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
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of empirical finance"
~person:"Nielsen, Morten Ørregaard"
~person:"Rodriguez, Gabriel"
~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
Volatility
3
Volatilität
3
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Aktienindex
1
Bid-ask spread
1
Capital income
1
Cointegration
1
Commodity derivative
1
Commodity price
1
Estimation
1
Estimation theory
1
Geld-Brief-Spanne
1
Heteroscedasticity
1
Heteroskedastizität
1
Kapitaleinkommen
1
Kointegration
1
Market microstructure
1
Marktmikrostruktur
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Rohstoffderivat
1
Rohstoffpreis
1
Schätztheorie
1
Schätzung
1
Stock index
1
Theorie
1
Theory
1
Yield curve
1
Zinsstruktur
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
Nielsen, Morten Ørregaard
Rodriguez, Gabriel
Sucarrat, Genaro
Teräsvirta, Timo
5
Hansen, Peter Reinhard
4
Santucci de Magistris, Paolo
4
Jacobs, Kris
3
Rossi, Eduardo
3
Silvennoinen, Annastiina
3
Amado, Cristina
2
Bohn Nielsen, Heino
2
Christensen, Bent Jesper
2
Christoffersen, Peter F.
2
Hounyo, Ulrich
2
Kristensen, Dennis
2
Kruse, Robinson
2
Lunde, Asger
2
Nonejad, Nima
2
Rahbek, Anders
2
Taylor, Robert
2
Voev, Valeri
2
Abergel, Frédéric
1
Andersen, Torben
1
Ball, Clifford A.
1
Bee, Marco
1
Benavides, Guillermo
1
Bollerslev, Tim
1
Boudt, Kris
1
Brooks, Robert
1
Capistrán Carmona, Carlos
1
Caporin, Massimiliano
1
Casas, Isabel
1
Cassola, Nuno
1
Cavaliere, Giuseppe
1
Chambers, Marcus J.
1
Chatzikonstanti, Vasiliki
1
Chen Zhou
1
Chini, Emilio Zanetti
1
Cipollini, Andrea
1
Creel, Michael D.
1
Croux, Christophe
1
Dark, Jonathan
1
more ...
less ...
Published in...
All
CREATES research paper
Journal of empirical finance
Documento de trabajo
5
Documento de trabajo / Pontifícia Universidad Católica del Perú, Departamento de Economía
4
International journal of forecasting
2
Queen's Economics Department working paper
2
Review of world economics
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
CORE Discussion Paper
1
CORE discussion papers : DP
1
Discussion papers / UCL, Département des Sciences Economiques
1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Economics Discussion Paper
1
Energy economics
1
International journal of monetary economics and finance
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of econometrics
1
Journal of financial econometrics
1
Macroeconomics and finance in emerging market economies
1
Portuguese economic journal
1
Review of development finance
1
Revista de análisis económico
1
The North American journal of economics and finance : a journal of financial economics studies
1
UC3M working papers
1
Working paper / Department of Economics, Universidad Carlos III de Madrid
1
Working papers / Department of Economics, Universidad Carlos III de Madrid
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long memory in stock market volatility and the volatility-in-mean effect : the FIEGARCH-M model
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 460-470
Persistent link: https://www.econbiz.de/10009267288
Saved in:
2
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
