//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
subject:"Volatility"
~isPartOf:"Computational economics"
~isPartOf:"Economics letters"
~isPartOf:"Working papers"
~person:"Arvanitis, Stelios"
~subject:"ARCH-Modell"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Volatility
ARCH-Modell
ARCH model
1
Domain of attraction
1
Estimation theory
1
Gaussian QMLE
1
Martingal
1
Martingale
1
Martingale limit theorem
1
Non-Stationarity
1
Regularly varying rate
1
Schätztheorie
1
Slowly varying sequence
1
Stable distribution
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Arvanitis, Stelios
Shin, Dong-wan
4
Hwang, Eunju
3
Billio, Monica
2
Casarin, Roberto
2
Engle, Robert F.
2
Francq, Christian
2
Horváth, Lajos
2
Krämer, Walter
2
Moura, Guilherme Valle
2
Zakoïan, Jean-Michel
2
Afonso, António
1
Aloy, Marcel
1
Amilon, Henrik
1
Anatolyev, Stanislav
1
Andreou, Alena
1
Annaert, Jan
1
Ardia, David
1
Atak, Alev
1
Audrino, Francesco
1
Azamo, Baudouin Tameze
1
Balter, Janine
1
Bartolucci, Francesco
1
Battaglia, Francesco
1
Bos, Charles S.
1
Buczyński, Mateusz
1
Cagnone, Silvia
1
Caldeira, João F.
1
Caporin, Massimiliano
1
Carrasco, Marine
1
Cecen, A. A.
1
Chen, Yi-ting
1
Chlebus, Marcin
1
Choi, Ji-Eun
1
Choudhry, Taufiq
1
Christoffersen, Peter F.
1
Claes, Anouk G. P.
1
Conrad, Christian
1
Conrad, Christian A.
1
Corré, Nienke
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Computational economics
Economics letters
Working papers
Journal of time series econometrics
2
The econometrics journal
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stable limits for the Gaussian QMLE in the non-stationary GARCH(1,1) model
Arvanitis, Stelios
;
Louka, Alexandros
- In:
Economics letters
161
(
2017
),
pp. 135-137
Persistent link: https://www.econbiz.de/10011904539
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->