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:"Working paper"
~person:"Christiansen, Charlotte"
~person:"Phillips, Peter C. B."
~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
Zeitreihenanalyse
14
Theorie
9
Theory
9
Volatility
9
Volatilität
9
Einheitswurzeltest
4
Estimation theory
4
Schätztheorie
4
Statistical test
4
Statistischer Test
4
Unit root test
4
ARCH model
3
ARCH-Modell
3
Estimation
3
Heteroscedasticity
3
Heteroskedastizität
3
Schätzung
3
USA
3
United States
3
Yield curve
3
Zinsstruktur
3
Ankündigungseffekt
2
Announcement effect
2
Börsenkurs
2
Cointegration
2
Correlation
2
Induktive Statistik
2
Interest rate derivative
2
Kointegration
2
Korrelation
2
Long memory
2
Panel
2
Panel study
2
Public bond
2
Share price
2
Statistical inference
2
Zinsderivat
2
Öffentliche Anleihe
2
1983-1998
1
more ...
less ...
Online availability
All
Free
4
Undetermined
1
Type of publication
All
Article
7
Book / Working Paper
7
Type of publication (narrower categories)
All
Arbeitspapier
7
Article in journal
7
Aufsatz in Zeitschrift
7
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Language
All
English
14
Author
All
Christiansen, Charlotte
Phillips, Peter C. B.
McAleer, Michael
24
Kapetanios, George
18
Escribano, Álvaro
9
Blazsek, Szabolcs
8
Franses, Philip Hans
8
Dagum, Estela Bee
7
Giraitis, Liudas
7
Taylor, Robert
7
Teräsvirta, Timo
7
Caporin, Massimiliano
6
Engsted, Tom
6
Maasoumi, Esfandiar
6
Piger, Jeremy Max
6
Psaradakis, Zacharias G.
6
Spanos, Aris
6
Yu, Jun
6
Baillie, Richard
5
Chang, Chia-Lin
5
Kilian, Lutz
5
McElroy, Tucker
5
Owyang, Michael T.
5
Österholm, Pär
5
Andreou, Elena
4
Licht, Adrian
4
McCracken, Michael W.
4
Medeiros, Marcelo C.
4
Reed, W. Robert
4
Anderson, Richard G.
3
Asai, Manabu
3
Babula, Ronald Alexander
3
Bagshaw, Michael L.
3
Baltagi, Badi H.
3
Bianconcini, Silvia
3
Bierens, Herman J.
3
Cavaliere, Giuseppe
3
Doz, Catherine
3
Dueker, Michael
3
Gao, Jiti
3
more ...
less ...
Published in...
All
Econometric reviews
Working paper
Cowles Foundation discussion paper
87
Cowles Foundation Discussion Paper
31
Journal of econometrics
29
Econometric theory
19
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
13
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
4
Cowles Foundation paper
3
The econometrics journal
3
Celebrating Irving Fisher : the legacy of a great economist
2
Discussion papers / Department of Economics, University of California San Diego
2
Journal of empirical finance
2
Quantitative economics : QE ; journal of the Econometric Society
2
The American journal of economics and sociology
2
The review of economic studies
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
CREATES research paper
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
1
Econometrics : open access journal
1
Economic time series with random walk and other nonstationary components
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in honor of Joon Y. Park : econometric theory
1
International economic review
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of banking & finance
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial econometrics
1
Journal of quantitative economics
1
New Zealand economic papers
1
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
1
Oxford bulletin of economics and statistics
1
SNB working papers
1
School of Economics working papers / The University of Adelaide, School of Economics
1
Simplicity, inference and modeling : keeping it sophisticatedly simple
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Testing mean stability of heteroskedastic time series
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2015
series. Application of the new methods to analyze the
volatility
properties of stock market returns leads to some unexpected …
Persistent link: https://www.econbiz.de/10011405222
Saved in:
3
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
-
2002
Persistent link: https://www.econbiz.de/10001721479
Saved in:
4
Lag length selection for unit root tests in the presence of nonstationary
volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
5
Refined inference on long memory in realized
volatility
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Econometric reviews
27
(
2008
)
1/3
,
pp. 254-267
Persistent link: https://www.econbiz.de/10003761227
Saved in:
6
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542210
Saved in:
7
Value at risk using the factor-ARCH model
Christiansen, Charlotte
-
1998
Persistent link: https://www.econbiz.de/10000994075
Saved in:
8
Credit spreads and the term structure of interest rates
Christiansen, Charlotte
-
2000
Persistent link: https://www.econbiz.de/10001613830
Saved in:
9
Limit theory for VARs with mixed roots near unity
Phillips, Peter C. B.
;
Lee, Ji Hyung
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1035-1056
Persistent link: https://www.econbiz.de/10011483449
Saved in:
10
Nonstationary panel data analysis : an overview of some recent developments
Phillips, Peter C. B.
;
Moon, Hyungsik Roger
- In:
Econometric reviews
19
(
2000
)
3
,
pp. 263-286
Persistent link: https://www.econbiz.de/10001508266
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
