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
Fixed-b asymptotics for the st...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Time series analysis
53
Zeitreihenanalyse
53
Theorie
51
Theory
51
Estimation theory
30
Schätztheorie
30
Bootstrap approach
19
Bootstrap-Verfahren
19
Forecasting model
18
Prognoseverfahren
18
ARCH-Modell
16
Einheitswurzeltest
10
Unit root test
10
Saisonale Schwankungen
9
Seasonal variations
9
Saisonkomponente
8
Seasonal component
8
Statistical distribution
7
Statistische Verteilung
7
Volatility
7
Volatilität
7
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
ARMA model
5
ARMA-Modell
5
Autocorrelation
5
Autokorrelation
5
Bayes-Statistik
5
Bayesian inference
5
Estimation
5
Heteroscedasticity
5
Multivariate Analyse
5
Multivariate analysis
5
Sampling
5
Schätzung
5
Stichprobenerhebung
5
USA
5
United States
5
VAR model
5
more ...
less ...
Online availability
All
Free
4
Undetermined
3
Type of publication
All
Article
10
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
16
Author
All
Politis, Dimitris N.
15
Dellaportas, Petros
4
Vrontos, I. D.
3
Vrontos, Ioannis D.
3
Chen, Jie
2
Dellaportas, P.
2
Jach, Agnieszka
1
Kokoszka, Piotr S.
1
McElroy, Tucker
1
Thomakos, Dimitrios D.
1
more ...
less ...
Published in...
All
Discussion papers / Department of Economics, University of California San Diego
2
Annals of economics and finance
1
Discussion paper / Department of Economics, University of California San Diego
1
Econometric analysis of financial and economic time series ; part a
1
Econometrics : open access journal
1
Forecasting in the presence of structural breaks and model uncertainty
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of time series econometrics
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
16
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Subsampling inference for the autocorrelations of GARCH processes
McElroy, Tucker
;
Jach, Agnieszka
- In:
Journal of financial econometrics
17
(
2019
)
3
,
pp. 495-515
Persistent link: https://www.econbiz.de/10012054818
Saved in:
2
A heavy-tailed distribution for ARCH residuals with application to volatility prediction
Politis, Dimitris N.
- In:
Annals of economics and finance
5
(
2004
)
2
,
pp. 283-298
Persistent link: https://www.econbiz.de/10002544919
Saved in:
3
A multivariate heavy-tailed distribution for arch/garch residuals
Politis, Dimitris N.
-
2006
Persistent link: https://www.econbiz.de/10003331370
Saved in:
4
A heavy-tailed distribution for ARCH residuals with application to volatility prediction
Politis, Dimitris N.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003761413
Saved in:
5
Model-free versus model-based volatility prediction
Politis, Dimitris N.
- In:
Journal of financial econometrics : official journal of …
5
(
2007
)
3
,
pp. 358-389
Persistent link: https://www.econbiz.de/10003518495
Saved in:
6
Full Bayesian inference for GARCH and EGARCH models
Vrontos, I. D.
;
Dellaportas, P.
;
Politis, Dimitris N.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 187-198
Persistent link: https://www.econbiz.de/10001469681
Saved in:
7
A full-factor multivariate GARCH model
Vrontos, I. D.
;
Dellaportas, P.
;
Politis, Dimitris N.
- In:
The econometrics journal
6
(
2003
)
2
,
pp. 312-334
Persistent link: https://www.econbiz.de/10001831255
Saved in:
8
Inference for some multivariate ARCH and GARCH models
Vrontos, I. D.
;
Dellaportas, Petros
;
Politis, Dimitris N.
- In:
Journal of forecasting
22
(
2003
)
6/7
,
pp. 427-446
Persistent link: https://www.econbiz.de/10001836432
Saved in:
9
Model-free volatility prediction
Politis, Dimitris N.
-
2003
Persistent link: https://www.econbiz.de/10002118468
Saved in:
10
The variance of sample autocorrelations : does Barlett's formula work with ARCH data?
Kokoszka, Piotr S.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003782412
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
