//--> //--> //-->
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
~institution:"Econometrisch Instituut <Rotterdam>"
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
Stochastic Volatility in a Mac...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
2
ARCH-Modell
2
Heteroscedasticity
2
Heteroskedastizität
2
Autocorrelation
1
Autokorrelation
1
Emerging economies
1
Schwellenländer
1
Statistical test
1
Statistischer Test
1
Structural break
1
Strukturbruch
1
Theorie
1
Theory
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Dijk, Dick van
1
Hafner, Christian M.
1
Herwartz, Helmut
1
Pooter, Michiel de
1
Institution
All
Econometrisch Instituut <Rotterdam>
International Monetary Fund (IMF)
63
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
14
National Bureau of Economic Research
13
International Monetary Fund
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
4
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
4
Centre for Analytical Finance <Århus>
3
EconWPA
3
HAL
3
London School of Economics (LSE)
3
Tilburg University, Center for Economic Research
3
Agricultural and Applied Economics Association - AAEA
2
Banca d'Italia
2
Bank of Japan
2
Boston College / Department of Economics
2
C.E.P.R. Discussion Papers
2
CESifo
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
2
DIW Berlin (Deutsches Institut für Wirtschaftsforschung)
2
Department of Econometrics and Business Statistics, Monash Business School
2
Department of Economics and Related Studies, University of York
2
Department of Economics, Boston College
2
Department of Economics, University of California-San Diego (UCSD)
2
Ekonomiska forskningsinstitutet <Stockholm>
2
European University Institute / Department of Economics
2
Finance Discipline Group, Business School
2
Instituto Valenciano de Investigaciones Económicas
2
Instituto Valenciano de Investigaciones Económicas (IVIE)
2
Nationalekonomiska Institutionen, Ekonomihögskolan
2
Nobel Prize Committee
2
Suntory and Toyota International Centres for Economics and Related Disciplines, LSE
2
University of California, San Diego / Department of Economics
2
University of Exeter / Department of Economics
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Bank of England
1
Brown University / Department of Economics
1
Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management
1
Centre for Economic Performance, LSE
1
more ...
less ...
Published in...
All
Econometric Institute research papers
2
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for changes in volatility in heteroskedastic time series - a further examination
Pooter, Michiel de
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002239756
Saved in:
2
Testing for vector autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001701901
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->