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Search: subject:"GARCH model"
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Subject
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ARCH-Modell
10,138
ARCH model
10,135
Volatility
6,193
Volatilität
6,189
Schätzung
2,890
Estimation
2,885
Theorie
2,588
Theory
2,584
Capital income
2,231
Kapitaleinkommen
2,231
Börsenkurs
2,197
Share price
2,192
Stock market
1,976
Aktienmarkt
1,972
Zeitreihenanalyse
1,774
Time series analysis
1,769
Prognoseverfahren
1,708
Forecasting model
1,705
Estimation theory
1,035
Schätztheorie
1,035
Spillover effect
1,027
Spillover-Effekt
1,026
Risikomaß
997
Risk measure
996
USA
933
GARCH
925
United States
924
Exchange rate
922
Wechselkurs
919
Welt
838
World
837
Correlation
801
Korrelation
800
Oil price
698
Ölpreis
698
Portfolio selection
665
Portfolio-Management
665
Aktienindex
615
Stock index
613
Financial market
560
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Free
3,376
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3,025
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Article
7,141
Book / Working Paper
3,390
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3
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Article in journal
6,718
Aufsatz in Zeitschrift
6,718
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1,711
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1,693
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1,693
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1,678
Aufsatz im Buch
250
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250
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131
Thesis
107
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39
Konferenzbeitrag
39
Collection of articles written by one author
36
Sammlung
36
Article
27
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24
Sammelwerk
24
Aufsatzsammlung
14
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11
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11
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11
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11
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9
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8
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6
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6
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3
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3
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3
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English
10,223
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206
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45
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24
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13
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8
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6
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2
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2
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1
Hungarian
1
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1
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1
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1
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1
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Author
All
McAleer, Michael
210
Chang, Chia-Lin
83
Caporale, Guglielmo Maria
72
Gupta, Rangan
68
Teräsvirta, Timo
62
Bauwens, Luc
61
Ma, Feng
60
Engle, Robert F.
59
Hafner, Christian M.
59
Caporin, Massimiliano
51
Francq, Christian
45
Karanasos, Menelaos
44
Spagnolo, Nicola
43
Conrad, Christian
40
Laurent, Sébastien
40
Bouri, Elie
39
Herwartz, Helmut
39
Rombouts, Jeroen V. K.
38
Zakoïan, Jean-Michel
37
Paolella, Marc S.
36
Spagnolo, Fabio
36
Asai, Manabu
34
Kumar, Dilip
34
Bollerslev, Tim
32
McMillan, David G.
32
Serletis, Apostolos
32
Silvennoinen, Annastiina
31
Ardia, David
30
Zhang, Yaojie
30
Linton, Oliver
29
Rahbek, Anders
29
Saikkonen, Pentti
29
Kang, Sang Hoon
28
Mittnik, Stefan
28
Allen, David E.
27
Hammoudeh, Shawkat
27
Christoffersen, Peter F.
26
Hamori, Shigeyuki
26
Hansen, Peter Reinhard
26
Tiwari, Aviral Kumar
26
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Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
30
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
School of Economics and Management, University of Aarhus
4
CESifo
3
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
3
Center for Quantitative Economics (CQE), Wirtschaftswissenschaftliche Fakultät
3
Department of International and European Economic Studies, Athens University of Economics and Business (AUEB)
3
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
Centro de Investigación y Docencia Económicas (CIDE)
2
EconWPA
2
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Fakultät für Wirtschaftswissenschaften, Karlsruhe Institut für Technologie
2
Federal Reserve Bank of St. Louis
2
Gottfried Wilhelm Leibniz Universität Hannover
2
Institut de Préparation à l'Administration et à la Gestion (IPAG)
2
Institut für Makroökonomie und Wirtschaftspolitik, Fachbereich Volkswirtschaftslehre
2
Institut für Weltwirtschaft (IfW)
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
Vilnius University
2
William Davidson Institute <Ann Arbor, Mich.>
2
Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften
2
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Published in...
All
Energy economics
254
Finance research letters
180
Applied economics
164
Economic modelling
157
Journal of econometrics
148
International review of financial analysis
137
Journal of empirical finance
132
Research in international business and finance
128
The North American journal of economics and finance : a journal of financial economics studies
125
International review of economics & finance : IREF
114
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
89
Journal of forecasting
87
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
72
The journal of futures markets
70
Econometric Institute research papers
69
Working paper
68
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
International Journal of Energy Economics and Policy : IJEEP
63
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
International journal of economics and financial issues : IJEFI
49
Econometric reviews
47
International journal of economics and finance
47
International journal of finance & economics : IJFE
47
Journal of international money and finance
46
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
44
Review of quantitative finance and accounting
44
CREATES research paper
43
Journal of risk
41
The econometrics journal
40
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Source
All
ECONIS (ZBW)
10,219
RePEc
246
EconStor
60
BASE
9
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10,521
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10,530
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Date (oldest first)
10521
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:
10522
Tests of excess forecast volatility in the foreign exchange and stock markets
Froot, Kenneth
-
1987
Persistent link: https://www.econbiz.de/10009571466
Saved in:
10523
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:
10524
Unemployment insurance and male unemployment duration in Canada
Ham, John C.
;
Rea, Samuel A.
-
1986
Persistent link: https://www.econbiz.de/10003569480
Saved in:
10525
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:
10526
Deutsche Auslandsschulden ; Engl. Sonderh.
1951
Persistent link: https://www.econbiz.de/10000512352
Saved in:
10527
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:
10528
Philosophy of social science
Rudner, Richard Samuel
-
1966
Persistent link: https://www.econbiz.de/10000574663
Saved in:
10529
Unemployment in Canada : the impact of unemployment insurance
Green, Christopher
;
Cousineau, Jean-Michel
-
1976
Persistent link: https://www.econbiz.de/10001569860
Saved in:
10530
Canadian anti-combines administration, 1952-1960
Rosenbluth, Gideon
;
Thorburn, H. G.
-
1963
Persistent link: https://www.econbiz.de/10002707398
Saved in:
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