//--> //--> //-->
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
subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~person:"Harvey, Andrew C."
~subject:"Heteroskedastizität"
~subject:"Schätzung"
~subject:"Statistische Verteilung"
~type_genre:"Aufsatz in Zeitschrift"
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
| 8 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Zeitreihenanalyse
Heteroskedastizität
Schätzung
Statistische Verteilung
Theorie
3
Theory
3
Estimation
2
Estimation theory
2
Exchange rate
2
Schätztheorie
2
Volatility
2
Volatilität
2
Wechselkurs
2
ARCH model
1
ARCH-Modell
1
GB2 distribution
1
Geldtheorie
1
Großbritannien
1
HAR model
1
Heteroscedasticity
1
Kapitaleinkommen
1
Monetary theory
1
Statistical distribution
1
Time series analysis
1
USA
1
United Kingdom
1
United States
1
Volatility at risk
1
Weekly volatility pattern
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
3
Language
All
English
3
Author
All
Harvey, Andrew C.
Phillips, Peter C. B.
17
Koop, Gary
11
Swanson, Norman R.
9
Steel, Mark F. J.
7
Yu, Jun
7
Mariano, Roberto S.
6
Pesaran, M. Hashem
6
Taylor, Robert
6
Teräsvirta, Timo
6
Xiao, Zhijie
6
Aït-Sahalia, Yacine
5
Chen, Xiaohong
5
Corradi, Valentina
5
Diebold, Francis X.
5
Gonzalo, Jesús
5
Hallin, Marc
5
Hong, Yongmiao
5
Linton, Oliver
5
McAleer, Michael
5
Park, Joon Y.
5
Timmermann, Allan
5
Todorov, Viktor
5
Bai, Jushan
4
Barigozzi, Matteo
4
Breitung, Jörg
4
Chen, Rong
4
Fan, Yanqin
4
Granger, C. W. J.
4
Hansen, Lars Peter
4
Herwartz, Helmut
4
Liao, Yuan
4
Lütkepohl, Helmut
4
Perron, Benoit
4
Renault, Eric
4
Robinson, Peter M.
4
Shin, Yongcheol
4
Velasco, Carlos
4
Zakoïan, Jean-Michel
4
Abadir, Karim Maher
3
Asai, Manabu
3
more ...
less ...
Published in...
All
Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of applied econometrics
2
The economic journal : the journal of the Royal Economic Society
2
Advances in econometrics
1
Cambridge working papers in economics
1
Econometric theory
1
Economic time series with random walk and other nonstationary components
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of economic dynamics & control
1
Journal of economic literature
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
On modelling the long run in applied economics
1
The econometrics journal
1
The review of economic studies
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
2
Testing for a slowly changing level with special reference to stochastic volatility
Harvey, Andrew C.
- In:
Journal of econometrics
87
(
1998
)
1
,
pp. 167-189
Persistent link: https://www.econbiz.de/10001248302
Saved in:
3
Estimating integrated higher-order continuous time autoregressions with an application to money-income causality
Harvey, Andrew C.
- In:
Journal of econometrics
42
(
1989
)
3
,
pp. 319-336
Persistent link: https://www.econbiz.de/10001072251
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->