//--> //--> //-->
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
type_genre:"Collection of articles of several authors"
~person:"Amado, Cristina"
~person:"Li, Guodong"
~subject:"ARCH model"
~type_genre:"Article in journal"
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:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Estimation theory
12
Schätztheorie
12
ARCH-Modell
8
Time series analysis
7
Zeitreihenanalyse
7
Volatility
5
Volatilität
5
Estimation
4
Schätzung
4
Nichtlineare Regression
3
Nonlinear regression
3
Regression analysis
3
Regressionsanalyse
3
Autocorrelation
2
Autokorrelation
2
Capital income
2
Conditional heteroskedasticity
2
Kapitaleinkommen
2
Panel
2
Panel study
2
Statistical distribution
2
Statistical test
2
Statistische Verteilung
2
Statistischer Test
2
Stochastic process
2
Stochastischer Prozess
2
Time-varying unconditional variance
2
ARCH(∞)
1
Asymmetric power GARCH
1
Asymmetry testing
1
Börsenkurs
1
Communication efficiency
1
Conditional quantile estimation
1
Distributed system
1
Efficiency
1
Effizienz
1
Einheitswurzeltest
1
Estimation of moment
1
Forecasting
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Collection of articles of several authors
Article in journal
Aufsatz in Zeitschrift
8
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
8
Author
All
Amado, Cristina
Li, Guodong
Francq, Christian
18
Zakoïan, Jean-Michel
14
Kumar, Dilip
12
Rahbek, Anders
8
Teräsvirta, Timo
8
Ardia, David
6
Ling, Shiqing
6
Maheswaran, S.
6
Bauwens, Luc
5
Hafner, Christian M.
5
Horváth, Lajos
5
Linton, Oliver
5
McAleer, Michael
5
Sucarrat, Genaro
5
Zhu, Ke
5
Arvanitis, Stelios
4
Carnero, M. Angeles
4
Kim, Jong-Min
4
Li, Dong
4
Li, Wai Keung
4
Paolella, Marc S.
4
Pedersen, Rasmus Søndergaard
4
Silvennoinen, Annastiina
4
Zhang, Rongmao
4
Asai, Manabu
3
Blazsek, Szabolcs
3
Chan, Ngai Hang
3
Elliott, Robert J.
3
Engle, Robert F.
3
Escribano, Álvaro
3
Feng, Yuanhua
3
Iglesias, Emma M.
3
Jensen, Søren Tolver
3
Jondeau, Eric
3
Jung, Hojin
3
Kim, Donggyu
3
Kokoszka, Piotr
3
Kristensen, Dennis
3
more ...
less ...
Published in...
All
Journal of econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Econometric reviews
1
Econometric theory
1
Journal of empirical finance
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Hybrid quantile estimation for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
Saved in:
2
Linear double autoregression
Zhu, Qianqian
;
Zheng, Yao
;
Li, Guodong
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 162-174
Persistent link: https://www.econbiz.de/10012116135
Saved in:
3
Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
Saved in:
4
A new hyperbolic GARCH model
Li, Muyi
;
Li, Wai Keung
;
Li, Guodong
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 428-436
Persistent link: https://www.econbiz.de/10011504608
Saved in:
5
Modelling changes in the unconditional variance of long stock return series
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of empirical finance
25
(
2014
),
pp. 15-35
Persistent link: https://www.econbiz.de/10010462094
Saved in:
6
Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of business & economic statistics : JBES ; a …
32
(
2014
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10010380478
Saved in:
7
Score tests for hyperbolic GARCH models
Li, Muyi
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 579-586
Persistent link: https://www.econbiz.de/10009355588
Saved in:
8
Least absolute deviation estimation for unit root processes with GARCH errors
Li, Guodong
;
Li, Wai Keung
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1208-1227
Persistent link: https://www.econbiz.de/10003885748
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->