//--> //--> //-->
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:"Chen, Xiaohong"
~person:"Choi, In"
~person:"Magnus, Jan R."
~person:"Saikkonen, Pentti"
~subject:"ARCH model"
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: "Econometric theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Theorie
24
Theory
24
Estimation theory
22
Schätztheorie
22
Time series analysis
13
Zeitreihenanalyse
13
ARCH-Modell
5
Cointegration
5
Kointegration
5
VAR model
4
VAR-Modell
4
Causality analysis
3
Estimation
3
Kausalanalyse
3
Schätzung
3
Autocorrelation
2
Autokorrelation
2
Markov chain
2
Markov-Kette
2
Nichtlineare Regression
2
Nonlinear regression
2
Simulation
2
Statistical theory
2
Statistische Methodenlehre
2
Volatility
2
Volatilität
2
1980-1986
1
Befragung
1
Bibliometrics
1
Bibliometrie
1
Currency crisis
1
ECM
1
Einheitswurzeltest
1
Exchange rate
1
Factor analysis
1
Faktorenanalyse
1
Financial market
1
Finanzmarkt
1
Forecasting model
1
more ...
less ...
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
5
Author
All
Chen, Xiaohong
Choi, In
Magnus, Jan R.
Saikkonen, Pentti
Linton, Oliver
7
Horváth, Lajos
5
Kokoszka, Piotr
5
Ling, Shiqing
4
Berkes, István
3
Chan, Ngai Hang
3
Francq, Christian
3
Hafner, Christian M.
3
He, Changli
3
McAleer, Michael
3
Meitz, Mika
3
Teräsvirta, Timo
3
Zakoïan, Jean-Michel
3
Fermanian, Jean-David
2
Giraitis, Liudas
2
Hong, Yongmiao
2
Iglesias, Emma M.
2
Kim, Woocheol
2
Kristensen, Dennis
2
Leipus, Remigijus
2
Li, Wai Keung
2
Rahbek, Anders
2
Zaffaroni, Paolo
2
Zhang, Rongmao
2
Abramson, Ari
1
Andrews, Beth
1
Arvanitis, Stelios
1
Avarucci, Marco
1
Beutner, Eric
1
Carrasco, Marine
1
Carroll, Raymond J.
1
Chan, Kung-sik
1
Chen, Bin
1
Cohen, Israel
1
Comte, Fabienne
1
Dedecker, J.
1
Escanciano, Juan Carlos
1
Feng, Yuanhua
1
more ...
less ...
Published in...
All
Econometric theory
5
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1236-1278
Persistent link: https://www.econbiz.de/10009489714
Saved in:
2
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1291-1320
Persistent link: https://www.econbiz.de/10003748759
Saved in:
3
Consistent estimation in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations
Saikkonen, Pentti
- In:
Econometric theory
17
(
2001
)
2
,
pp. 296-326
Persistent link: https://www.econbiz.de/10001568399
Saved in:
4
Statistical inference in cointegrated vector autoregressive models with nonlinear time trends in cointegrating relations
Saikkonen, Pentti
- In:
Econometric theory
17
(
2001
)
2
,
pp. 327-356
Persistent link: https://www.econbiz.de/10001568400
Saved in:
5
Mixing and moment properties of various GARCH and stochastic volatility models
Carrasco, Marine
;
Chen, Xiaohong
- In:
Econometric theory
18
(
2002
)
1
,
pp. 17-39
Persistent link: https://www.econbiz.de/10001652593
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->