Systemrisiko
24
CAPM
22
Climate change
22
Elderly people
22
Klimawandel
22
more ...
less ...
Online availability
All
Free
22
Undetermined
9
Type of publication
All
Book / Working Paper
38
Article
21
Type of publication (narrower categories)
All
Arbeitspapier
23
Working Paper
23
Graue Literatur
22
Non-commercial literature
22
Article in journal
18
Aufsatz in Zeitschrift
18
Aufsatz im Buch
3
Book section
3
Aufsatzsammlung
1
Festschrift
1
Rezension
1
more ...
less ...
Language
All
English
58
German
1
Author
All
Engle, Robert F.
57
Sheppard, Kevin
8
Ledoit, Olivier
7
Wolf, Michael
7
De Nard, Gianluca
4
Rangel, Jose Gonzalo
4
Bollerslev, Tim
3
Brownlees, Christian
3
Diebold, Francis X.
3
Shephard, Neil G.
3
Barone-Adesi, Giovanni
2
Cappiello, Lorenzo
2
Conrad, Christian
2
Kelly, Bryan T.
2
Lee, Gary G. J.
2
Mancini, Loriano
2
Nelson, Daniel B.
2
Rosenberg, Joshua V.
2
Russell, Jeffrey R.
2
Siriwardane, Emil N.
2
Berd, Arthur
1
Binsbergen, Jules H. van
1
Cipollini, Fabrizio
1
Ding, Zhuanxin
1
Fabozzi, Frank J.
1
Focardi, Sergio
1
Gallo, Giampiero M.
1
Granger, C. W. J.
1
Hassler, Uwe
1
Pakel, Cavit
1
Patton, Andrew J.
1
Rangel, Jose G.
1
Rangel, José Gonzalo
1
Sokalska, Magdalena E.
1
Voronov, Artem
1
Watson, Mark W.
1
more ...
less ...
Institution
All
Rodney L. White Center for Financial Research
1
The Wharton Financial Institutions Center
1
University of Chicago / Graduate School of Business / Department of Economics
1
Published in...
All
Discussion paper / Department of Economics, University of California San Diego
7
Working paper series / University of Zurich, Department of Economics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
The review of financial studies
3
Working paper / National Bureau of Economic Research, Inc.
3
Working papers
3
The Econometric and Tinbergen Institutes Lectures
2
Advanced texts in econometrics
1
CEA_372Cass working paper series
1
Department of Economics discussion paper series / University of Oxford
1
Econometric Institute lecture series
1
Econometrics : open access journal
1
Economics discussion papers
1
Forecasting volatility in the financial markets
1
Harvard Business School Finance Working Paper
1
Jingji-lunwen
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of economic literature
1
Journal of risk
1
NBER Working Paper
1
NYU Stern School of Business
1
Research paper series / Swiss Finance Institute
1
Review of Financial Studies, 2008
1
The American economic review
1
The definitive guide to CDOs : market, application, valuation and hedging
1
The econometrics institute lectures
1
The journal of economic perspectives : EP ; a journal of the American Economic Association
1
Valuation, financial modeling, and quantitative tools
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1
Working paper series
1
Working paper series / Czech National Bank
1
Working paper series / European Central Bank ; Eurosystem
1
Working paper series economics and econometrics
1
Working papers / Financial Institutions Center
1
Working papers / Harvard Business School, Division of Research
1
Working papers / Rodney L. White Center for Financial Research
1
more ...
less ...
Source
All
ECONIS (ZBW)
59
Showing
1
-
10
of
59
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The Nobel memorial prize for Robert Engle
Diebold, Francis X.
(
contributor
);
Engle, Robert F.
(
honouree
)
-
2004
Persistent link: https://www.econbiz.de/10003229527
Saved in:
2
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Volatility and Time Series Econometrics: Essays in Honor of Robert F. .Engle Edited by Tim Bollerslev, Jeffrey R. Russell, and Mark W. Watson OXFORD UNIVERSITY PRESS ...
Persistent link: https://www.econbiz.de/10003861657
Saved in:
3
Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
(
2003
)
12
,
pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
Saved in:
4
Dynamic conditional correlation : a simple class of multivariate GARCH models
Engle, Robert F.
-
2000
Persistent link: https://www.econbiz.de/10001500658
Saved in:
5
GARCH gamma
Engle, Robert F.
;
Rosenberg, Joshua V.
-
1995
Persistent link: https://www.econbiz.de/10000915837
Saved in:
6
ARCH models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1993
Persistent link: https://www.econbiz.de/10000899195
Saved in:
7
GARCH gamma
Engle, Robert F.
-
1995
Persistent link: https://www.econbiz.de/10000911609
Saved in:
8
A permanent and transitory component model of stock return volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
-
[Rev.]
Persistent link: https://www.econbiz.de/10000877975
Saved in:
9
Arch models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1993
Persistent link: https://www.econbiz.de/10000878183
Saved in:
10
Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1995
Persistent link: https://www.econbiz.de/10000929607
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
