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Search: subject:"ARCH-Modell"
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Subject
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ARCH-Modell
10,338
ARCH model
10,135
Volatilität
6,237
Volatility
6,170
Schätzung
2,926
Estimation
2,874
Theorie
2,646
Theory
2,569
Kapitaleinkommen
2,231
Capital income
2,222
Börsenkurs
2,209
Share price
2,176
Aktienmarkt
1,971
Stock market
1,958
Zeitreihenanalyse
1,806
Time series analysis
1,767
Prognoseverfahren
1,729
Forecasting model
1,701
Schätztheorie
1,046
Estimation theory
1,037
Spillover-Effekt
1,022
Spillover effect
1,017
Risikomaß
1,000
Risk measure
995
GARCH
966
USA
959
Wechselkurs
930
United States
921
Exchange rate
916
Welt
834
World
826
Korrelation
805
Correlation
797
Ölpreis
699
Oil price
696
Portfolio-Management
659
Portfolio selection
656
Aktienindex
624
Stock index
610
Finanzmarkt
570
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All
Free
3,351
Undetermined
2,900
Type of publication
All
Article
6,910
Book / Working Paper
3,447
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Article in journal
6,647
Aufsatz in Zeitschrift
6,647
Working Paper
1,859
Graue Literatur
1,683
Non-commercial literature
1,683
Arbeitspapier
1,669
Aufsatz im Buch
249
Book section
249
Hochschulschrift
136
Thesis
104
Conference paper
39
Konferenzbeitrag
39
Collection of articles written by one author
36
Sammlung
36
Collection of articles of several authors
26
Sammelwerk
26
Aufsatzsammlung
15
Bibliografie enthalten
13
Bibliography included
13
Systematic review
11
Übersichtsarbeit
11
Lehrbuch
9
Case study
8
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8
Textbook
8
Konferenzschrift
7
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6
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6
Forschungsbericht
6
Amtsdruckschrift
3
Conference proceedings
3
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3
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3
Doctoral Thesis
2
Mehrbändiges Werk
2
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2
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1
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1
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1
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1
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English
10,249
German
54
Spanish
23
French
13
Polish
6
Portuguese
4
Czech
2
Undetermined
2
Bulgarian
1
Hungarian
1
Italian
1
Romanian
1
Swedish
1
Turkish
1
Chinese
1
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Author
All
McAleer, Michael
213
Chang, Chia-Lin
83
Gupta, Rangan
68
Hafner, Christian M.
64
Bauwens, Luc
62
Teräsvirta, Timo
62
Engle, Robert F.
60
Ma, Feng
60
Caporale, Guglielmo Maria
57
Caporin, Massimiliano
51
Conrad, Christian
50
Karanasos, Menelaos
48
Herwartz, Helmut
43
Francq, Christian
42
Laurent, Sébastien
40
Rombouts, Jeroen V. K.
39
Bouri, Elie
38
Paolella, Marc S.
37
Zakoïan, Jean-Michel
37
Asai, Manabu
34
Bollerslev, Tim
33
Ardia, David
32
Kumar, Dilip
32
McMillan, David G.
32
Saikkonen, Pentti
32
Serletis, Apostolos
32
Mittnik, Stefan
31
Zhang, Yaojie
30
Linton, Oliver
29
Rahbek, Anders
29
Silvennoinen, Annastiina
29
Christoffersen, Peter F.
28
Allen, David E.
27
Hansen, Peter Reinhard
27
Kang, Sang Hoon
27
Koopman, Siem Jan
27
Hammoudeh, Shawkat
26
Tiwari, Aviral Kumar
26
Degiannakis, Stavros
25
Hamori, Shigeyuki
25
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Institution
All
National Bureau of Economic Research
21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Ekonomiska forskningsinstitutet <Stockholm>
15
Centre for Analytical Finance <Århus>
10
University of Canterbury / Dept. of Economics and Finance
8
Econometrisch Instituut <Rotterdam>
7
Instituto Valenciano de Investigaciones Económicas
6
Shakai-Keizai-Kenkyūsho <Osaka>
6
European University Institute / Department of Economics
3
National Institute of Economic and Social Research
3
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
3
Brown University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Federal Reserve Bank of St. Louis
2
Gottfried Wilhelm Leibniz Universität Hannover
2
London School of Economics and Political Science
2
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
2
Queen Mary College / Department of Economics
2
School of Finance and Business Economics <Perth, Western Australia>
2
Springer Fachmedien Wiesbaden
2
Svenska Handelshögskolan <Helsinki>
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
Université de Montréal / Département de sciences économiques
2
William Davidson Institute <Ann Arbor, Mich.>
2
Banca nazionale del lavoro / Ufficio scenari economici
1
Banca nazionale del lavoro / Ufficio studi
1
Bank of Canada
1
Canada / Mines Branch (1950- )
1
Centre for Quantitative Economics & Computing
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Deakin University
1
Deutschland / Bundesministerium für Wirtschaft
1
Deutschland <Bundesrepublik> / Auswärtiges Amt
1
Deutschland <Bundesrepublik> / Bundesminister der Finanzen
1
Deutschland <Bundesrepublik> / Bundesminister für den Marshallplan
1
Erasmus Research Institute of Management
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve Bank of San Francisco
1
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Published in...
All
Energy economics
253
Finance research letters
176
Applied economics
160
Economic modelling
155
Journal of econometrics
147
International review of financial analysis
136
Journal of empirical finance
132
Research in international business and finance
125
The North American journal of economics and finance : a journal of financial economics studies
123
International review of economics & finance : IREF
113
Journal of banking & finance
113
Economics letters
109
Journal of international financial markets, institutions & money
107
Applied financial economics
101
Discussion paper / Tinbergen Institute
98
International journal of forecasting
93
Journal of risk and financial management : JRFM
88
Journal of forecasting
86
Applied economics letters
77
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
76
Econometric theory
73
The European journal of finance
70
The journal of futures markets
70
Econometric Institute research papers
69
Working paper
68
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
International Journal of Energy Economics and Policy : IJEEP
62
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
54
International journal of economics and financial issues : IJEFI
49
Econometric reviews
46
International journal of finance & economics : IJFE
46
Journal of international money and finance
46
International journal of economics and finance
45
Review of quantitative finance and accounting
44
CREATES research paper
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
40
The econometrics journal
40
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Source
All
ECONIS (ZBW)
10,143
EconStor
199
USB Cologne (EcoSocSci)
9
OLC EcoSci
4
ArchiDok
2
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10341
Volatility and time-varying risk premiums in the stock market
Stenius, Marianne
-
1988
Persistent link: https://www.econbiz.de/10000748366
Saved in:
10342
Stationarity and persistence in the GARCH (1,1) model
Nelson, Daniel B.
-
1988
-
Rev
Persistent link: https://www.econbiz.de/10000766332
Saved in:
10343
Testing for nonlinear dependence in daily foreign exchange rate changes
Hsieh, David A.
-
1988
Persistent link: https://www.econbiz.de/10000766355
Saved in:
10344
Conditional heteroscedasticity in the market model and efficient estimates of betas
Bera, Anil K.
- In:
The financial review : the official publication of the …
23
(
1988
)
2
,
pp. 201-214
Persistent link: https://www.econbiz.de/10001061436
Saved in:
10345
Tests of excess forecast volatility in the foreign exchange and stock markets
Froot, Kenneth
-
1987
Persistent link: https://www.econbiz.de/10009571466
Saved in:
10346
On the time varying risk premium in the yen/dollar exchange market
Canova, Fabio
;
Ito, Taketoshi
-
1987
Persistent link: https://www.econbiz.de/10003508439
Saved in:
10347
Unemployment insurance and male unemployment duration in Canada
Ham, John C.
;
Rea, Samuel A.
-
1986
Persistent link: https://www.econbiz.de/10003569480
Saved in:
10348
The impacts of kurtosis on risk stationarity : some empirical evidence
Lee, Cheng F.
- In:
The financial review : the official publication of the …
20
(
1985
)
4
,
pp. 263-269
Persistent link: https://www.econbiz.de/10001014875
Saved in:
10349
Deutsche Auslandsschulden ; Engl. Sonderh.
1951
Persistent link: https://www.econbiz.de/10000512352
Saved in:
10350
Properties of western larch and their relation to uses of the wood
Johnsen, R. P. A.
;
Bradner, M. I.
-
1932
Persistent link: https://www.econbiz.de/10000672166
Saved in:
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