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Subject
Array ( [0] => Array ( [value] => Monte-Carlo-Simulation [displayText] => Monte-Carlo-Simulation [field] => subject [operator] => OR ) [1] => Array ( [value] => Panel study [displayText] => Panel study [field] => subject [operator] => OR ) [2] => Array ( [value] => ARCH model [displayText] => ARCH model [field] => subject [operator] => OR ) [3] => Array ( [value] => ARCH-Modell [displayText] => ARCH-Modell [field] => subject [operator] => OR ) [4] => Array ( [value] => Statistical inference [displayText] => Statistical inference [field] => subject [operator] => OR ) [5] => Array ( [value] => Volatility [displayText] => Volatility [field] => subject [operator] => OR ) [6] => Array ( [value] => Zeitreihenanalyse [displayText] => Zeitreihenanalyse [field] => subject [operator] => OR ) [7] => Array ( [value] => nonstationarity [displayText] => nonstationarity [field] => subject [operator] => OR ) )
Monte-Carlo-Simulation
Array ( [0] => Array ( [value] => Monte-Carlo-Simulation [displayText] => Monte-Carlo-Simulation [field] => subject [operator] => OR ) [1] => Array ( [value] => Panel study [displayText] => Panel study [field] => subject [operator] => OR ) [2] => Array ( [value] => ARCH model [displayText] => ARCH model [field] => subject [operator] => OR ) [3] => Array ( [value] => ARCH-Modell [displayText] => ARCH-Modell [field] => subject [operator] => OR ) [4] => Array ( [value] => Statistical inference [displayText] => Statistical inference [field] => subject [operator] => OR ) [5] => Array ( [value] => Volatility [displayText] => Volatility [field] => subject [operator] => OR ) [6] => Array ( [value] => Zeitreihenanalyse [displayText] => Zeitreihenanalyse [field] => subject [operator] => OR ) [7] => Array ( [value] => nonstationarity [displayText] => nonstationarity [field] => subject [operator] => OR ) )
Panel study
Array ( [0] => Array ( [value] => Monte-Carlo-Simulation [displayText] => Monte-Carlo-Simulation [field] => subject [operator] => OR ) [1] => Array ( [value] => Panel study [displayText] => Panel study [field] => subject [operator] => OR ) [2] => Array ( [value] => ARCH model [displayText] => ARCH model [field] => subject [operator] => OR ) [3] => Array ( [value] => ARCH-Modell [displayText] => ARCH-Modell [field] => subject [operator] => OR ) [4] => Array ( [value] => Statistical inference [displayText] => Statistical inference [field] => subject [operator] => OR ) [5] => Array ( [value] => Volatility [displayText] => Volatility [field] => subject [operator] => OR ) [6] => Array ( [value] => Zeitreihenanalyse [displayText] => Zeitreihenanalyse [field] => subject [operator] => OR ) [7] => Array ( [value] => nonstationarity [displayText] => nonstationarity [field] => subject [operator] => OR ) )
ARCH model
Array ( [0] => Array ( [value] => Monte-Carlo-Simulation [displayText] => Monte-Carlo-Simulation [field] => subject [operator] => OR ) [1] => Array ( [value] => Panel study [displayText] => Panel study [field] => subject [operator] => OR ) [2] => Array ( [value] => ARCH model [displayText] => ARCH model [field] => subject [operator] => OR ) [3] => Array ( [value] => ARCH-Modell [displayText] => ARCH-Modell [field] => subject [operator] => OR ) [4] => Array ( [value] => Statistical inference [displayText] => Statistical inference [field] => subject [operator] => OR ) [5] => Array ( [value] => Volatility [displayText] => Volatility [field] => subject [operator] => OR ) [6] => Array ( [value] => Zeitreihenanalyse [displayText] => Zeitreihenanalyse [field] => subject [operator] => OR ) [7] => Array ( [value] => nonstationarity [displayText] => nonstationarity [field] => subject [operator] => OR ) )
ARCH-Modell
Array ( [0] => Array ( [value] => Monte-Carlo-Simulation [displayText] => Monte-Carlo-Simulation [field] => subject [operator] => OR ) [1] => Array ( [value] => Panel study [displayText] => Panel study [field] => subject [operator] => OR ) [2] => Array ( [value] => ARCH model [displayText] => ARCH model [field] => subject [operator] => OR ) [3] => Array ( [value] => ARCH-Modell [displayText] => ARCH-Modell [field] => subject [operator] => OR ) [4] => Array ( [value] => Statistical inference [displayText] => Statistical inference [field] => subject [operator] => OR ) [5] => Array ( [value] => Volatility [displayText] => Volatility [field] => subject [operator] => OR ) [6] => Array ( [value] => Zeitreihenanalyse [displayText] => Zeitreihenanalyse [field] => subject [operator] => OR ) [7] => Array ( [value] => nonstationarity [displayText] => nonstationarity [field] => subject [operator] => OR ) )
Statistical inference
Array ( [0] => Array ( [value] => Monte-Carlo-Simulation [displayText] => Monte-Carlo-Simulation [field] => subject [operator] => OR ) [1] => Array ( [value] => Panel study [displayText] => Panel study [field] => subject [operator] => OR ) [2] => Array ( [value] => ARCH model [displayText] => ARCH model [field] => subject [operator] => OR ) [3] => Array ( [value] => ARCH-Modell [displayText] => ARCH-Modell [field] => subject [operator] => OR ) [4] => Array ( [value] => Statistical inference [displayText] => Statistical inference [field] => subject [operator] => OR ) [5] => Array ( [value] => Volatility [displayText] => Volatility [field] => subject [operator] => OR ) [6] => Array ( [value] => Zeitreihenanalyse [displayText] => Zeitreihenanalyse [field] => subject [operator] => OR ) [7] => Array ( [value] => nonstationarity [displayText] => nonstationarity [field] => subject [operator] => OR ) )
Volatility
Array ( [0] => Array ( [value] => Monte-Carlo-Simulation [displayText] => Monte-Carlo-Simulation [field] => subject [operator] => OR ) [1] => Array ( [value] => Panel study [displayText] => Panel study [field] => subject [operator] => OR ) [2] => Array ( [value] => ARCH model [displayText] => ARCH model [field] => subject [operator] => OR ) [3] => Array ( [value] => ARCH-Modell [displayText] => ARCH-Modell [field] => subject [operator] => OR ) [4] => Array ( [value] => Statistical inference [displayText] => Statistical inference [field] => subject [operator] => OR ) [5] => Array ( [value] => Volatility [displayText] => Volatility [field] => subject [operator] => OR ) [6] => Array ( [value] => Zeitreihenanalyse [displayText] => Zeitreihenanalyse [field] => subject [operator] => OR ) [7] => Array ( [value] => nonstationarity [displayText] => nonstationarity [field] => subject [operator] => OR ) )
Zeitreihenanalyse
Array ( [0] => Array ( [value] => Monte-Carlo-Simulation [displayText] => Monte-Carlo-Simulation [field] => subject [operator] => OR ) [1] => Array ( [value] => Panel study [displayText] => Panel study [field] => subject [operator] => OR ) [2] => Array ( [value] => ARCH model [displayText] => ARCH model [field] => subject [operator] => OR ) [3] => Array ( [value] => ARCH-Modell [displayText] => ARCH-Modell [field] => subject [operator] => OR ) [4] => Array ( [value] => Statistical inference [displayText] => Statistical inference [field] => subject [operator] => OR ) [5] => Array ( [value] => Volatility [displayText] => Volatility [field] => subject [operator] => OR ) [6] => Array ( [value] => Zeitreihenanalyse [displayText] => Zeitreihenanalyse [field] => subject [operator] => OR ) [7] => Array ( [value] => nonstationarity [displayText] => nonstationarity [field] => subject [operator] => OR ) )
nonstationarity
Published in...
Array ( [0] => Array ( [value] => CREATES research paper [displayText] => CREATES research paper [field] => isPartOf [operator] => OR ) [1] => Array ( [value] => Econometric theory [displayText] => Econometric theory [field] => isPartOf [operator] => OR ) [2] => Array ( [value] => Journal of time series econometrics [displayText] => Journal of time series econometrics [field] => isPartOf [operator] => OR ) )
CREATES research paper
Array ( [0] => Array ( [value] => CREATES research paper [displayText] => CREATES research paper [field] => isPartOf [operator] => OR ) [1] => Array ( [value] => Econometric theory [displayText] => Econometric theory [field] => isPartOf [operator] => OR ) [2] => Array ( [value] => Journal of time series econometrics [displayText] => Journal of time series econometrics [field] => isPartOf [operator] => OR ) )
Econometric theory
Array ( [0] => Array ( [value] => CREATES research paper [displayText] => CREATES research paper [field] => isPartOf [operator] => OR ) [1] => Array ( [value] => Econometric theory [displayText] => Econometric theory [field] => isPartOf [operator] => OR ) [2] => Array ( [value] => Journal of time series econometrics [displayText] => Journal of time series econometrics [field] => isPartOf [operator] => OR ) )
Journal of time series econometrics
Author
Array ( [0] => Array ( [value] => Chan, Ngai Hang [displayText] => Chan, Ngai Hang [field] => person [operator] => OR ) [1] => Array ( [value] => Jong, Robert M. de [displayText] => Jong, Robert M. de [field] => person [operator] => OR ) [2] => Array ( [value] => Leybourne, Stephen James [displayText] => Leybourne, Stephen James [field] => person [operator] => OR ) [3] => Array ( [value] => Taylor, Robert [displayText] => Taylor, Robert [field] => person [operator] => OR ) )
Chan, Ngai Hang
Array ( [0] => Array ( [value] => Chan, Ngai Hang [displayText] => Chan, Ngai Hang [field] => person [operator] => OR ) [1] => Array ( [value] => Jong, Robert M. de [displayText] => Jong, Robert M. de [field] => person [operator] => OR ) [2] => Array ( [value] => Leybourne, Stephen James [displayText] => Leybourne, Stephen James [field] => person [operator] => OR ) [3] => Array ( [value] => Taylor, Robert [displayText] => Taylor, Robert [field] => person [operator] => OR ) )
Jong, Robert M. de
Array ( [0] => Array ( [value] => Chan, Ngai Hang [displayText] => Chan, Ngai Hang [field] => person [operator] => OR ) [1] => Array ( [value] => Jong, Robert M. de [displayText] => Jong, Robert M. de [field] => person [operator] => OR ) [2] => Array ( [value] => Leybourne, Stephen James [displayText] => Leybourne, Stephen James [field] => person [operator] => OR ) [3] => Array ( [value] => Taylor, Robert [displayText] => Taylor, Robert [field] => person [operator] => OR ) )
Leybourne, Stephen James
Array ( [0] => Array ( [value] => Chan, Ngai Hang [displayText] => Chan, Ngai Hang [field] => person [operator] => OR ) [1] => Array ( [value] => Jong, Robert M. de [displayText] => Jong, Robert M. de [field] => person [operator] => OR ) [2] => Array ( [value] => Leybourne, Stephen James [displayText] => Leybourne, Stephen James [field] => person [operator] => OR ) [3] => Array ( [value] => Taylor, Robert [displayText] => Taylor, Robert [field] => person [operator] => OR ) )
Taylor, Robert
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