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:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Working papers / Economics Series / Department of Economics, Universidad Carlos III de Madrid"
~person:"Nielsen, Morten Ørregaard"
~person:"Sucarrat, Genaro"
~subject:"Time series analysis"
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
Term structures of implied vol...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
ARCH model
1
ARCH models
1
ARCH-Modell
1
Börsenkurs
1
Capital income
1
Estimation
1
Estimation theory
1
Financial return
1
Kapitaleinkommen
1
Nonstationary return
1
Schätztheorie
1
Schätzung
1
Share price
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
Zero-inflated return
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Nielsen, Morten Ørregaard
Sucarrat, Genaro
Chan, Joshua
2
Li, Jia
2
Marcellino, Massimiliano
2
Venditti, Fabrizio
2
Barassi, Marco R.
1
Bianchi, Daniele
1
Bollerslev, Tim
1
Carriero, Andrea
1
Chan, Kung-sik
1
Chaves, Leonardo Salim Saker
1
Chen, Xiangjin B.
1
Clark, Todd E.
1
Conrad, Christian
1
Creal, Drew
1
Cui, Wenhao
1
Delle Monache, Davide
1
Escanciano, Juan Carlos
1
Francq, Christian
1
Fu, Zhonghao
1
Gao, Jiti
1
Guidolin, Massimo
1
Hallin, Marc
1
Hansen, Peter Reinhard
1
Hillebrand, Eric
1
Horváth, Lajos
1
Hotta, Luiz K.
1
Huang, Zhuo
1
Jing, Bingyi
1
Kalnina, Ilze
1
Kim, Donggyu
1
Kolokolov, Aleksey
1
Lee, Chung Eun
1
Li, Degui
1
Li, Mengheng
1
Li, Wai Keung
1
Lin, Huidi
1
Liu, Guangying
1
Mazzeu, João H. G.
1
Medeiros, Marcelo C.
1
Ng, F. C.
1
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working papers / Economics Series / Department of Economics, Universidad Carlos III de Madrid
Energy economics
1
International journal of forecasting
1
Journal of econometrics
1
Journal of financial econometrics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
