//--> //--> //-->
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:"Hecq, Alain W. J."
~person:"Francq, Christian"
~person:"Karanasos, Menelaos"
~subject:"Volatility"
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:"ARFIMA model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Volatility
ARMA model
25
ARMA-Modell
25
Theorie
16
Theory
16
Time series analysis
11
Zeitreihenanalyse
11
Estimation theory
9
Schätztheorie
9
ARCH model
8
ARCH-Modell
8
Panel
4
Panel study
4
Volatilität
4
Markov chain
3
Markov-Kette
3
1999-2008
2
Capital income
2
Causality analysis
2
Cointegration
2
Estimation
2
Kapitaleinkommen
2
Kausalanalyse
2
Kleinste-Quadrate-Methode
2
Kointegration
2
Least squares method
2
Schätzung
2
Statistical method
2
Statistische Methode
2
USA
2
United States
2
ARMA
1
Aggregation
1
Analysis of variance
1
Correlation
1
EGARCH
1
Final equation representation
1
Forecasting model
1
Korrelation
1
Long memory
1
more ...
less ...
Type of publication
All
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
4
Author
All
Hecq, Alain W. J.
Francq, Christian
Karanasos, Menelaos
Chan, Joshua
5
Chan, Joshua C. C.
4
Koopman, Siem Jan
4
Sibbertsen, Philipp
4
Zhang, Bo
4
Österholm, Pär
4
Beechey, Meredith Jane
3
Cross, Jamie
3
Liesenfeld, Roman
3
McAleer, Michael
3
Rodriguez, Gabriel
3
Taylor, Robert
3
Ubukata, Masato
3
Watanabe, Toshiaki
3
Baillie, Richard
2
Breitung, Jörg
2
Caporale, Guglielmo Maria
2
Carnero, M. Angeles
2
Cavaliere, Giuseppe
2
Cho, Dooyeon
2
Dufrénot, Gilles
2
Fantazzini, Dean
2
Gandali Alikhani, Nadiya
2
Golosnoy, Vasyl
2
Gribisch, Bastian
2
Guégan, Dominique
2
Hafner, Christian M.
2
Laurent, Sébastien
2
Li, Handong
2
Lieberman, Offer
2
Naderi, Esmaeil
2
Neely, Christopher J.
2
Neusser, Klaus
2
Nielsen, Morten Ørregaard
2
Ojeda Cunya, Junior Alex
2
Ooms, Marius
2
Palm, Franz C.
2
Phillips, Peter C. B.
2
more ...
less ...
Published in...
All
Discussion papers in economics
2
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the univariate representation of BEKK models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2012
Persistent link: https://www.econbiz.de/10009515469
Saved in:
2
On the univariate representation of multivariate volatility models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2011
Persistent link: https://www.econbiz.de/10008840656
Saved in:
3
Cross sectional aggregation and persistence in conditional variance
Karanasos, Menelaos
;
Psaradakis, Zacharias G.
;
Sola, Martin
-
2000
Persistent link: https://www.econbiz.de/10001488560
Saved in:
4
Modelling volatility persistence : some new results on the component - GARCH model
Karanasos, Menelaos
-
2000
Persistent link: https://www.econbiz.de/10001488566
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->