//--> //--> //--> //-->
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"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Time series analysis
813
Zeitreihenanalyse
813
Theorie
386
Theory
386
Estimation theory
336
Schätztheorie
336
Estimation
154
Schätzung
153
Forecasting model
119
Prognoseverfahren
119
Volatility
116
Volatilität
116
Nichtparametrisches Verfahren
85
Nonparametric statistics
85
Stochastic process
75
Stochastischer Prozess
75
Statistical test
69
Statistischer Test
69
Cointegration
68
Kointegration
67
ARCH model
58
VAR model
58
VAR-Modell
58
Börsenkurs
57
Share price
57
Capital income
53
Einheitswurzeltest
53
Kapitaleinkommen
53
Unit root test
53
Regression analysis
52
Regressionsanalyse
52
Factor analysis
50
Faktorenanalyse
50
Panel
42
Panel study
42
Bayes-Statistik
40
Bayesian inference
40
Bootstrap approach
40
Bootstrap-Verfahren
40
more ...
less ...
Online availability
All
Undetermined
28
Free
6
Type of publication
All
Article
52
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
52
Aufsatz in Zeitschrift
52
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
58
Author
All
Francq, Christian
6
Zakoïan, Jean-Michel
4
Hallin, Marc
3
Kim, Donggyu
3
Li, Guodong
3
Barigozzi, Matteo
2
Blasques, F.
2
Brüggemann, Ralf
2
Jentsch, Carsten
2
Li, Wai Keung
2
Teräsvirta, Timo
2
Trenkler, Carsten
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
Canepa, Alessandra
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
more ...
less ...
Published in...
All
Applied financial economics
Journal of econometrics
Working paper series
Discussion paper / Tinbergen Institute
42
Journal of empirical finance
36
Economic modelling
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Energy economics
29
International journal of forecasting
29
Applied economics
27
Economics letters
26
Finance research 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
CREATES research paper
19
International review of financial analysis
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Journal of forecasting
18
Working paper
18
Journal of risk and financial management : JRFM
17
Research in international business and finance
16
Econometric Institute research papers
15
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
CORE discussion papers : DP
8
ECARES working paper
8
International journal of finance & economics : IJFE
8
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
8
more ...
less ...
Source
All
ECONIS (ZBW)
58
Showing
1
-
10
of
58
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
Asset pricing using Block-Cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012543884
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->