//--> //--> //--> //-->
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
General-to-specific modelling...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Theorie
115
Theory
110
economic models
91
Zeitreihenanalyse
79
Bayesian inference
78
ARCH-Modell
75
Time series analysis
74
Volatilität
61
Volatility
60
Estimation theory
55
Schätztheorie
55
econometrics
47
Bayes-Statistik
45
ECONOMETRICS
39
GAME THEORY
39
information
36
MODELS
33
Prognoseverfahren
32
COMPETITION
31
Forecasting model
30
GARCH
29
Markov chain
28
economic equilibrium
28
Correlation
27
Korrelation
27
Markov-Kette
26
efficiency
25
prices
25
INFORMATION
24
competition
24
convex optimization
24
Estimation
23
Schätzung
23
overlapping generations
23
Econometrics
22
GENERAL EQUILIBRIUM
22
economic theory
22
forecasting
22
Ökonometrie
22
more ...
less ...
Online availability
All
Free
40
Undetermined
12
Type of publication
All
Book / Working Paper
51
Article
23
Type of publication (narrower categories)
All
Arbeitspapier
34
Working Paper
34
Graue Literatur
33
Non-commercial literature
33
Article in journal
22
Aufsatz in Zeitschrift
22
Aufsatzsammlung
2
Collection of articles of several authors
1
Handbook
1
Handbuch
1
Hochschulschrift
1
Rezension
1
Sammelwerk
1
Systematic review
1
Thesis
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
74
Author
All
Bauwens, Luc
66
Rombouts, Jeroen V. K.
17
Sucarrat, Genaro
11
Dufays, Arnaud
9
Laurent, Sébastien
7
Otranto, Edoardo
7
Preminger, Arie
7
Hafner, Christian M.
6
Pierret, Diane
5
Escribano, Álvaro
4
Lubrano, Michel
4
Xu, Yongdeng
4
Augustyniak, Maciej
3
Ben Omrane, Walid
3
Rengifo, Erick W.
3
Rime, Dagfinn
3
Storti, Giuseppe
3
Bos, Charles S.
2
De Backer, Bruno
2
Dijk, Herman K. van
2
Francq, Christian
2
Giot, Pierre
2
Grigoryeva, Lyudmila
2
Ortega, Juan-Pablo
2
Storti, G.
2
Braione, Manuela
1
Dzuverovic, Emilija
1
Giot, Pierre-Roland
1
Grønneberg, Steffen
1
Hafner, Christian
1
Hafter, Christian
1
Vega, Clara
1
more ...
less ...
Published in...
All
CORE discussion papers : DP
15
Discussion papers / UCL, Département des Sciences Economiques
5
CORE discussion paper : DP
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
LIDAM discussion paper CORE
3
Cahiers de recherche / HEC Montréal, Institut d'Economie Appliquée
2
International journal of forecasting
2
Journal of applied econometrics
2
Journal of econometrics
2
Journal of empirical finance
2
The econometrics journal
2
Wiley handbooks in financial engineering and econometrics
2
Advanced Studies in Theoretical and Applied Econometrics
1
Advanced studies in theoretical and applied econometrics : ASTA
1
Annals of economics and statistics
1
CIRANO - Scientific Publication
1
CREATES research paper
1
CRREP working serie 2016-09
1
Cardiff economics working papers
1
Discussion paper / Tinbergen Institute
1
Econometric reviews
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
Journal of economic literature
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
SFB 649 discussion paper
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
UC3M working papers
1
Wiley Handbooks in Financial Engineering and Econometrics Ser
1
Working paper / Department of Economics, Universidad Carlos III de Madrid
1
more ...
less ...
Source
All
ECONIS (ZBW)
74
Showing
1
-
10
of
74
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Exchange rate volatility and the mixture of distribution hypothesis
Bauwens, Luc
(
contributor
);
Rime, Dagfinn
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003155180
Saved in:
2
Exchange rate volatility and the mixture of distribution hypothesis
Bauwens, Luc
(
contributor
);
Rime, Dagfinn
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003292873
Saved in:
3
Exchange rate volatility and the mixture of distribution hypothesis
Bauwens, Luc
;
Rime, Dagfinn
;
Sucarrat, Genaro
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 889-911
Persistent link: https://www.econbiz.de/10003233824
Saved in:
4
Identification of volatility proxies as expectations of squared financial returns
Sucarrat, Genaro
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1677-1690
Persistent link: https://www.econbiz.de/10013274330
Saved in:
5
The power log-GARCH model
Sucarrat, Genaro
;
Escribano, Álvaro
-
2010
Persistent link: https://www.econbiz.de/10003972344
Saved in:
6
Equation-by-equation estimation of multivariate periodic electricity price volatility
Escribano, Álvaro
;
Sucarrat, Genaro
-
2016
Persistent link: https://www.econbiz.de/10011541411
Saved in:
7
Estimation of log-GARCH models in the presence of zero returns
Sucarrat, Genaro
;
Escribano, Álvaro
- In:
The European journal of finance
24
(
2018
)
10/12
,
pp. 809-827
Persistent link: https://www.econbiz.de/10012244412
Saved in:
8
An exponential Chi-squared QMLE for log-GARCH models via the ARMA representation
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 129-154
Persistent link: https://www.econbiz.de/10011987691
Saved in:
9
Equation-by-equation estimation of multivariate periodic electricity price volatility
Escribano, Álvaro
;
Sucarrat, Genaro
- In:
Energy economics
74
(
2018
),
pp. 287-298
Persistent link: https://www.econbiz.de/10011972846
Saved in:
10
Risk estimation with a time-varying probability of zero returns
Sucarrat, Genaro
;
Grønneberg, Steffen
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 278-309
Persistent link: https://www.econbiz.de/10013187979
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->