//--> //--> //-->
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:"Journal of Econometrics"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"Journal of econometrics"
~isPartOf:"Oxford bulletin of economics and statistics"
~subject:"ARCH models"
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: "Cavaliere, Giuseppe"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH models
Bootstrap approach
9
Bootstrap-Verfahren
9
Time series analysis
7
Zeitreihenanalyse
7
Volatility
6
Volatilität
6
Cointegration
5
Kointegration
5
Theorie
5
Theory
5
Bootstrap
3
Estimation theory
3
Schätztheorie
3
Einheitswurzeltest
2
Estimation
2
Fractional integration
2
Heteroscedasticity
2
Heteroskedastizität
2
Schätzung
2
Statistical test
2
Statistischer Test
2
Unit root test
2
VAR model
2
VAR-Modell
2
Wild bootstrap
2
(un)Conditional heteroskedasticity
1
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Adjustment coefficients
1
Autocorrelation
1
Autokorrelation
1
Autoregressive conditional duration models
1
Bootstrap inference
1
Co-integration
1
Commodity derivative
1
Commodity market
1
Commodity price
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Bohn Nielsen, Heino
1
Cavaliere, Giuseppe
1
Pedersen, Rasmus Søndergaard
1
Rahbek, Anders
1
Published in...
All
Journal of Econometrics
Journal of applied econometrics
Journal of econometrics
Oxford bulletin of economics and statistics
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 241-263
Persistent link: https://www.econbiz.de/10013441653
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->