//--> //--> //-->
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
person:"Gonçalves, Sílvia"
~person:"Carnero, M. Angeles"
~person:"Rombouts, Jeroen V. K."
~person:"Saikkonen, Pentti"
~subject:"TGARCH"
~subject:"Theorie"
~type_genre:"Article in journal"
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:"Heteroscedasticity"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
TGARCH
Theorie
Heteroscedasticity
10
Heteroskedastizität
10
ARCH model
6
ARCH-Modell
6
Estimation theory
5
Schätztheorie
5
Theory
5
Time series analysis
5
Zeitreihenanalyse
5
Robust statistics
4
Robustes Verfahren
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Volatility
3
Volatilität
3
EGARCH
2
AVGARCH
1
Asymmetric heteroskedastic models
1
Bayes-Statistik
1
Bayesian inference
1
Conditional heteroscedasticity
1
Correlation
1
Cross-correlations
1
Dynamische Wirtschaftstheorie
1
Econometrics
1
Economic dynamics
1
Estimation
1
Experiment
1
FIEGARCH
1
Finite mixture models
1
Heteroskedasticity
1
Index futures
1
Index-Futures
1
Korrelation
1
Leverage effect
1
Markov chain
1
Markov-Kette
1
Maximum likelihood estimation
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article in journal
Arbeitspapier
15
Graue Literatur
15
Non-commercial literature
15
Working Paper
15
Aufsatz in Zeitschrift
7
Language
All
English
7
Author
All
Gonçalves, Sílvia
Carnero, M. Angeles
Rombouts, Jeroen V. K.
Saikkonen, Pentti
Taylor, Robert
6
Andreou, Elena
4
Cavaliere, Giuseppe
4
Lütkepohl, Helmut
4
Spanos, Aris
4
Sun, Yixiao
4
Anatolyev, Stanislav
3
Flachaire, Emmanuel
3
Harris, David
3
Hong, Yongmiao
3
Kiefer, Nicholas Maximilian
3
Park, Joon Y.
3
Rahbek, Anders
3
Sentana, Enrique
3
Vogelsang, Timothy J.
3
Andrews, Donald W. K.
2
Chen, Songnian
2
Hadri, Kaddour
2
Harvey, Andrew C.
2
He, Changli
2
Herwartz, Helmut
2
Hui, Yer Van
2
Hwang, Jungbin
2
Jiang, Jiancheng
2
Kelejian, Harry H.
2
Khan, Shakeeb
2
Kilian, Lutz
2
Le Gallo, Julie
2
Lee, Lung-fei
2
Lee, Yoon-jin
2
Leybourne, Stephen James
2
Li, Wai Keung
2
McCabe, Brendan Peter Martin
2
Netšunajev, Aleksei
2
Orme, Chris D.
2
Palumbo, Dario
2
Peel, David
2
Phillips, Peter C. B.
2
more ...
less ...
Published in...
All
Econometric reviews
1
Econometric theory
1
Energy economics
1
International journal of forecasting
1
Journal of econometrics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Outliers and misleading leverage effect in asymmetric GARCH-type models
Carnero, M. Angeles
;
Pérez, Ana
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012437834
Saved in:
2
Leverage effect in energy futures revisited
Carnero, M. Angeles
;
Pérez, Ana
- In:
Energy economics
82
(
2019
),
pp. 237-252
Persistent link: https://www.econbiz.de/10012173930
Saved in:
3
Option pricing with asymmetric heteroskedastic normal mixture models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 635-650
Persistent link: https://www.econbiz.de/10011474435
Saved in:
4
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1236-1278
Persistent link: https://www.econbiz.de/10009489714
Saved in:
5
Bayesian inference for the mixed conditional heteroskedasticity model
Bauwens, Luc
;
Rombouts, Jeroen V. K.
- In:
The econometrics journal
10
(
2007
)
2
,
pp. 408-425
Persistent link: https://www.econbiz.de/10003560012
Saved in:
6
Asymptotic and bootstrap inference for AR (∞) processes with conditional heteroskedasticity
Gonçalves, Sílvia
;
Kilian, Lutz
- In:
Econometric reviews
26
(
2007
)
6
,
pp. 609-641
Persistent link: https://www.econbiz.de/10003605816
Saved in:
7
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia
;
Kilian, Lutz
- In:
Journal of econometrics
123
(
2004
)
1
,
pp. 89-120
Persistent link: https://www.econbiz.de/10002223733
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->