//--> //--> //--> //-->
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
~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: person:"Distaso, W."
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
5
Schätztheorie
5
Volatility
5
Volatilität
5
Einheitswurzeltest
2
Statistical distribution
2
Statistische Verteilung
2
Theorie
2
Theory
2
Unit root test
2
1997-2002
1
ARMA model
1
ARMA-Modell
1
Access regulation
1
Aktienindex
1
Aktienmarkt
1
Autocorrelation
1
Autokorrelation
1
Breitbandkommunikation
1
Broadband communications
1
Business cycle
1
Börsenkurs
1
EU countries
1
EU-Staaten
1
Econometrics
1
Estimation
1
Heteroscedasticity
1
Heteroskedastizität
1
Ill-conditioning
1
International financial market
1
Internationaler Finanzmarkt
1
Konjunktur
1
Market microstructure
1
Markov chain
1
Markov-Kette
1
Marktmikrostruktur
1
Maßzahl
1
Mean absolute deviations
1
Mean squared error
1
Netzregulierung
1
more ...
less ...
Type of publication
All
Article
Book / Working Paper
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Undetermined
1
Author
All
Distaso, Walter
15
Abadir, Karim Maher
6
Corradi, Valentina
5
Giraitis, Liudas
4
Awartani, Basel
1
Baiocchi, G.
1
Baiocchi, Giovanni
1
Distaso, W.
1
Fernandes, Marcelo
1
Koul, Hira L.
1
Lupi, Paolo
1
Manenti, Fabio M.
1
Mele, Antonio
1
Swanson, Norman R.
1
Žikeš, Filip
1
more ...
less ...
Published in...
All
Journal of econometrics
8
Econometric theory
2
Journal of applied econometrics
2
Information economics and policy : IEP
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of monetary economics
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
15
OLC EcoSci
1
Showing
1
-
10
of
16
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Design-free estimation of variance matrices
Abadir, Karim Maher
;
Distaso, Walter
;
Žikeš, Filip
- In:
Journal of econometrics
181
(
2014
)
2
,
pp. 165-180
Persistent link: https://www.econbiz.de/10010473319
Saved in:
2
Asymptotic normality for weighted sums of linear processes
Abadir, Karim Maher
;
Distaso, Walter
;
Giraitis, Liudas
; …
- In:
Econometric theory
30
(
2014
)
1
,
pp. 252-284
Persistent link: https://www.econbiz.de/10010399779
Saved in:
3
Macroeconomic determinants of stock volatility and volatility premiums
Corradi, Valentina
;
Distaso, Walter
;
Mele, Antonio
- In:
Journal of monetary economics
60
(
2013
)
2
,
pp. 203-220
Persistent link: https://www.econbiz.de/10009745163
Saved in:
4
International market links and volatility transmission
Corradi, Valentina
;
Distaso, Walter
;
Fernandes, Marcelo
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 117-141
Persistent link: https://www.econbiz.de/10009673128
Saved in:
5
An I(d) model with trend and cycles
Abadir, Karim Maher
;
Distaso, Walter
;
Giraitis, Liudas
- In:
Journal of econometrics
163
(
2011
)
2
,
pp. 186-199
Persistent link: https://www.econbiz.de/10009270611
Saved in:
6
Predictive density estimators for daily volatility based on the use of realized measures
Corradi, Valentina
;
Distaso, Walter
;
Swanson, Norman R.
- In:
Journal of econometrics
150
(
2009
)
2
,
pp. 119-138
Persistent link: https://www.econbiz.de/10003858447
Saved in:
7
Assessing market microstructure effects via realized volatility measures with an application to the Dow Jones Industrial Average stocks
Awartani, Basel
;
Corradi, Valentina
;
Distaso, Walter
- In:
Journal of business & economic statistics : JBES ; a …
27
(
2009
)
2
,
pp. 251-265
Persistent link: https://www.econbiz.de/10003885789
Saved in:
8
Two estimators of the long-run variance : beyond short memory
Abadir, Karim Maher
;
Distaso, Walter
;
Giraitis, Liudas
- In:
Journal of econometrics
150
(
2009
)
1
,
pp. 56-70
Persistent link: https://www.econbiz.de/10003847512
Saved in:
9
Testing for unit root processes in random coefficient autoregressive models
Distaso, Walter
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 581-609
Persistent link: https://www.econbiz.de/10003608216
Saved in:
10
Testing joint hypotheses when one of the alternatives is one-sided
Abadir, Karim Maher
;
Distaso, Walter
- In:
Journal of econometrics
140
(
2007
)
2
,
pp. 695-718
Persistent link: https://www.econbiz.de/10003569955
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->