//--> //--> //--> //-->
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 financial economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Working paper series"
~subject:"ARCH-Modell"
~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:"Trend-cycle estimation"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Time series analysis
745
Zeitreihenanalyse
745
Theorie
353
Theory
353
Estimation theory
308
Schätztheorie
308
Estimation
141
Schätzung
140
Volatility
114
Volatilität
114
Forecasting model
101
Prognoseverfahren
101
Nichtparametrisches Verfahren
80
Nonparametric statistics
80
Stochastic process
72
Stochastischer Prozess
72
Statistical test
64
Statistischer Test
64
Cointegration
62
Kointegration
61
Börsenkurs
56
Share price
56
ARCH model
52
Capital income
51
Kapitaleinkommen
51
Regression analysis
51
Regressionsanalyse
51
VAR model
51
VAR-Modell
51
Einheitswurzeltest
50
Unit root test
50
Factor analysis
48
Faktorenanalyse
48
Panel
41
Panel study
41
Autocorrelation
38
Autokorrelation
38
USA
38
United States
38
more ...
less ...
Online availability
All
Undetermined
28
Type of publication
All
Article
52
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
52
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
52
Author
All
Francq, Christian
5
Hallin, Marc
3
Kim, Donggyu
3
Li, Guodong
3
Zakoïan, Jean-Michel
3
Barigozzi, Matteo
2
Blasques, F.
2
Li, Wai Keung
2
Teräsvirta, Timo
2
Wang, Yazhen
2
Zhu, Ke
2
Ajmi, Ahdi Noomen
1
Akgül, Işıl
1
Aknouche, Abdelhakim
1
Andreou, Elena
1
Bai, Jushan
1
Baillie, Richard
1
Bauwens, Luc
1
Bollerslev, Tim
1
Brüggemann, Ralf
1
Cerovecki, Clément
1
Chen, Xiaohong
1
Clements, Adam
1
Collet, Jérôme
1
Conrad, Christian
1
Davidson, James E. H.
1
Davis, Richard A.
1
Dhaene, Geert
1
Dijk, Dick van
1
Drees, Holger
1
Dufays, Arnaud
1
Duong, Diep
1
Ergemen, Yunus Emre
1
Fan, Jianqing
1
Garg, S.
1
Gonçalves, Sílvia
1
Gorgi, P.
1
Gupta, Rangan
1
Hafner, Christian M.
1
Hamori, Shigeyuki
1
more ...
less ...
Published in...
All
Applied financial economics
Journal of econometrics
Working paper series
Journal of empirical finance
37
Economic modelling
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
International journal of forecasting
30
Energy economics
29
Finance research letters
28
Applied economics
27
Economics letters
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
The North American journal of economics and finance : a journal of financial economics studies
21
International review of financial analysis
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Journal of forecasting
18
Journal of risk and financial management : JRFM
17
Research in international business and finance
16
Econometric reviews
15
International review of economics & finance : IREF
15
Journal of banking & finance
14
International Journal of Energy Economics and Policy : IJEEP
13
Journal of time series econometrics
13
The econometrics journal
13
Econometrics : open access journal
12
International journal of economics and financial issues : IJEFI
12
Journal of financial econometrics
12
Computational economics
11
Journal of international financial markets, institutions & money
11
Journal of risk
11
Econometric theory
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International journal of economics and finance
9
International journal of finance & economics : IJFE
8
The European journal of finance
8
Applied economics letters
7
CBN journal of applied statistics
7
Journal of economic dynamics & control
7
Journal of economic surveys
7
Journal of economics and finance
7
Quantitative finance
7
more ...
less ...
Source
All
ECONIS (ZBW)
52
Showing
1
-
10
of
52
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
2
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
3
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
4
Quasi score-driven models
Blasques, F.
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10014364807
Saved in:
5
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
6
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:
7
Volatility of volatility : estimation and tests based on noisy high frequency data with jumps
Li, Yingying
;
Liu, Guangying
;
Zhang, Zhiyuan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 422-451
Persistent link: https://www.econbiz.de/10013441895
Saved in:
8
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 484-501
Persistent link: https://www.econbiz.de/10012619712
Saved in:
9
Adaptive inference for a semiparametric generalized autoregressive conditional heteroskedasticity model
Jiang, Feiyu
;
Li, Dong
;
Zhu, Ke
- In:
Journal of econometrics
224
(
2021
)
2
,
pp. 306-329
Persistent link: https://www.econbiz.de/10013275393
Saved in:
10
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->