//--> //--> //-->
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"
~subject:"Bootstrap-Verfahren"
~subject:"Heteroscedasticity"
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:"ARCH model"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Bootstrap-Verfahren
Heteroscedasticity
ARCH model
46
ARCH-Modell
46
Theorie
25
Theory
25
Volatility
22
Volatilität
22
Time series analysis
15
Zeitreihenanalyse
15
Estimation theory
14
Schätztheorie
14
Estimation
11
Schätzung
11
Statistical test
8
Statistischer Test
8
Stochastic process
8
Stochastischer Prozess
8
Capital income
7
Forecasting model
7
Kapitaleinkommen
7
Prognoseverfahren
7
USA
6
United States
6
Börsenkurs
5
Multivariate Analyse
5
Multivariate analysis
5
Share price
5
Bootstrap approach
4
Correlation
4
Exchange rate
4
Korrelation
4
Wechselkurs
4
Autocorrelation
3
Autokorrelation
3
Bayes-Statistik
3
Bayesian inference
3
GARCH
3
Heteroskedastizität
3
Induktive Statistik
3
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Chan, Nigel
1
Gonçalves, Sílvia
1
Gospodinov, Nikolaj
1
Grigoletto, Matteo
1
Hidalgo, Javier
1
Kilian, Lutz
1
Linton, Oliver
1
Perera, Indeewara
1
Provasi, Corrado
1
Silvapulle, Mervyn J.
1
Steigerwald, Douglas G.
1
Tao, Ye
1
Tu, Yundong
1
Wang, Qiying
1
more ...
less ...
Published in...
All
Econometric reviews
Journal of econometrics
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
The econometrics journal
8
Econometric theory
7
Journal of applied econometrics
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
Discussion papers / Deutsches Institut für Wirtschaftsforschung
6
Economics letters
6
Journal of forecasting
5
Working paper series
5
Applied economics
4
Applied economics letters
4
Department of Economics discussion paper series / University of Oxford
4
Discussion paper / Tinbergen Institute
4
International Journal of Energy Economics and Policy : IJEEP
4
SFB 649 discussion paper
4
SSE EFI working paper series in economics and finance
4
Applied financial economics
3
CBN journal of applied statistics
3
CORE discussion paper : DP
3
CREATES research paper
3
Discussion papers of interdisciplinary research project 373
3
Journal of banking & finance
3
Journal of financial econometrics
3
Journal of risk and financial management : JRFM
3
Queen's Economics Department working paper
3
Série des documents de travail / Centre de Recherche en Économie et Statistique
3
CESifo working papers
2
Cahier / Départment de Sciences Économiques, Université de Montréal
2
Cambridge working papers in economics
2
Computational economics
2
Cowles Foundation Discussion Paper
2
DIW Berlin Discussion Paper
2
Discussion paper / Department of Economics, University of California San Diego
2
Econometric Institute research papers
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
Energy economics
2
Insurance / Mathematics & economics
2
International journal of forecasting
2
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for a unit root with nonstationary nonlinear heteroskedasticity
Tu, Yundong
;
Chan, Nigel
;
Wang, Qiying
- In:
Econometric reviews
39
(
2020
)
9
,
pp. 904-929
Persistent link: https://www.econbiz.de/10012295588
Saved in:
2
A goodness-of-fit test for a class of autoregressive conditional duration models
Perera, Indeewara
;
Hidalgo, Javier
;
Silvapulle, Mervyn J.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1111-1141
Persistent link: https://www.econbiz.de/10011591144
Saved in:
3
Bootstrap unit root tests in models with GARCH (1,1) errors
Gospodinov, Nikolaj
;
Tao, Ye
- In:
Econometric reviews
30
(
2011
)
4
,
pp. 379-405
Persistent link: https://www.econbiz.de/10009130266
Saved in:
4
Misspecification testing for the conditional distribution model in GARCH-type processes
Grigoletto, Matteo
;
Provasi, Corrado
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 209-224
Persistent link: https://www.econbiz.de/10003800726
Saved in:
5
Asymptotic and bootstrap inference for AR (∞) processes with conditional heteroskedasticity
Gonçalves, Sílvia
;
Kilian, Lutz
- In:
Econometric reviews
26
(
2007
)
6
,
pp. 609-641
Persistent link: https://www.econbiz.de/10003605816
Saved in:
6
Adaptive testing in ARCH models
Linton, Oliver
;
Steigerwald, Douglas G.
- In:
Econometric reviews
19
(
2000
)
2
,
pp. 145-174
Persistent link: https://www.econbiz.de/10001483693
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->