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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~person:"Ashley, Richard A."
~person:"Bollerslev, Tim"
~person:"Buncic, Daniel"
~person:"Cavaliere, Giuseppe"
~person:"Ghose, Devajyoti"
~person:"Jawadi, Fredj"
~person:"Kapetanios, George"
~person:"Yu, Jun"
~subject:"ARCH-Modell"
~subject:"Financial frictions"
~subject:"Financial market"
~subject:"Kapitaleinkommen"
~subject:"Panel"
~subject:"Stochastischer Prozess"
~subject:"Time varying parameters"
~type:"article"
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Zeitreihenanalyse
ARCH-Modell
Financial frictions
Financial market
Kapitaleinkommen
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Stochastischer Prozess
Time varying parameters
Theorie
222
Theory
222
Time series analysis
78
Volatility
51
Volatilität
51
Estimation
36
Schätzung
36
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33
Prognoseverfahren
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11
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169
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122
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4
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128
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Newbold, Paul
Ashley, Richard A.
Bollerslev, Tim
Buncic, Daniel
Cavaliere, Giuseppe
Ghose, Devajyoti
Jawadi, Fredj
Kapetanios, George
Yu, Jun
Phillips, Peter C. B.
74
Franses, Philip Hans
61
Gil-Alaña, Luis A.
46
McAleer, Michael
40
Pesaran, M. Hashem
40
Gupta, Rangan
36
Baltagi, Badi H.
35
Escudero, Laureano F.
35
Ghysels, Eric
33
Taylor, Robert
33
Koopman, Siem Jan
32
Leybourne, Stephen James
30
Lütkepohl, Helmut
30
Perron, Pierre
30
Engle, Robert F.
29
Granger, C. W. J.
29
Herwartz, Helmut
29
Timmermann, Allan
29
Caporale, Guglielmo Maria
28
Koop, Gary
28
Fabozzi, Frank J.
27
Harvey, Andrew C.
26
Mills, Terence C.
26
Teräsvirta, Timo
26
Hong, Yongmiao
25
Diebold, Francis X.
24
Hecq, Alain W. J.
24
Hendry, David F.
24
Satchell, Stephen
23
Schmidt, Peter
23
Campbell, John Y.
22
Hassler, Uwe
22
Linton, Oliver
22
Westerlund, Joakim
22
Gendreau, Michel
21
Wong, Wing Keung
21
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Journal of econometrics
20
Econometric reviews
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Econometric theory
6
Economics letters
6
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6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
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4
Journal of economic dynamics & control
4
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4
The econometrics journal
4
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2
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Oxford bulletin of economics and statistics
2
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2
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2
A companion to economic forecasting
1
Advances in mathematical programming and financial planning : a research annual
1
Annals of economics and finance
1
Annals of operations research ; volume 274, numbers 1/2 (March 2019)
1
Asia-Pacific financial markets
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Computational economics
1
Decision making and risk/return optimization in financial economics
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Estudios de economÃa aplicada : revista promovida por Asepelt, Asociación de EconomÃa Aplicada
1
Finance research letters
1
Financial markets and asset pricing
1
Handbook of econometrics ; Vol. 4
1
Handbook of economic forecasting ; Vol. 1
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International review of economics & finance : IREF
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
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ECONIS (ZBW)
128
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91
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:
92
How great are the great ratios?
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
- In:
Applied economics
35
(
2003
)
2
,
pp. 163-177
Persistent link: https://www.econbiz.de/10001726084
Saved in:
93
Threshold models for trended time series
Kapetanios, George
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 687-707
Persistent link: https://www.econbiz.de/10001798158
Saved in:
94
Spurious rejections by cointegration tests induced by structural breaks
Leybourne, Stephen James
;
Newbold, Paul
- In:
Applied economics
35
(
2003
)
9
,
pp. 1117-1121
Persistent link: https://www.econbiz.de/10001761588
Saved in:
95
Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the Euro) : the GARCH-NIG model
Forsberg, Lars
;
Bollerslev, Tim
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 535-548
Persistent link: https://www.econbiz.de/10001709314
Saved in:
96
Empirical characteristic function in time series estimation
Knight, John L.
;
Yu, Jun
- In:
Econometric theory
18
(
2002
)
3
,
pp. 691-721
Persistent link: https://www.econbiz.de/10001673452
Saved in:
97
Forecast combination and encompassing
Newbold, Paul
;
Harvey, David I.
- In:
A companion to economic forecasting
,
(pp. 268-283)
.
2002
Persistent link: https://www.econbiz.de/10001893136
Saved in:
98
A Gaussian approach for continous time models of the short-term interest rate
Yu, Jun
;
Phillips, Peter C. B.
- In:
The econometrics journal
4
(
2001
)
4
,
pp. 210-224
Persistent link: https://www.econbiz.de/10001651353
Saved in:
99
High-frequency data, frequency domain inference, and volatility forecasting
Bollerslev, Tim
;
Wright, Jonathan H.
- In:
The review of economics and statistics
83
(
2001
)
4
,
pp. 596-602
Persistent link: https://www.econbiz.de/10001627219
Saved in:
100
Financial econometrics: past developments and future challenges
Bollerslev, Tim
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 41-51
Persistent link: https://www.econbiz.de/10001546139
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