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
~accessRights:"restricted"
~isPartOf:"Gabler Edition Wissenschaft"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Santucci de Magistris, Paolo"
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
Contract adjustment under unce...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Theorie
2
Theory
2
Börsenkurs
1
Cofractional model
1
Cointegration
1
Dynamic mixtures
1
EM Algorithm
1
Estimation
1
Fractional cointegration
1
High-frequency prices
1
Identification
1
Kointegration
1
Lag selection
1
Schätzung
1
Share price
1
Skellam distribution
1
Statistical distribution
1
Statistische Verteilung
1
VAR model
1
VAR-Modell
1
Volatility
1
Volatilität
1
Zeros
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Santucci de Magistris, Paolo
Chan, Joshua
3
Horváth, Lajos
3
Li, Wai Keung
3
Lian, Heng
3
Marcellino, Massimiliano
3
Patton, Andrew J.
3
Schienle, Melanie
3
Sentana, Enrique
3
Amengual, Dante
2
Bauwens, Luc
2
Camacho, Maximo
2
Carrasco, Marine
2
Catania, Leopoldo
2
Dufays, Arnaud
2
Gunawan, David
2
Kohn, Robert
2
Lee, Yoonseok
2
Li, Guodong
2
McElroy, Tucker
2
Medeiros, Marcelo C.
2
Patacchini, Eleonora
2
Pelger, Markus
2
Ravazzolo, Francesco
2
Rice, Gregory
2
Rossi, Barbara
2
Sant'Anna, Pedro H. C.
2
Sasaki, Yuya
2
Seo, Juwon
2
Smith, Michael S.
2
Topaloglou, Nikolas
2
Van Keilegom, Ingrid
2
Venditti, Fabrizio
2
Wang, Yulong
2
Westerlund, Joakim
2
Xiong, Ruoxuan
2
Yamamoto, Yohei
2
Yamauchi, Yuta
2
Yu, Philip L. H.
2
Zhu, Ke
2
more ...
less ...
Published in...
All
Gabler Edition Wissenschaft
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the identification of fractionally cointegrated VAR models with the F(d) condition
Carlini, Federico
;
Santucci de Magistris, Paolo
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
1
,
pp. 134-146
Persistent link: https://www.econbiz.de/10012176555
Saved in:
2
Dynamic discrete mixtures for high-frequency prices
Catania, Leopoldo
;
Di Mari, Roberto
;
Santucci de …
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
2
,
pp. 559-577
Persistent link: https://www.econbiz.de/10013533453
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
