//--> //--> //--> //-->
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
~isPartOf:"Applied economics"
~isPartOf:"Applied financial economics"
~isPartOf:"Working paper series"
~subject:"ARCH-Modell"
~subject:"Großbritannien"
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:"Trend-cycle estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Großbritannien
Time series analysis
463
Zeitreihenanalyse
463
Theorie
162
Theory
162
Estimation
137
Schätzung
137
Forecasting model
83
Prognoseverfahren
83
Estimation theory
64
Schätztheorie
64
USA
61
United States
61
Volatility
49
Volatilität
49
ARCH model
44
Structural break
44
Strukturbruch
44
Cointegration
43
Kointegration
43
Einheitswurzeltest
40
Unit root test
40
Capital income
36
Kapitaleinkommen
36
Börsenkurs
32
Share price
32
Business cycle
30
Konjunktur
30
Exchange rate
29
Wechselkurs
29
United Kingdom
28
Inflation
27
Aktienmarkt
26
Stock market
26
VAR model
22
VAR-Modell
22
National income
21
Nationaleinkommen
21
State space model
20
more ...
less ...
Online availability
All
Undetermined
26
Free
8
Type of publication
All
Article
64
Book / Working Paper
7
Type of publication (narrower categories)
All
Article in journal
64
Aufsatz in Zeitschrift
64
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Language
All
English
71
Author
All
Gil-Alaña, Luis A.
5
Peel, David
4
Blazsek, Szabolcs
3
Gupta, Rangan
3
Kim, Jong-Min
3
Speight, Alan E. H.
3
Hwang, Sun Young
2
Jawadi, Fredj
2
Licht, Adrian
2
Abuzayed, Bana
1
Ajmi, Ahdi Noomen
1
Akgül, Işıl
1
Al-Fayoumi, Nedal
1
Albulescu, Claudiu Tiberiu
1
Allen, David E.
1
Aubin, Christian
1
Ayala, Astrid Loretta
1
Bampinas, Georgios
1
Barros, Carlos Pestana
1
Boyd, Roy
1
Brüggemann, Ralf
1
Canarella, Giorgio
1
Canepa, Alessandra
1
Caporin, Massimiliano
1
Chambers, Marcus J.
1
Chandrashekhar, G. R.
1
Charbonneau, Alain
1
Charfeddine, Lanouar
1
Chatzikonstanti, Vasiliki
1
Cheffou, Abdoulkarim Idi
1
Chen, Xiaohong
1
Cheng, Jen-chi
1
Choo, Wei Chong
1
Clements, Adam
1
Coleman, Simeon
1
Collet, Jérôme
1
Costola, Michele
1
Cremaschini, Alessandro
1
Delgado, Francisco J.
1
Dijk, Dick van
1
more ...
less ...
Published in...
All
Applied economics
Applied financial economics
Working paper series
Discussion paper / Tinbergen Institute
46
Journal of econometrics
45
Economic modelling
43
Journal of empirical finance
40
International journal of forecasting
39
Economics letters
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
Energy economics
33
Finance research letters
28
Journal of forecasting
28
CREATES research paper
25
Working paper
24
The North American journal of economics and finance : a journal of financial economics studies
22
International review of financial analysis
20
Econometric reviews
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
International review of economics & finance : IREF
17
Journal of international financial markets, institutions & money
17
Journal of risk and financial management : JRFM
17
CESifo working papers
16
Econometric Institute research papers
16
Journal of banking & finance
16
Research in international business and finance
16
The econometrics journal
15
International Journal of Energy Economics and Policy : IJEEP
14
Econometrics : open access journal
13
International journal of finance & economics : IJFE
13
Journal of financial econometrics
13
Journal of time series econometrics
13
Applied economics letters
12
Computational economics
12
International journal of economics and financial issues : IJEFI
12
Journal of applied econometrics
12
Working papers / Bank of England
12
Discussion paper / Centre for Economic Forecasting
11
Discussion papers of interdisciplinary research project 373
11
more ...
less ...
Source
All
ECONIS (ZBW)
71
Showing
1
-
10
of
71
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the growth rate of superadditive processes and the stability of functional GARCH models
Kandji, Baye Matar
-
2023
Persistent link: https://www.econbiz.de/10014321021
Saved in:
2
Local asymptotic normality of general conditionally heteroskedastic and score-driven time-series models
Francq, Christian
;
Zakoïan, Jean-Michel
-
2022
Persistent link: https://www.econbiz.de/10013162003
Saved in:
3
Ination dynamics and time-varying persistence : the importance of the uncertainty channel
Canepa, Alessandra
-
2022
Persistent link: https://www.econbiz.de/10013366360
Saved in:
4
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
5
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
6
Asset pricing using Block-Cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012543884
Saved in:
7
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
8
Relationship between ETFs and underlying indices : a fractional cointegration approach
Saha, Kunal
;
Madhavan, Vinodh
;
Chandrashekhar, G. R.
- In:
Applied economics
55
(
2023
)
27
,
pp. 3184-3193
Persistent link: https://www.econbiz.de/10014299141
Saved in:
9
On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
Saved in:
10
Efficient estimation of multivariate semi-nonparametric GARCH filtered Copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
-
2020
-
Revised October 9, 2019
Persistent link: https://www.econbiz.de/10015054147
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->