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~isPartOf:"Discussion papers in economics"
~isPartOf:"Econometric reviews"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Working paper series / University of Zurich, Department of Economics"
~person:"Ashley, Richard A."
~person:"Cavaliere, Giuseppe"
~person:"Chan, Joshua"
~person:"Engle, Robert F."
~person:"Hodgson, Douglas J."
~person:"Hurvich, Clifford M."
~person:"Lucas, André"
~person:"Proietti, Tommaso"
~person:"Swanson, Norman R."
~person:"Taylor, Robert"
~subject:"Volatility"
~type_genre:"Aufsatz in Zeitschrift"
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Volatility
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59
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59
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27
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14
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14
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10
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Ashley, Richard A.
Cavaliere, Giuseppe
Chan, Joshua
Engle, Robert F.
Hodgson, Douglas J.
Hurvich, Clifford M.
Lucas, André
Proietti, Tommaso
Swanson, Norman R.
Taylor, Robert
McAleer, Michael
8
Asai, Manabu
4
Meddahi, Nour
3
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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2
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1
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1
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1
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1
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Discussion papers in economics
Econometric reviews
Econometric theory
Journal of applied econometrics
Macroeconomic dynamics
Working paper series / University of Zurich, Department of Economics
Journal of econometrics
8
International journal of forecasting
5
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4
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3
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ECONIS (ZBW)
9
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1
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
2
Specification tests for time-varying parameter models with stochastic volatility
Chan, Joshua
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 807-823
Persistent link: https://www.econbiz.de/10012040412
Saved in:
3
Stochastic model specification search for time-varying parameter VARs
Eisenstat, Eric
;
Chan, Joshua
;
Strachan, Rodney W.
- In:
Econometric reviews
35
(
2016
)
8/10
,
pp. 1638-1665
Persistent link: https://www.econbiz.de/10011592382
Saved in:
4
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
5
Bootstrap union tests for unit roots in the presence of nonstationary volatility
Smeekes, Stephan
;
Taylor, Robert
- In:
Econometric theory
28
(
2012
)
2
,
pp. 422-456
Persistent link: https://www.econbiz.de/10009520935
Saved in:
6
A note on testing covariance stationarity
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric reviews
28
(
2009
)
4
,
pp. 364-371
Persistent link: https://www.econbiz.de/10003864024
Saved in:
7
Bootstrap unit root tests for time series with nonstationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
24
(
2008
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10003894110
Saved in:
8
Testing for long memory in volatility
Hurvich, Clifford M.
;
Soulier, Philippe
- In:
Econometric theory
18
(
2002
)
6
,
pp. 1291-1308
Persistent link: https://www.econbiz.de/10001716895
Saved in:
9
On the log periodogram regression estimator of the memory parameter in long memory stochastic volatility models
Deo, Rohit S.
;
Hurvich, Clifford M.
- In:
Econometric theory
17
(
2001
)
4
,
pp. 686-710
Persistent link: https://www.econbiz.de/10001606768
Saved in:
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