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~isPartOf:"Econometric reviews"
~subject:"Autocorrelation"
~subject:"Induktive Statistik"
~subject:"Kapitaleinkommen"
~subject:"Schätztheorie"
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Autocorrelation
Induktive Statistik
Kapitaleinkommen
Schätztheorie
ARCH model
47
ARCH-Modell
47
Theorie
25
Theory
25
Volatility
22
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Teräsvirta, Timo
3
Alghalith, Moawia
1
Amado, Cristina
1
Bermudez, P. de Zea
1
Cai, Jun
1
Catani, Paul
1
Chua, Chew Lian
1
Fermanian, Jean-David
1
Galbraith, John W.
1
Grigoletto, Matteo
1
Hafner, Christian M.
1
Halunga, Andreea G.
1
Heuvel, Edwin R. van den
1
Hidalgo, Javier
1
Horrace, William C.
1
Jensen, Søren Tolver
1
Jin, Shusong
1
Kyriakopoulou, Dimitra
1
Lange, Theis
1
Lee, Yoonseok
1
Li, Chenxue
1
Li, Wai Keung
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Marín, J. Miguel
1
Medeiros, Marcelo C.
1
Mendes, Eduardo F.
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Orme, Chris D.
1
Peng, Liang
1
Perera, Indeewara
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Provasi, Corrado
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Regis, Marta
1
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1
Silvapulle, Mervyn J.
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Silvennoinen, Annastiina
1
Tsiaplias, Sarantis
1
Ulu, Yasemin
1
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Econometric reviews
Finance research letters
69
Journal of econometrics
68
Journal of empirical finance
61
The North American journal of economics and finance : a journal of financial economics studies
54
International review of financial analysis
51
Energy economics
46
International journal of forecasting
45
International review of economics & finance : IREF
44
Applied economics
43
Economic modelling
43
Research in international business and finance
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
Journal of banking & finance
37
Journal of forecasting
37
Journal of international financial markets, institutions & money
37
Econometric theory
36
Journal of risk and financial management : JRFM
36
The European journal of finance
33
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
Economics letters
30
Discussion paper / Tinbergen Institute
29
Applied economics letters
28
Applied financial economics
24
Journal of financial econometrics
23
International journal of economics and financial issues : IJEFI
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
Journal of risk
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
19
International journal of economics and finance
19
International journal of finance & economics : IJFE
19
CREATES research paper
18
Review of quantitative finance and accounting
18
The econometrics journal
18
Working paper
17
International Journal of Energy Economics and Policy : IJEEP
16
Pacific-Basin finance journal
16
Cogent economics & finance
15
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
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ECONIS (ZBW)
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1
Random autoregressive models : a structured overview
Regis, Marta
;
Serra, Paulo
;
Heuvel, Edwin R. van den
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10013167604
Saved in:
2
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:
3
Reconciling negative return skewness with positive time-varying risk premia
Kyriakopoulou, Dimitra
;
Hafner, Christian M.
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 877-894
Persistent link: https://www.econbiz.de/10013364913
Saved in:
4
High-dimensional penalized arch processes
Poignard, Benjamin
;
Fermanian, Jean-David
- In:
Econometric reviews
40
(
2021
)
1
,
pp. 86-107
Persistent link: https://www.econbiz.de/10012483797
Saved in:
5
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:
6
Inference for the tail index of a GARCH(1,1) model and an AR(1) model with ARCH(1) errors
Zhang, Rongmao
;
Li, Chenxue
;
Peng, Liang
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 151-169
Persistent link: https://www.econbiz.de/10012180711
Saved in:
7
Neglecting structural breaks when estimating and valuing dynamic correlations for asset allocation
Halunga, Andreea G.
;
Savva, Christos S.
- In:
Econometric reviews
38
(
2019
)
6
,
pp. 660-678
Persistent link: https://www.econbiz.de/10012181343
Saved in:
8
A general approach to conditional moment specification testing with projections
Wang, Xuexin
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 140-165
Persistent link: https://www.econbiz.de/10012038162
Saved in:
9
Robust parametric tests of constant conditional correlation in a MGARCH model
Shadat, Wasel
;
Orme, Chris D.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 551-576
Persistent link: https://www.econbiz.de/10012039397
Saved in:
10
Specification and testing of multiplicative time-varying GARCH models with applications
Amado, Cristina
;
Teräsvirta, Timo
- In:
Econometric reviews
36
(
2017
)
4
,
pp. 421-446
Persistent link: https://www.econbiz.de/10011795239
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