//--> //--> //--> //-->
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:"Econometric reviews"
~isPartOf:"Research in international business and finance"
~subject:"ARCH model"
~subject:"Statistical test"
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:"Stochastischer Prozess"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Statistical test
Stochastic process
96
Stochastischer Prozess
96
Theorie
60
Theory
60
Volatility
50
Volatilität
50
Time series analysis
32
Zeitreihenanalyse
32
Estimation
28
Schätzung
28
Estimation theory
21
Schätztheorie
21
Capital income
16
Kapitaleinkommen
16
Bayes-Statistik
14
Bayesian inference
14
Multivariate Analyse
14
Multivariate analysis
14
ARCH-Modell
13
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Nichtparametrisches Verfahren
11
Nonparametric statistics
11
Statistischer Test
10
USA
10
United States
10
Markov chain
9
Markov-Kette
9
Einheitswurzeltest
7
Exchange rate
7
Statistical distribution
7
Statistische Verteilung
7
Unit root test
7
Wechselkurs
7
Börsenkurs
6
Correlation
6
Forecasting model
6
Induktive Statistik
6
more ...
less ...
Online availability
All
Undetermined
15
Type of publication
All
Article
22
Type of publication (narrower categories)
All
Article in journal
22
Aufsatz in Zeitschrift
22
Language
All
English
22
Author
All
McAleer, Michael
2
Alexander, Carol
1
Alghalith, Moawia
1
Asai, Manabu
1
Bermudez, P. de Zea
1
Bu, Ruijun
1
Cai, Jun
1
Caporin, Massimiliano
1
Chaker, Selma
1
Chen, Qiang
1
Davidson, Russell
1
Donald, Stephen G.
1
Duclos, Jean-Yves
1
Fernandes, Marcelo
1
Gozgor, Giray
1
Horrace, William C.
1
Hsu, Yu-Chin
1
Hu, Meidi
1
Hurn, Stan
1
Jawadi, Fredj
1
Klein, Tony
1
Kočenda, Evžen
1
Lazar, Emese
1
Lee, Yoonseok
1
Li, Yuyi
1
Lima, Luiz Renato
1
Lu, Zhou
1
Ma, Donglian
1
Martin, Vance
1
Martinet, Guillaume Gaetan
1
Marín, J. Miguel
1
Nedeljkovic, Milan
1
Néri, Breno de Andrade Pinheiro
1
Paruolo, Paolo
1
Piontek, Krzysztof
1
Psaradakis, Zacharias G.
1
Shi, Yongjing
1
Song, Xiaojun
1
Tanizaki, Hisashi
1
Thu, Hien Pham
1
more ...
less ...
Published in...
All
Econometric reviews
Research in international business and finance
Journal of econometrics
48
Discussion paper / Tinbergen Institute
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
14
Econometric Institute research papers
11
Journal of empirical finance
11
Economics letters
10
Discussion papers of interdisciplinary research project 373
9
Quantitative finance
9
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
8
Econometrics : open access journal
8
Energy economics
8
Journal of risk and financial management : JRFM
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Computational economics
7
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Working paper
7
Applied economics
6
CORE discussion papers : DP
6
CREATES research paper
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of forecasting
6
Applied economics letters
5
Economic modelling
5
Finance research letters
5
International review of financial analysis
5
SFB 649 discussion paper
5
The North American journal of economics and finance : a journal of financial economics studies
5
The econometrics journal
5
Annals of finance
4
CEMMAP working papers / Centre for Microdata Methods and Practice
4
Cambridge working papers in economics
4
Econometric theory
4
European journal of operational research : EJOR
4
Journal of economic dynamics & control
4
Macroeconomic dynamics
4
Working paper series / Department of Economics, University of Missouri-Columbia
4
Annals of financial economics
3
Applied financial economics
3
more ...
less ...
Source
All
ECONIS (ZBW)
22
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Identification and estimation of panel semiparametric conditional heteroskedastic frontiers with dynamic inefficiency
Cai, Jun
;
Horrace, William C.
;
Lee, Yoonseok
- In:
Econometric reviews
43
(
2024
)
5
,
pp. 238-268
Persistent link: https://www.econbiz.de/10014551521
Saved in:
2
Specification tests for univariate diffusions
Hurn, Stan
;
Martin, Vance
;
Xu, Lina
- In:
Econometric reviews
41
(
2022
)
6
,
pp. 607-632
Persistent link: https://www.econbiz.de/10013364897
Saved in:
3
The continuous limit of weak GARCH
Alexander, Carol
;
Lazar, Emese
- In:
Econometric reviews
40
(
2021
)
2
,
pp. 197-216
Persistent link: https://www.econbiz.de/10012483807
Saved in:
4
A projection-based nonparametric test of conditional quantile independence
Nedeljkovic, Milan
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 1-26
Persistent link: https://www.econbiz.de/10012181535
Saved in:
5
A multifactor transformed diffusion model with applications to VIX and VIX futures
Bu, Ruijun
;
Jawadi, Fredj
;
Li, Yuyi
- In:
Econometric reviews
39
(
2020
)
1
,
pp. 27-53
Persistent link: https://www.econbiz.de/10012181537
Saved in:
6
Data cloning estimation for asymmetric stochastic volatility models
Bermudez, P. de Zea
;
Marín, J. Miguel
;
Veiga, Helena
- In:
Econometric reviews
39
(
2020
)
10
,
pp. 1057-1074
Persistent link: https://www.econbiz.de/10012406209
Saved in:
7
Correlations among cryptocurrencies : evidence from multivariate factor stochastic volatility model
Shi, Yongjing
;
Tiwari, Aviral Kumar
;
Gozgor, Giray
;
Lu, Zhou
- In:
Research in international business and finance
53
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012549821
Saved in:
8
The day-of-the-week effect on Bitcoin return and volatility
Ma, Donglian
;
Tanizaki, Hisashi
- In:
Research in international business and finance
49
(
2019
),
pp. 127-136
Persistent link: https://www.econbiz.de/10012136001
Saved in:
9
The signal and the noise volatilities
Chaker, Selma
- In:
Research in international business and finance
50
(
2019
),
pp. 79-105
Persistent link: https://www.econbiz.de/10012177017
Saved in:
10
Wavelet energy ratio unit root tests
Trokić, Mirza
- In:
Econometric reviews
38
(
2019
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10012180698
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->