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~isPartOf:"Applied financial economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper series"
~subject:"ARCH-Modell"
~subject:"Theory"
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Search: subject_exact:"Trend-cycle estimation"
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ARCH-Modell
Theory
Time series analysis
815
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815
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386
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338
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338
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154
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153
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Phillips, Peter C. B.
15
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8
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8
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7
Francq, Christian
7
Yu, Jun
7
Zakoïan, Jean-Michel
7
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6
Xiao, Zhijie
6
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5
Hong, Yongmiao
5
Teräsvirta, Timo
5
Barigozzi, Matteo
4
Carter, Chris K.
4
Fan, Yanqin
4
Gonzalo, Jesús
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4
Linton, Oliver
4
Lütkepohl, Helmut
4
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4
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4
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4
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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
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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
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3
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3
Fan, Jianqing
3
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3
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3
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3
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3
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Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
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Applied financial economics
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International journal of forecasting
330
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290
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247
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192
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131
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120
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116
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
105
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
98
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80
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79
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76
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74
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71
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71
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60
NBER Working Paper
59
Finance research letters
58
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57
The econometrics journal
55
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55
Oxford bulletin of economics and statistics
54
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53
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51
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49
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47
European journal of operational research : EJOR
47
SFB 649 discussion paper
46
EUI working paper / ECO
44
Discussion paper / Center for Economic Research, Tilburg University
41
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
422
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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
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2
Modelling and forecasting energy market cycles : a generalized smooth transition approach
Canepa, Alessandra
;
Zanetti Chini, Emilio
;
Alqaralleh, …
-
2023
Persistent link: https://www.econbiz.de/10014443885
Saved in:
3
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:
4
Forecasting ination : a GARCH-in-mean-level model with time varying predictability
Canepa, Alessandra
;
Karanasos, Menelaos
; …
-
2022
Persistent link: https://www.econbiz.de/10013366358
Saved in:
5
Ination dynamics and time-varying persistence : the importance of the uncertainty channel
Canepa, Alessandra
-
2022
Persistent link: https://www.econbiz.de/10013366360
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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
Canonical correlation-based model selection for the multilevel factors
Choi, In
;
Lin, Rui
;
Shin, Yongcheol
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10014340924
Saved in:
8
Group fused Lasso for large factor models with multiple structural breaks
Ma, Chenchen
;
Tu, Yundong
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 132-154
Persistent link: https://www.econbiz.de/10014340971
Saved in:
9
Identifying latent factors based on high-frequency data
Sun, Yucheng
;
Xu, Wen
;
Zhang, Chuanhai
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 251-270
Persistent link: https://www.econbiz.de/10014341048
Saved in:
10
Testing for structural changes in large dimensional factor models via discrete Fourier transform
Fu, Zhonghao
;
Hong, Yongmiao
;
Wang, Xia
- In:
Journal of econometrics
233
(
2023
)
1
,
pp. 302-331
Persistent link: https://www.econbiz.de/10014341081
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