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subject:"Schätztheorie"
~isPartOf:"Economics letters"
~isPartOf:"Journal of applied econometrics"
~person:"Dufour, Jean-Marie"
~person:"Franses, Philip Hans"
~subject:"ARCH-Modell"
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Schätztheorie
ARCH-Modell
Theorie
21
Theory
21
Time series analysis
12
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12
Saisonale Schwankungen
5
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5
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3
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3
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6
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Dufour, Jean-Marie
Franses, Philip Hans
Giles, David E. A.
8
Li, Qi
6
Pesaran, M. Hashem
6
Krämer, Walter
5
Kuan, Chung-ming
5
Lee, Myoung-jae
5
McAleer, Michael
5
Phillips, Garry D. A.
5
Tran-van-Hoa
5
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5
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4
Deb, Partha
4
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4
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4
Lahiri, Kajal
4
Ullah, Aman
4
Abeysinghe, Tilak
3
Cribari-Neto, Francisco
3
Dolado, Juan J.
3
Elder, John
3
Godfrey, L. G.
3
Gonzalo, Jesús
3
Gurmu, Shiferaw
3
Hall, Alastair R.
3
Jaggia, Sanjiv
3
Kalirajan, Kaliappa
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3
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3
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3
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3
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3
Rayner, Robert K.
3
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3
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3
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Economics letters
Journal of applied econometrics
Report / Econometric Institute, Erasmus University Rotterdam
15
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
8
Discussion paper / Tinbergen Institute
6
Cahier / Département de Sciences Économiques, Université de Montréal
5
Discussion paper / Tinbergen Institute / Tinbergen Institute
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of econometrics
4
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3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Report / Erasmus Center for Financial Research, Erasmus University
3
Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
3
Discussion paper / Deutsche Bundesbank
2
Econometric analysis of financial and economic time series ; part a
2
Econometric theory
2
International economic review
2
Oxford bulletin of economics and statistics
2
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
2
The review of economics and statistics
2
Cahier / Départment de Sciences Économiques, Université de Montréal
1
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1
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1
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1
Econometric reviews
1
Empirische Makroökonomik für Deutschland: Analysen, Prognosen, Politikberatung : Festschrift zum 65. Geburtstag von Udo Ludwig
1
International journal of forecasting
1
Nonparametric dynamic modelling
1
Rotterdams Instituut voor Bedrijfseconomische Studies
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
TRACE discussion papers / Tinbergen Institute
1
Testing integration and cointegration
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ECONIS (ZBW)
6
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1
Multivariate residual-based finite-sample tests for serial depenedence and ARCH effects with applications to asset pricing models
Dufour, Jean-Marie
;
Khalaf, Lynda
;
Beaulieu, Marie-Claude
- In:
Journal of applied econometrics
25
(
2010
)
2
,
pp. 263-285
Persistent link: https://www.econbiz.de/10008667604
Saved in:
2
Special issue Modelling and forecasting financial volatility
Franses, Philip Hans
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001709308
Saved in:
3
Modelling and forecasting level shifts in absolute returns
Franses, Philip Hans
;
Leij, Marco van der
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 601-616
Persistent link: https://www.econbiz.de/10001709318
Saved in:
4
Testing for ARCH in the presence of addiative outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
Saved in:
5
Model adequacy and influential observations
Franses, Philip Hans
- In:
Economics letters
38
(
1992
)
2
,
pp. 133-137
Persistent link: https://www.econbiz.de/10001122963
Saved in:
6
On the lack of invariance of some asymptotic tests to rescaling
Dagenais, Marcel G.
- In:
Economics letters
38
(
1992
)
3
,
pp. 251-257
Persistent link: https://www.econbiz.de/10001123561
Saved in:
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