//--> //--> //--> //-->
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"
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
AMERICAN AND ITALIAN PERSPECTI...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
164
Zeitreihenanalyse
164
Theorie
70
Theory
70
Estimation theory
59
Schätztheorie
59
Forecasting model
28
Prognoseverfahren
28
Estimation
25
Schätzung
25
Volatility
25
Volatilität
25
ARCH model
19
ARCH-Modell
19
Cointegration
15
Kointegration
15
USA
15
United States
15
Nichtlineare Regression
13
Nonlinear regression
13
VAR model
13
VAR-Modell
13
Modellierung
12
Scientific modelling
12
Capital income
11
Kapitaleinkommen
11
Statistical test
11
Statistischer Test
11
Stochastic process
11
Stochastischer Prozess
11
Structural break
11
Strukturbruch
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Autocorrelation
9
Autokorrelation
9
State space model
9
Zustandsraummodell
9
Regression analysis
8
Regressionsanalyse
8
more ...
less ...
Online availability
All
Free
164
Type of publication
All
Book / Working Paper
164
Type of publication (narrower categories)
All
Arbeitspapier
164
Graue Literatur
164
Non-commercial literature
164
Working Paper
164
Language
All
English
164
Author
All
Teräsvirta, Timo
18
Johansen, Søren
15
Nielsen, Morten Ørregaard
15
Kruse, Robinson
12
Grassi, Stefano
8
Podolskij, Mark
8
Proietti, Tommaso
8
Santucci de Magistris, Paolo
7
Haldrup, Niels
6
Cavaliere, Giuseppe
5
Ergemen, Yunus Emre
5
Hansen, Peter Reinhard
5
Taylor, Robert
5
Christensen, Kim
4
Hillebrand, Eric
4
Kang, Jian
4
Kristensen, Dennis
4
Nielsen, Bent
4
Nonejad, Nima
4
Silvennoinen, Annastiina
4
Voev, Valeri
4
Amado, Cristina
3
Bennedsen, Mikkel
3
Bredahl Kock, Anders
3
Christensen, Bent Jesper
3
Christoffersen, Peter F.
3
He, Changli
3
Hounyo, Ulrich
3
Kanaya, Shin
3
Lange, Theis
3
Lunde, Asger
3
Rahbek, Anders
3
Rossi, Eduardo
3
Yang, Yukai
3
Zhang, Shuhua
3
Andersen, Torben
2
Bauwens, Luc
2
Dahl, Christian M.
2
Delle Monache, Davide
2
Dias, Gustavo Fruet
2
more ...
less ...
Published in...
All
CREATES research paper
IZA Discussion Papers
2,397
Discussion paper series / IZA
1,625
MPRA Paper
1,152
IZA Discussion Paper
1,146
CESifo Working Paper
748
CESifo working papers
709
Journal of econometrics
679
NBER working paper series
635
International journal of forecasting
572
Economics letters
560
Working paper
541
CESifo Working Paper Series
520
Working Paper
511
Discussion paper / Tinbergen Institute
493
CEPR Discussion Papers
491
NBER Working Paper
476
Applied economics
454
Working paper / National Bureau of Economic Research, Inc.
443
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
405
NBER Working Papers
354
Economic modelling
349
ECB Working Paper
341
Journal of forecasting
331
Econometric theory
316
Applied economics letters
287
Discussion paper / Centre for Economic Policy Research
286
Discussion paper
269
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
249
ZEW Discussion Papers
237
Energy economics
233
Econometric reviews
221
IMF Working Paper
220
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
208
Working paper / Department of Econometrics and Business Statistics, Monash University
195
Working paper series / European Central Bank
189
GLO discussion paper
167
Journal of economic dynamics & control
164
Economics of education review
163
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
160
more ...
less ...
Source
All
ECONIS (ZBW)
164
Showing
1
-
10
of
164
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long memory and tail dependence in trading volume and volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863172
Saved in:
2
A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863181
Saved in:
3
The shape and term structure of the index option smirk : why multifactor stochastic volatility models work so well
Christoffersen, Peter F.
;
Heston, Steven L.
;
Jacobs, Kris
-
2009
Persistent link: https://www.econbiz.de/10003865680
Saved in:
4
Evaluating value-at-risk models with desk-level data
Christoffersen, Peter F.
;
Berkowitz, Jeremy
;
Pelletier, …
-
2009
Persistent link: https://www.econbiz.de/10003865687
Saved in:
5
The dividend-price ratio does predict dividend growth : international evidence
Engsted, Tom
;
Pedersen, Thomas Q.
-
2009
Persistent link: https://www.econbiz.de/10003865691
Saved in:
6
Forecasting inflation with gradual regiem shifts and exogenous information
González, Andrés
;
Hubrich, Kirstin
;
Teräsvirta, Timo
-
2009
Persistent link: https://www.econbiz.de/10003849428
Saved in:
7
First and second order non-linear cointegration models
Lange, Theis
-
2009
Persistent link: https://www.econbiz.de/10003849457
Saved in:
8
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10003849492
Saved in:
9
On IGARCH and convergence of the QMLE for misspecified GARCH models
Tolver Jensen, Anders
;
Lange, Theis
-
2009
Persistent link: https://www.econbiz.de/10003849498
Saved in:
10
Bayesian option pricing using mixed normal heteroskedasticity models
Rombouts, Jeroen V. K.
;
Stentoft, Lars
-
2009
Persistent link: https://www.econbiz.de/10003849502
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->