//--> //--> //--> //-->
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:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Econometric reviews"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Harvey, David I."
~person:"Kapetanios, George"
~person:"McAleer, Michael"
~person:"Schmidt, Peter"
~subject:"ARCH-Modell"
~subject:"Time varying parameters"
~type:"article"
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:"Theory"
Narrow search
Delete all filters
| 16 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
ARCH-Modell
Time varying parameters
Theorie
57
Theory
57
Time series analysis
22
Estimation theory
11
Schätztheorie
11
Volatility
11
Volatilität
11
Estimation
9
Schätzung
9
Stochastic process
9
Stochastischer Prozess
9
Börsenkurs
8
Einheitswurzeltest
8
Share price
8
Unit root test
8
ARCH model
5
Bubbles
5
Explosive autoregression
5
Financial market
5
Finanzmarkt
5
Spekulationsblase
5
Autocorrelation
3
Autokorrelation
3
Kleinste-Quadrate-Methode
3
Least squares method
3
Method of moments
3
Momentenmethode
3
Statistical test
3
Statistical theory
3
Statistische Methodenlehre
3
Statistischer Test
3
Asymmetry
2
Bayes-Statistik
2
Bayesian inference
2
Break date estimation
2
Capital income
2
Cointegration
2
Econometric model
2
more ...
less ...
Online availability
All
Undetermined
8
Type of publication
All
Article
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
27
Aufsatz in Zeitschrift
27
Language
All
English
27
Author
All
Newbold, Paul
Choi, In
Ghose, Devajyoti
Harvey, David I.
Kapetanios, George
McAleer, Michael
Schmidt, Peter
Franses, Philip Hans
13
Phillips, Peter C. B.
7
Taylor, Robert
7
Hecq, Alain W. J.
6
Spanos, Aris
6
Hassler, Uwe
5
Kilian, Lutz
5
Lee, Junsoo
5
Psaradakis, Zacharias G.
5
Andreou, Elena
4
Herwartz, Helmut
4
Iglesias, Emma M.
4
Leybourne, Stephen James
4
Peel, David
4
Shin, Yongcheol
4
Sibbertsen, Philipp
4
Bewley, Ronald A.
3
Caporin, Massimiliano
3
Chen, Zhanshou
3
Dimitrakopoulos, Stefanos
3
Eroğlu, Burak Alparslan
3
Gonzalo, Jesús
3
Granger, C. W. J.
3
Hafner, Christian M.
3
Lee, Hahn-shik
3
Lee, Oesook
3
Lütkepohl, Helmut
3
Maasoumi, Esfandiar
3
Massacci, Daniele
3
Montañés, Antonio
3
Phillips, Garry D. A.
3
Proietti, Tommaso
3
Swanson, Norman R.
3
Teräsvirta, Timo
3
more ...
less ...
Published in...
All
CAMA working paper series
Discussion paper / Center for Economic Research, Tilburg University
Econometric reviews
Economics letters
Journal of empirical finance
Journal of econometrics
13
Econometric theory
6
Journal of economic surveys
5
Applied economics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
The econometrics journal
4
Journal of applied econometrics
3
Journal of economic dynamics & control
3
Oxford bulletin of economics and statistics
3
Contributions to financial econometrics : theoretical and practical issues
2
International journal of forecasting
2
Journal of forecasting
2
A companion to economic forecasting
1
Applied financial economics
1
Applied quantitative finance : theory and computational tools
1
Econometrics : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
Finance research letters
1
International economic review
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of macroeconomics
1
Journal of monetary economics
1
Journal of the Royal Statistical Society
1
Journal of time series econometrics
1
Papers in efficiency, effectiveness and international competitiveness
1
Practical issues in cointegration analysis
1
Review of quantitative finance and accounting
1
Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
27
Showing
1
-
10
of
27
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time-varying cointegration with an application to the UK Great Ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
- In:
Economics letters
193
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012509073
Saved in:
2
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
3
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
4
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
5
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Saved in:
6
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
7
Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
38
(
2016
),
pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
Saved in:
8
A time varying DSGE model with financial frictions
Galvão, Ana Beatriz C.
;
Giraitis, Liudas
;
Kapetanios, …
- In:
Journal of empirical finance
38
(
2016
),
pp. 690-716
Persistent link: https://www.econbiz.de/10011663775
Saved in:
9
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
10
A note on the size of the KPSS unit root test
Su, Jen-je
;
Amsler, Christine Elaine
;
Schmidt, Peter
- In:
Economics letters
117
(
2012
)
3
,
pp. 697-699
Persistent link: https://www.econbiz.de/10009680830
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->