//--> //--> //--> //-->
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 theory"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of econometrics"
~isPartOf:"Journal of empirical finance"
~person:"Baillie, Richard"
~person:"Härdle, Wolfgang"
~person:"Saikkonen, Pentti"
~subject:"ARCH model"
~subject:"Bayes-Statistik"
~subject:"Estimation theory"
~subject:"Regressionsanalyse"
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
Umlagesystem versus Kapitaldec...
Similar by subject
Narrow search
Delete all filters
| 11 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Bayes-Statistik
Estimation theory
Regressionsanalyse
Theorie
45
Theory
45
Schätztheorie
15
Time series analysis
13
Zeitreihenanalyse
13
Cointegration
8
Kointegration
8
ARCH-Modell
7
Estimation
6
Regression analysis
6
Schätzung
6
VAR model
6
VAR-Modell
6
Exchange rate
4
Wechselkurs
4
Autocorrelation
3
Autokorrelation
3
Business network
3
Markov chain
3
Markov-Kette
3
Nichtlineare Regression
3
Nichtparametrisches Verfahren
3
Nonlinear regression
3
Nonparametric statistics
3
Risikomaß
3
Risk measure
3
Systemic risk
3
Systemrisiko
3
Unternehmensnetzwerk
3
Volatility
3
Volatilität
3
ARFIMA
2
Causality analysis
2
Financial crisis
2
Financial market
2
Finanzkrise
2
Finanzmarkt
2
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
24
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
26
Aufsatz in Zeitschrift
26
Collection of articles of several authors
3
Sammelwerk
3
Conference proceedings
2
Konferenzschrift
2
Language
All
English
26
Author
All
Baillie, Richard
Härdle, Wolfgang
Saikkonen, Pentti
Phillips, Peter C. B.
24
Linton, Oliver
18
Lee, Lung-fei
15
Li, Qi
11
Xiao, Zhijie
10
Andrews, Donald W. K.
9
Chen, Songnian
9
Gouriéroux, Christian
9
Koop, Gary
9
Baltagi, Badi H.
8
Hong, Yongmiao
8
Park, Joon Y.
8
White, Halbert
8
Bai, Jushan
7
Chib, Siddhartha
7
Davidson, James E. H.
7
Jong, Robert M. de
7
Newey, Whitney K.
7
Perron, Pierre
7
Whang, Yoon-jae
7
Chambers, Marcus J.
6
Donald, Stephen G.
6
Gallant, A. Ronald
6
Granger, C. W. J.
6
Hallin, Marc
6
Kohn, Robert
6
Lütkepohl, Helmut
6
Ng, Serena
6
Swanson, Norman R.
6
Teräsvirta, Timo
6
Wooldridge, Jeffrey M.
6
Zinde-Walsh, Victoria
6
Diebold, Francis X.
5
Galvão Júnior, Antônio Fialho
5
Ghysels, Eric
5
Hidalgo, Javier
5
Horowitz, Joel
5
more ...
less ...
Institution
All
HFDF <1, 1995, Zürich>
1
HFDF <2, 1998, Zürich>
1
Published in...
All
Econometric theory
Economic modelling
Journal of econometrics
Journal of empirical finance
SFB 649 discussion paper
35
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
20
CORE discussion paper : DP
17
Discussion papers of interdisciplinary research project 373
10
Discussion paper / A
7
Discussion paper / Center for Economic Research, Tilburg University
5
Nonparametric dynamic modelling
3
Department of Economics discussion paper series / University of Oxford
2
EUI working paper
2
Journal of applied econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of international financial markets, institutions & money
2
Journal of international money and finance
2
Journal of the American Statistical Association : JASA
2
Koç University - TÜSİAD Economic Research Forum working paper series
2
The econometrics journal
2
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Applied quantitative finance
1
Bank of Finland research discussion papers
1
CEMMAP working papers / Centre for Microdata Methods and Practice
1
CIE working paper series
1
Contributions to statistics
1
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
1
Econometric Society monographs
1
Econometrics papers
1
Economics essays : a Festschrift for Werner Hildenbrand
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance and stochastics
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
Journal of forecasting
1
Journal of productivity analysis
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
1
Quantitative finance
1
Research in international business and finance
1
Risk assessment : decisions in banking and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
26
Showing
1
-
10
of
26
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Impulse response analysis in infinite order cointegrated vector autoregressive processes
Lütkepohl, Helmut
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 127-157
Persistent link: https://www.econbiz.de/10001336799
Saved in:
2
Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard
;
Kapetanios, George
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
Saved in:
3
Parameter estimation in nonlinear AR-GARCH models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
27
(
2011
)
6
,
pp. 1236-1278
Persistent link: https://www.econbiz.de/10009489714
Saved in:
4
Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
Baillie, Richard
;
Kim, Kun Ho
- In:
Journal of empirical finance
34
(
2015
),
pp. 99-111
Persistent link: https://www.econbiz.de/10011557073
Saved in:
5
Ergodicity, mixing, and existence of moments of a class of Markov models with applications to GARCH and ACD models
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
24
(
2008
)
5
,
pp. 1291-1320
Persistent link: https://www.econbiz.de/10003748759
Saved in:
6
Cointegrating smooth transition regressions
Saikkonen, Pentti
;
Choi, In
- In:
Econometric theory
20
(
2004
)
2
,
pp. 301-340
Persistent link: https://www.econbiz.de/10001987871
Saved in:
7
Estimation in an additive model when the components are linked parametrically
Carroll, Raymond J.
;
Härdle, Wolfgang
;
Mammen, Enno
- In:
Econometric theory
18
(
2002
)
4
,
pp. 886-912
Persistent link: https://www.econbiz.de/10001687478
Saved in:
8
Regression model fitting with a long memory covariate process
Koul, Hira L.
;
Baillie, Richard
;
Surgailis, Donatas
- In:
Econometric theory
20
(
2004
)
3
,
pp. 485-512
Persistent link: https://www.econbiz.de/10002068220
Saved in:
9
Special issue on high frequency data in finance ; Pt. 2
Baillie, Richard
(
contributor
); …
-
1999
Persistent link: https://www.econbiz.de/10001558702
Saved in:
10
Testing a parametric model against a semiparametric alternative
Horowitz, Joel
- In:
Econometric theory
10
(
1994
)
5
,
pp. 821-848
Persistent link: https://www.econbiz.de/10001175056
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->