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~subject:"ARCH model"
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ARCH model
Theorie
234
Volatilität
217
Theory
202
Volatility
193
Schätzung
152
Estimation
125
Börsenkurs
124
USA
113
Share price
104
Zeitreihenanalyse
91
United States
85
Time series analysis
79
Prognoseverfahren
77
Capital income
75
Kapitaleinkommen
75
Wertpapierhandel
69
Forecasting model
68
Finanzmarkt
66
Financial market
61
Securities trading
55
ARCH-Modell
54
Ankündigungseffekt
52
Handelsvolumen der Börse
49
Schätztheorie
49
Marktmikrostruktur
48
Estimation theory
46
Deutschland
45
Market microstructure
45
Trading volume
44
Announcement effect
43
Marktliquidität
42
Stochastischer Prozess
41
Aktienmarkt
38
high-frequency data
38
Germany
37
Stochastic process
37
Nichtparametrisches Verfahren
34
Market liquidity
33
Nonparametric statistics
30
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Free
29
Undetermined
4
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33
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16
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Arbeitspapier
22
Working Paper
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Graue Literatur
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Non-commercial literature
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10
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4
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1
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1
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1
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English
49
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Andersen, Torben
26
Bollerslev, Tim
26
Diebold, Francis X.
17
Hautsch, Nikolaus
16
Christoffersen, Peter F.
13
Andersen, Torben G.
7
Dobrev, Dobrislav
5
Labys, Paul
4
Bibinger, Markus
3
Malec, Peter
3
Pohlmeier, Winfried
3
Reiß, Markus
3
Shephard, Neil G.
3
Gerhard, Frank
2
Chavez-Demoulin, Valérie
1
Davis, Richard A.
1
Frederiksen, Per
1
Groß-Klußmann, Axel
1
Hall, Anthony D.
1
Herrera, Rodrigo
1
Kreiß, Jens-Peter
1
Lange, Steve
1
Mikosch, Thomas
1
Nielsen, Morten Ørregaard
1
Schaumburg, Ernst
1
Thyrsgaard, Martin
1
Todorov, Viktor
1
Vatter, Thibault
1
Wu, Hau-tieng
1
Yu, Bin
1
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National Bureau of Economic Research
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NBER working paper series
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CFS working paper series
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Working paper / National Bureau of Economic Research, Inc.
4
CoFE discussion papers
3
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
3
NBER Working Paper
2
Working papers / Financial Institutions Center
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
CREATES research paper
1
Department of Economics discussion paper series / University of Oxford
1
Econometrics : open access journal
1
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1
Edward Elgar books
1
Elgaronline
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
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1
Financial markets and asset pricing
1
Foreign exchange markets
1
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1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
Handbook of financial time series
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
SFB 649 discussion paper
1
The international library of critical writings in economics
1
The international library of critical writings in economics series
1
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
1
University of Copenhagen Discussion Paper
1
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ECONIS (ZBW)
49
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1
Assessing the risk of liquidity suppliers on the basis of excess demand intensities
Hautsch, Nikolaus
- In:
Journal of financial econometrics : official journal of …
1
(
2003
)
2
,
pp. 189-215
Persistent link: https://www.econbiz.de/10002214097
Saved in:
2
Modelling intraday trading activity using Box-Cox-ACD models
Hautsch, Nikolaus
-
2002
Persistent link: https://www.econbiz.de/10001683732
Saved in:
3
Forecasting financial market volatility : sample frequency vis-à-vis forecast horizon
Andersen, Torben
;
Bollerslev, Tim
;
Lange, Steve
- In:
Journal of empirical finance
6
(
1999
)
5
,
pp. 457-477
Persistent link: https://www.econbiz.de/10001505784
Saved in:
4
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001440693
Saved in:
5
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
;
Bollerslev, Tim
;
Diebold, Francis X.
; …
-
2000
Persistent link: https://www.econbiz.de/10001477784
Saved in:
6
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben
(
contributor
)
- In:
Multinational finance journal : MF ; quarterly …
4
(
2000
)
3/4
,
pp. 159-179
Persistent link: https://www.econbiz.de/10001636380
Saved in:
7
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002685057
Saved in:
8
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002636035
Saved in:
9
Volatility forecasting
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002636128
Saved in:
10
Practical volatility and correlation modeling for financial market risk management
Andersen, Torben
;
Bollerslev, Tim
;
Christoffersen, Peter F.
-
2005
Persistent link: https://www.econbiz.de/10002569521
Saved in:
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