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Estimation theory
ARCH-Modell
11,525
ARCH model
11,523
Volatility
7,236
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7,228
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3,241
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3,237
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Francq, Christian
33
Rahbek, Anders
26
Zakoïan, Jean-Michel
26
Hafner, Christian M.
24
Engle, Robert F.
22
Teräsvirta, Timo
21
Linton, Oliver
19
Lütkepohl, Helmut
16
Kumar, Dilip
15
Wolf, Michael
15
Ledoit, Olivier
14
Pedersen, Rasmus Søndergaard
14
Ardia, David
13
Audrino, Francesco
13
Cavaliere, Giuseppe
13
Sheppard, Kevin
13
Bauwens, Luc
12
McAleer, Michael
12
Lucas, André
11
Nelson, Daniel B.
11
Ortega, Juan-Pablo
11
Prono, Todd
11
Silvennoinen, Annastiina
11
Koopman, Siem Jan
10
Shephard, Neil G.
10
Horváth, Lajos
9
Preminger, Arie
9
Trojani, Fabio
9
Calzolari, Giorgio
8
Carnero, M. Angeles
8
De Nard, Gianluca
8
Fiorentini, Gabriele
8
Li, Wai Keung
8
Medeiros, Marcelo C.
8
Stentoft, Lars
8
Arvanitis, Stelios
7
Asai, Manabu
7
Dijk, Dick van
7
Escobar, Marcos
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Fengler, Matthias
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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2
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Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
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London School of Economics and Political Science
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Shakai-Keizai-Kenkyūsho <Osaka>
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Suntory and Toyota International Centres for Economics and Related Disciplines
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1
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1
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1
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Journal of econometrics
70
Econometric theory
46
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
44
Economics letters
37
Journal of empirical finance
29
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
Discussion paper / Tinbergen Institute
27
Finance research letters
26
Econometric reviews
22
International journal of forecasting
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Journal of forecasting
18
Econometrics : open access journal
17
The econometrics journal
16
CREATES research paper
14
Journal of risk and financial management : JRFM
14
Applied economics
13
Journal of risk
13
Journal of time series econometrics
13
Computational economics
12
Economic modelling
12
International journal of economics and financial issues : IJEFI
12
Journal of banking & finance
12
Journal of financial econometrics
12
CORE discussion papers : DP
11
International Journal of Energy Economics and Policy : IJEEP
10
The North American journal of economics and finance : a journal of financial economics studies
10
The journal of risk model validation
10
Working paper series / University of Zurich, Department of Economics
10
Série des documents de travail / Centre de Recherche en Économie et Statistique
9
Working paper series
9
International review of financial analysis
8
Working paper series economics and econometrics
8
Applied economics letters
7
The European journal of finance
7
Annals of financial economics
6
Discussion paper / Centre for Economic Forecasting
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
6
Energy economics
6
Handbook of financial time series
6
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ECONIS (ZBW)
1,533
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1
Empirical performance of Black-Scholes and GARCH option pricing models during turbulent times : the Indian evidence
Bhat, Aparna
;
Arekar, Kirti
- In:
International journal of economics and finance
8
(
2016
)
3
,
pp. 123-136
Persistent link: https://www.econbiz.de/10011447894
Saved in:
2
Mean-reverting no-arbitrage additive models for forward curves in energy markets
Latini, Luca
;
Piccirilli, Marco
;
Vargiolu, Tiziano
- In:
Energy economics
79
(
2019
),
pp. 157-170
Persistent link: https://www.econbiz.de/10012172269
Saved in:
3
Special issue on high frequency data in finance
Baillie, Richard
(
contributor
); …
-
1997
Persistent link: https://www.econbiz.de/10001505850
Saved in:
4
Estimating weak GARCH representations
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Econometric theory
16
(
2000
)
5
,
pp. 692-728
Persistent link: https://www.econbiz.de/10001533169
Saved in:
5
Locally weighted autoregression
Feng, Yuanhua
;
Heiler, Siegfried
- In:
Institutional arrangements for global economic integration
,
(pp. 371-388)
.
2000
Persistent link: https://www.econbiz.de/10001533889
Saved in:
6
The covariance structure of component and multivariate GARCH models
Karanasos, Menelaos
-
1999
Persistent link: https://www.econbiz.de/10001435137
Saved in:
7
Essays on financial time series models
Karanasos, Menelaos
-
1998
Persistent link: https://www.econbiz.de/10001436961
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8
Can portmanteau nonlinearity tests serve as general mis-specification tests? : Evidence from symmetric and asymmetric GARCH models
Brooks, Chris
;
Henry, Ólan Thomas John
-
1999
Persistent link: https://www.econbiz.de/10001430158
Saved in:
9
Semiparametric
ARCH
models : an estimating function approach
Li, David
;
Turtle, H. J.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 174-186
Persistent link: https://www.econbiz.de/10001469578
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10
A Bayesian VAR-GARCH analysis of sectoral labour reallocation
Pelloni, Gianluigi
;
Polasek, Wolfgang
-
2000
Persistent link: https://www.econbiz.de/10001476848
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