//--> //--> //-->
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:"Harvey, David I."
~person:"Wied, Dominik"
~source:"econis"
~subject:"Korrelation"
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_exact:"Structural break"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Korrelation
Structural break
39
Strukturbruch
39
Time series analysis
24
Zeitreihenanalyse
24
Theorie
17
Theory
17
Einheitswurzeltest
15
Unit root test
15
Estimation theory
11
Schätztheorie
11
Statistical test
9
Statistischer Test
9
Multivariate Verteilung
6
Multivariate distribution
6
Correlation
5
Risikomaß
5
Risk measure
5
Estimation
4
Forecasting model
4
Prognoseverfahren
4
Schätzung
4
structural break
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Method of moments
3
Momentenmethode
3
Bootstrap
2
CUSUM
2
Cointegration
2
Confidence sets
2
Interest rate
2
Kointegration
2
Level break
2
Portfolio selection
2
Portfolio-Management
2
Saisonkomponente
2
Seasonal component
2
Simulation
2
Stationary
2
more ...
less ...
Online availability
All
Free
3
Undetermined
1
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
Graue Literatur
1
Non-commercial literature
1
Language
All
English
5
Author
All
Harvey, David I.
Wied, Dominik
Caporale, Guglielmo Maria
2
Doyle, Brian M.
2
Faust, Jon
2
Gavin, William T.
2
Hammoudeh, Shawkat
2
Kao, Chihwa
2
Karanasos, Menelaos
2
Kydland, Finn E.
2
Kyrtsou, Catherine
2
Leybourne, Stephen James
2
Pittis, Nikitas
2
Taylor, Robert
2
Vorlow, Costas
2
Yoon, Seong-min
2
Zhang, Bing
2
Adams, Zeno
1
Al-Azzam, Moh'd
1
Ali, Faek Menla
1
Arnold, Matthias
1
Arouri, Mohamed
1
Awaworyi Churchill, Sefa
1
Baltagi, Badi H.
1
Berens, Tobias
1
Block, Alexander Souza
1
Charfeddine, Lanouar
1
Chen, Cathy W. S.
1
Chen, Shun
1
Chevallier, Julien
1
Chiu, Hsien-hung
1
Choi, Ji-Eun
1
Chou, Pei-I
1
Chou, Pin-huang
1
Coronel, Daniel Arruda
1
D'Ecclesia, Rita L.
1
Degiannakis, Stavros
1
Demetrescu, Matei
1
Dijk, Dick van
1
Dong, Manh Cuong
1
more ...
less ...
Published in...
All
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
2
Discussion papers in economics / School of Economics
1
Econometric theory
1
The econometrics journal
1
Source
All
ECONIS (ZBW)
RePEc
1
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A fluctuation test for constant correlation
Wied, Dominik
;
Arnold, Matthias
-
2009
Persistent link: https://www.econbiz.de/10008811389
Saved in:
2
Testing for constant correlation of filtered series under structural change
Demetrescu, Matei
;
Wied, Dominik
- In:
The econometrics journal
22
(
2019
)
1
,
pp. 10-33
Persistent link: https://www.econbiz.de/10012166648
Saved in:
3
Testing for structural breaks in correlation : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
-
2013
Persistent link: https://www.econbiz.de/10009776165
Saved in:
4
Simple, robust and powerful tests of the breaking trend hypothesis
Harvey, David I.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003389563
Saved in:
5
Simple, robust, and powerful tests of the breaking trend hypothesis
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
25
(
2009
)
4
,
pp. 995-1029
Persistent link: https://www.econbiz.de/10003875923
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->