//--> //--> //--> //-->
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:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~isPartOf:"Working paper"
~subject:"Eurozone"
~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
Eurozone
Time series analysis
USA
1,678
United States
1,642
Schätzung
1,448
Estimation
1,445
Theorie
1,284
Theory
1,284
EU countries
885
EU-Staaten
885
Zeitreihenanalyse
819
Estimation theory
516
Schätztheorie
516
Volatilität
505
Volatility
501
Forecasting model
340
Prognoseverfahren
340
Capital income
271
Kapitaleinkommen
271
Welt
256
World
255
Impact assessment
213
Wirkungsanalyse
213
Monetary policy
207
Geldpolitik
206
Wechselkurs
204
Exchange rate
194
Stochastic process
192
Stochastischer Prozess
192
VAR model
190
VAR-Modell
190
Börsenkurs
180
Share price
180
Konjunktur
168
Business cycle
167
Nichtparametrisches Verfahren
163
Nonparametric statistics
163
Bayesian inference
148
Bayes-Statistik
147
Euro area
147
more ...
less ...
Online availability
All
Free
269
Undetermined
220
Type of publication
All
Article
624
Book / Working Paper
330
Type of publication (narrower categories)
All
Article in journal
629
Aufsatz in Zeitschrift
629
Graue Literatur
288
Non-commercial literature
288
Arbeitspapier
286
Working Paper
286
Collection of articles of several authors
5
Sammelwerk
5
Systematic review
4
Übersichtsarbeit
4
Konferenzschrift
2
Reprint
2
Rezension
2
Amtsdruckschrift
1
Conference proceedings
1
Government document
1
more ...
less ...
Language
All
English
953
Danish
1
Author
All
McAleer, Michael
25
Kapetanios, George
19
Taylor, Robert
14
Franses, Philip Hans
12
Phillips, Peter C. B.
12
Dagum, Estela Bee
9
Escribano, Álvaro
9
Ghysels, Eric
9
Blazsek, Szabolcs
8
Leybourne, Stephen James
8
Lucas, André
8
Teräsvirta, Timo
8
Gao, Jiti
7
Kaufmann, Sylvia
7
Koop, Gary
7
Maasoumi, Esfandiar
7
McElroy, Tucker
7
Su, Liangjun
7
Baillie, Richard
6
Caporin, Massimiliano
6
Engsted, Tom
6
Giraitis, Liudas
6
Koopman, Siem Jan
6
Marcellino, Massimiliano
6
Mignon, Valérie
6
Perron, Pierre
6
Piger, Jeremy Max
6
Psaradakis, Zacharias G.
6
Spanos, Aris
6
Yu, Jun
6
Zhu, Ke
6
Andreou, Elena
5
Canofari, Paolo
5
Cavaliere, Giuseppe
5
Chang, Chia-Lin
5
Di Bartolomeo, Giovanni
5
Engle, Robert F.
5
Harvey, Andrew C.
5
Harvey, David I.
5
Heimonen, Kari
5
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
Brussels European and Global Economic Laboratory
1
Europäisches Parlament / Generaldirektion Wissenschaft / Abteilung Soziale Angelegenheiten, Umweltfragen, Volksgesundheit und Verbraucherschutz
1
Sackler Institute of Economic Studies <Tēl-Āvîv>
1
more ...
less ...
Published in...
All
Econometric reviews
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Working paper
Journal of econometrics
678
ECB Working Paper
602
International journal of forecasting
590
Working paper series / European Central Bank
580
Economics letters
534
Economic modelling
408
Applied economics
402
Discussion paper / Tinbergen Institute
355
Journal of forecasting
347
Discussion paper / Centre for Economic Policy Research
344
CESifo working papers
333
Econometric theory
316
Applied economics letters
304
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
286
NBER working paper series
271
NBER Working Paper
263
Journal of international money and finance
252
Working paper / National Bureau of Economic Research, Inc.
219
Energy economics
216
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
214
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
213
Intereconomics : review of European economic policy
197
Working paper / Department of Econometrics and Business Statistics, Monash University
195
Journal of macroeconomics
175
IMF working papers
166
CREATES research paper
165
Discussion paper
164
Journal of applied econometrics
161
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
CESifo Working Paper Series
150
ECB Occasional Paper
150
Computational economics
140
Finance research letters
140
Journal of economic dynamics & control
140
Journal of banking & finance
135
Journal of empirical finance
131
Empirica : journal of european economics
128
more ...
less ...
Source
All
ECONIS (ZBW)
954
Showing
1
-
10
of
954
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...
//-->