//--> //--> //-->
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:"Drost, Feike C."
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: person:"Nijman, Th."
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
4
Theory
4
Time series analysis
4
Zeitreihenanalyse
4
ARCH model
3
ARCH-Modell
3
Aggregation
3
Estimation
2
Estimation theory
2
Exchange rate
2
Schätztheorie
2
Schätzung
2
USA
2
United States
2
Wechselkurs
2
1980-1985
1
1980-1994
1
Aktienindex
1
Capital income
1
France
1
Frankreich
1
Großbritannien
1
Heteroscedasticity
1
Heteroskedastizität
1
Kapitaleinkommen
1
Stock index
1
United Kingdom
1
Volatility
1
Volatilität
1
more ...
less ...
Type of publication
All
Book / Working Paper
3
Article
2
Type of publication (narrower categories)
All
Arbeitspapier
3
Working Paper
3
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
5
Author
All
Drost, Feike C.
Nijman, Theodore E.
119
Werker, Bas J. M.
24
Roon, Frans de
22
Verbeek, Marno
14
Palm, Franz C.
11
Horst, Jenke R. ter
10
Nijman, Th.
10
Palm, F.C.
10
Bovenberg, Ary Lans
9
Jong, Frank de
9
Driessen, Joost
7
Nijman, Th. E.
7
Koijen, Ralph S. J.
6
Nijman, Th E.
6
Palm, F. C.
6
Röell, Ailsa
6
Veld, Chris H.
5
Dees, Bart
4
Goriaev, Aleksej P.
4
Melenberg, Bertrand
4
Peijnenburg, Kim
4
Bilsen, Servaas van
3
De Waegenaere, Anja
3
Simon, Zorka
3
Soest, Arthur van
3
Swinkels, Laurens
3
Wolff, Christiaan Cornelis Petrus
3
Beetsma, Roel
2
Gastel, Rens van
2
Jong, A.de
2
Kortleve, Niels
2
Muns, Sander
2
Nijman, Th
2
Sanders, Lisanne
2
Schotman, Peter C.
2
Sentana, Enrique
2
Spierdijk, Laura
2
Blake, David
1
Boender, C. Guus E.
1
more ...
less ...
Published in...
All
Discussion paper / Center for Economic Research, Tilburg University
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimation and testing in models containing both jumps and conditional heteroscedasticity
Drost, Feike C.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 237-243
Persistent link: https://www.econbiz.de/10001244002
Saved in:
2
Estimation and testing in models containing both jumps and conditional heteroskedasticity
Drost, Feike C.
;
Nijman, Theodore E.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000904675
Saved in:
3
Temporal aggregation of GARCH processes
Drost, Feike C.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 909-927
Persistent link: https://www.econbiz.de/10001147137
Saved in:
4
Temporal aggregation of GARCH processes
Drost, Feike C.
;
Nijman, Theodore E.
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000847144
Saved in:
5
Temporal aggregation of GARCH processes
Drost, Feike C.
;
Nijman, Theodore E.
-
1990
Persistent link: https://www.econbiz.de/10000801756
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->