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:"Econometric reviews"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Working paper"
~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
Long memory and volatility dyn...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
USA
1,698
United States
1,662
Theorie
1,504
Theory
1,504
Schätzung
1,498
Estimation
1,495
Zeitreihenanalyse
1,136
EU countries
892
EU-Staaten
892
Estimation theory
704
Schätztheorie
704
Volatilität
540
Volatility
536
Forecasting model
348
Prognoseverfahren
348
Capital income
274
Kapitaleinkommen
274
Welt
258
World
257
Stochastic process
222
Stochastischer Prozess
222
Impact assessment
213
Wirkungsanalyse
213
Monetary policy
208
Geldpolitik
207
Wechselkurs
207
VAR model
203
VAR-Modell
203
Nichtparametrisches Verfahren
199
Nonparametric statistics
199
Exchange rate
197
Börsenkurs
184
Share price
184
Konjunktur
172
Business cycle
171
ARCH model
161
ARCH-Modell
161
Bayesian inference
152
Bayes-Statistik
151
more ...
less ...
Online availability
All
Undetermined
281
Free
152
Type of publication
All
Article
935
Book / Working Paper
192
Type of publication (narrower categories)
All
Article in journal
928
Aufsatz in Zeitschrift
928
Arbeitspapier
171
Working Paper
171
Graue Literatur
170
Non-commercial literature
170
Collection of articles of several authors
9
Sammelwerk
9
Konferenzschrift
5
Systematic review
5
Übersichtsarbeit
5
Conference proceedings
4
Conference paper
3
Konferenzbeitrag
3
Reprint
2
Rezension
2
more ...
less ...
Language
All
English
1,126
Danish
1
Author
All
Phillips, Peter C. B.
31
McAleer, Michael
25
Taylor, Robert
25
Kapetanios, George
19
Leybourne, Stephen James
14
Franses, Philip Hans
13
Gao, Jiti
13
Cavaliere, Giuseppe
11
Ghysels, Eric
10
McElroy, Tucker
10
Perron, Pierre
10
Dagum, Estela Bee
9
Escribano, Álvaro
9
Giraitis, Liudas
9
Johansen, Søren
9
Lütkepohl, Helmut
9
Su, Liangjun
9
Blazsek, Szabolcs
8
Lucas, André
8
Saikkonen, Pentti
8
Teräsvirta, Timo
8
Bierens, Herman J.
7
Harvey, Andrew C.
7
Harvey, David I.
7
Hong, Yongmiao
7
Koop, Gary
7
Lobato, Ignacio N.
7
Maasoumi, Esfandiar
7
Politis, Dimitris N.
7
Robinson, Peter M.
7
Vogelsang, Timothy J.
7
Yu, Jun
7
Baillie, Richard
6
Caporin, Massimiliano
6
Engsted, Tom
6
Horváth, Lajos
6
Koopman, Siem Jan
6
Marcellino, Massimiliano
6
McCabe, Brendan Peter Martin
6
Nielsen, Morten Ørregaard
6
more ...
less ...
Institution
All
Federal Reserve Bank of St. Louis
11
Queen Mary College / Department of Economics
5
University of Canterbury / Dept. of Economics and Finance
5
United States International Trade Commission / Office of Industries
2
Granger Centre for Time Series Econometrics
1
Sackler Institute of Economic Studies <Tēl-Āvîv>
1
Published in...
All
Econometric reviews
Econometric theory
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper
Journal of econometrics
713
International journal of forecasting
572
Economics letters
459
Journal of forecasting
331
Discussion paper / Tinbergen Institute
327
Applied economics
322
Economic modelling
264
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Applied economics letters
224
Energy economics
207
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
205
Working paper / Department of Econometrics and Business Statistics, Monash University
198
CREATES research paper
165
NBER Working Paper
165
NBER working paper series
162
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Computational economics
141
Working paper / National Bureau of Economic Research, Inc.
138
CESifo working papers
135
Journal of economic dynamics & control
114
Cowles Foundation discussion paper
112
Discussion paper / Centre for Economic Policy Research
110
Econometrics : open access journal
109
Journal of empirical finance
108
Finance research letters
103
Journal of macroeconomics
101
Oxford bulletin of economics and statistics
101
The econometrics journal
95
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
85
International review of economics & finance : IREF
85
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
SFB 649 discussion paper
78
The North American journal of economics and finance : a journal of financial economics studies
76
CAMA working paper series
75
more ...
less ...
Source
All
ECONIS (ZBW)
1,127
Showing
1
-
10
of
1,127
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long memory, realized
volatility
and HAR models
Baillie, Richard
;
Calonaci, Fabio
;
Cho, Dooyeon
;
Rho, …
-
2019
The presence of long memory in Realized
Volatility
(RV) is a widespread stylized fact. The origins of long memory in RV …
Persistent link: https://www.econbiz.de/10011964976
Saved in:
2
High-frequency data and
volatility
in foreign-exchange rates
Zhou, Bin
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 45-52
Persistent link: https://www.econbiz.de/10001203182
Saved in:
3
A new Pearson-type QMLE for conditionally heteroscedastic models
Zhu, Ke
;
Li, Wai Keung
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 552-565
Persistent link: https://www.econbiz.de/10011403239
Saved in:
4
Bayesian analysis of stochastic
volatility
models with flexible tails
Steel, Mark F. J.
- In:
Econometric reviews
17
(
1998
)
2
,
pp. 109-143
Persistent link: https://www.econbiz.de/10001240681
Saved in:
5
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
6
Conditional correlations and
volatility
spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
7
A stochastic
volatility
model with Markov switching
So, Mike Ka-pui
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 244-253
Persistent link: https://www.econbiz.de/10001243996
Saved in:
8
A fractionally integrated Wishart stochastic
volatility
model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
9
An econometric analysis of
volatility
discovery
Dias, Gustavo Fruet
;
Papailias, Fotis
;
Scherrer, Cristina
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 1095-1106
Persistent link: https://www.econbiz.de/10015053535
Saved in:
10
Volatility
spillover effect : a semiparametric analysis of non-cointegrated process
Sun, Yiguo
;
Hsiao, Cheng
;
Li, Qi
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 127-145
Persistent link: https://www.econbiz.de/10011373301
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...
