//--> //--> //-->
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:"The econometrics journal"
~person:"Bauwens, Luc"
~person:"Caporale, Guglielmo Maria"
~person:"Hallin, Marc"
~subject:"Schätztheorie"
~subject:"Stochastischer Prozess"
~subject:"Volatilität"
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
| 9 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Schätztheorie
Stochastischer Prozess
Volatilität
Theorie
7
Theory
7
ARCH model
3
ARCH-Modell
3
Bayes-Statistik
3
Bayesian inference
3
Einheitswurzeltest
3
Unit root test
3
Structural break
2
Strukturbruch
2
Time series analysis
2
1986-1996
1
Aktienindex
1
Belgien
1
Belgium
1
Block structure
1
Business cycle
1
Dynamic factor models
1
Dynamische Wirtschaftstheorie
1
Econometrics
1
Economic dynamics
1
Factor analysis
1
Faktorenanalyse
1
Heteroscedasticity
1
Heteroskedastizität
1
Induktive Statistik
1
Konjunktur
1
Markov chain
1
Markov-Kette
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Risikomaß
1
Risk measure
1
Schock
1
Shock
1
Statistical inference
1
Stock index
1
Volatility
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Newbold, Paul
Bauwens, Luc
Caporale, Guglielmo Maria
Hallin, Marc
Perron, Pierre
4
Taylor, Robert
3
Clements, Michael P.
2
Hausman, Jerry A.
2
Koopman, Siem Jan
2
Larsson, Rolf
2
Leybourne, Stephen James
2
Meyer, Renate
2
Nielsen, Bent
2
Phillips, Peter C. B.
2
Saikkonen, Pentti
2
Shephard, Neil G.
2
Yu, Jun
2
Abrevaya, Jason
1
Asai, Manabu
1
Astill, S.
1
Bai, Jushan
1
Bailey, Ralph W.
1
Baltagi, Badi H.
1
Bardsley, Patrick
1
Barigozzi, Matteo
1
Baruník, Jozef
1
Berg, Andreas
1
Bhargava, Alok
1
Born, Benjamin
1
Bravo, Francesco
1
Breitung, Jörg
1
Breslaw, Jon A.
1
Brown, Bryan W.
1
Cai, Zongwu
1
Calzolari, Giorgio
1
Casoli, Chiara
1
Chang, Yoosoon
1
Choi, In
1
Cipollini, Fabrizio
1
Danilov, Dmitry L.
1
Deng, Ai
1
Di Iorio, Francesca
1
Dietrich, Franz K.
1
Doornik, Jurgen A.
1
more ...
less ...
Published in...
All
The econometrics journal
ECARES working paper
21
CESifo working papers
19
Discussion paper / Centre for Economic Forecasting
17
Economics and finance working paper series
16
CORE discussion paper : DP
13
Journal of econometrics
11
CORE discussion papers : DP
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
Applied economics
4
Economics letters
4
Oxford bulletin of economics and statistics
4
Applied economics letters
3
CESifo Working Paper
3
Discussion paper / Center for Economic Research, Tilburg University
3
Discussion papers / UCL, Département des Sciences Economiques
3
Econometric theory
3
Economic modelling
3
Economic research paper / Loughborough University, Department of Economics
3
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
3
Journal of forecasting
3
Annales d'économie et de statistique
2
CESifo Working Paper Series
2
CREATES research paper
2
DIW Berlin Discussion Paper
2
Discussion paper / Centre for Economic Policy Research
2
Journal of international money and finance
2
Journal of the American Statistical Association : JASA
2
Wiley handbooks in financial engineering and econometrics
2
A companion to economic forecasting
1
Advanced texts in econometrics
1
Advances in econometrics
1
An Elgar reference collection
1
Annals of economics and statistics
1
Applied financial economics
1
Applied financial economics letters
1
Bayesian methods applied to time series data
1
CIRANO - Scientific Publication
1
CIRANO - Scientific Publications
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Generalized dynamic factor models and volatilities : recovering the market volatility shocks
Barigozzi, Matteo
;
Hallin, Marc
- In:
The econometrics journal
19
(
2016
)
1
,
pp. 33-60
Persistent link: https://www.econbiz.de/10011487491
Saved in:
2
Tests for a change in persistence against the null of difference-stationarity
Leybourne, Stephen James
;
Kim, Tae-hwan
;
Smith, Vanessa
; …
- In:
The econometrics journal
6
(
2003
)
2
,
pp. 291-311
Persistent link: https://www.econbiz.de/10001831250
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->