//--> //--> //-->
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
~person:"Boswijk, Herman Peter"
~subject:"Theory"
~type:"article"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Theory
Volatility
3
Volatilität
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Cointegration
2
Kointegration
2
Time series analysis
2
Zeitreihenanalyse
2
(un)Conditional heteroskedasticity
1
Adjustment coefficients
1
Bootstrap
1
Co-integration
1
Estimation theory
1
Heteroscedasticity
1
Heteroskedasticity-robust inference
1
Heteroskedastizität
1
Non-stationary stochastic volatility
1
Random limit measures
1
Schätztheorie
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
VAR model
1
VAR-Modell
1
Weak convergence in distribution
1
Wild bootstrap
1
adaptive estimation
1
autoregressive lag length
1
co-integration rank
1
information criteria
1
non-stationary volatility
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Boswijk, Herman Peter
Cavaliere, Giuseppe
20
Taylor, Robert
10
Rahbek, Anders
7
De Angelis, Luca
2
Fanelli, Luca
2
Georgiev, Iliyan
2
Bohn Nielsen, Heino
1
Lu, Ye
1
Nielsen, Morten Ørregaard
1
Paruolo, Paolo
1
Phillips, Peter C. B.
1
Skrobotov, Anton
1
Smeekes, Stephan
1
Stærk-Østergaard, Jacob
1
more ...
less ...
Published in...
All
Journal of econometrics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bootstrapping non-stationary stochastic volatility
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10013275368
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->