//--> //--> //--> //-->
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:"McAleer, Michael"
~person:"Peel, David"
~person:"Schmidt, Peter"
~subject:"Estimation theory"
~subject:"Time varying parameters"
~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:"Theory"
Narrow search
Delete all filters
| 15 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Estimation theory
Time varying parameters
Volatility
Theorie
54
Theory
54
Time series analysis
20
Schätztheorie
14
Stochastic process
8
Stochastischer Prozess
8
Volatilität
8
ARCH model
4
ARCH-Modell
4
Einheitswurzeltest
4
Estimation
4
Schätzung
4
Unit root test
4
Financial market
3
Finanzmarkt
3
Method of moments
3
Momentenmethode
3
Nichtlineare Regression
3
Nonlinear regression
3
Statistical theory
3
Statistische Methodenlehre
3
Asymmetry
2
Autocorrelation
2
Autokorrelation
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Börsenkurs
2
Forecasting model
2
Kaufkraftparität
2
Multivariate Analyse
2
Multivariate analysis
2
Probability theory
2
Prognoseverfahren
2
Purchasing power parity
2
Rational expectations
2
Rationale Erwartung
2
Risiko
2
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
34
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
34
Aufsatz in Zeitschrift
34
Arbeitspapier
2
Bibliografie enthalten
2
Bibliography included
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
36
Author
All
Newbold, Paul
Choi, In
Ghose, Devajyoti
McAleer, Michael
Peel, David
Schmidt, Peter
Steel, Mark F. J.
18
Franses, Philip Hans
16
Werker, Bas J. M.
15
Chan, Joshua
14
Drost, Feike C.
10
Giles, David E. A.
9
Nijman, Theodore E.
9
Krämer, Walter
8
Li, Qi
8
Osiewalski, Jacek
8
Taylor, Robert
8
Verbeek, Marno
8
Hassler, Uwe
7
Kapetanios, George
7
Koopman, Siem Jan
7
Lee, Junsoo
7
Phillips, Peter C. B.
7
Soest, Arthur van
7
Spanos, Aris
7
Ullah, Aman
7
Wooldridge, Jeffrey M.
7
Akker, Ramon van den
6
Fernández, Carmen
6
Hecq, Alain W. J.
6
King, Maxwell L.
6
Kleijnen, Jack P. C.
6
Koop, Gary
6
Andreou, Elena
5
Baillie, Richard
5
Baltagi, Badi H.
5
Bera, Anil K.
5
Bierens, Herman J.
5
Godfrey, L. G.
5
Groenendaal, Willem J. van
5
Hahn, Jinyong
5
Kuan, Chung-ming
5
Lee, Myoung-jae
5
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
15
Working paper
15
Econometric Institute research papers
11
Discussion paper / Tinbergen Institute
9
Econometric theory
7
Applied economics
6
Oxford bulletin of economics and statistics
6
Working papers in quantitative economics and econometrics
6
Discussion paper / Institute of Social and Economic Research
5
Journal of economic surveys
5
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Economic research paper / Loughborough University, Department of Economics
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
International economic review
3
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of productivity analysis
3
The econometrics journal
3
Working papers in economics and econometrics
3
Contributions to financial econometrics : theoretical and practical issues
2
Discussion papers / Institute of Social and Economic Research
2
Journal of economic dynamics & control
2
Journal of macroeconomics
2
Testing integration and cointegration
2
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
2
The Japanese economic review : the journal of the Japanese Economic Association
2
The review of economics and statistics
2
Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
2
A companion to economic forecasting
1
An Elgar reference collection
1
Applied quantitative finance : theory and computational tools
1
DAE working paper
1
Discussion papers in economics / School of Economics
1
Discussion papers of interdisciplinary research project 373
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics : open access journal
1
Economic research reports
1
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
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:
3
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:
4
Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Economics letters
132
(
2015
),
pp. 13-17
Persistent link: https://www.econbiz.de/10011422757
Saved in:
5
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:
6
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
7
Structure and asymptotic theory for multivariate asymmetric conditional volatility
McAleer, Michael
;
Hoti, Suhejla
;
Chan, Felix
- In:
Econometric reviews
28
(
2009
)
5
,
pp. 422-440
Persistent link: https://www.econbiz.de/10003873066
Saved in:
8
Realized volatility : a review
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 10-45
Persistent link: https://www.econbiz.de/10003761211
Saved in:
9
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation
Payá, Ivan
;
Peel, David
- In:
Economics letters
90
(
2006
)
2
,
pp. 272-277
Persistent link: https://www.econbiz.de/10003276066
Saved in:
10
Multivariate stochastic volatility : a review
Asai, Manabu
;
McAleer, Michael
;
Yu, Jun
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 145-175
Persistent link: https://www.econbiz.de/10003355704
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->