//--> //--> //--> //-->
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:"Journal of econometrics"
~subject:"Nonparametric statistics"
~subject:"Stochastic process"
~subject:"Volatility"
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
A Note on Negative Electoral A...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Nonparametric statistics
Stochastic process
Volatility
Theorie
2,323
Theory
2,323
Estimation theory
653
Schätztheorie
653
Time series analysis
516
Zeitreihenanalyse
516
Nichtparametrisches Verfahren
204
Statistical test
188
Statistischer Test
188
Estimation
187
Schätzung
187
Regression analysis
178
Regressionsanalyse
178
Stochastischer Prozess
147
Forecasting model
139
Prognoseverfahren
139
Volatilität
138
Einheitswurzeltest
120
Unit root test
120
Cointegration
112
Kointegration
112
Panel
110
Panel study
110
Ökonometrie
110
Econometrics
108
USA
107
United States
107
Statistical distribution
106
Statistische Verteilung
106
Statistical theory
100
Statistische Methodenlehre
100
Method of moments
96
Momentenmethode
96
Bayes-Statistik
94
Bayesian inference
94
ARCH model
93
ARCH-Modell
93
more ...
less ...
Online availability
All
Undetermined
140
Free
2
Type of publication
All
Article
417
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
419
Aufsatz in Zeitschrift
419
Collection of articles of several authors
5
Sammelwerk
5
Conference paper
2
Konferenzbeitrag
2
Conference proceedings
1
Festschrift
1
Konferenzschrift
1
more ...
less ...
Language
All
English
422
Author
All
Phillips, Peter C. B.
20
Linton, Oliver
17
Robinson, Peter M.
9
Yu, Jun
9
McAleer, Michael
8
Aït-Sahalia, Yacine
7
Chen, Xiaohong
7
Gao, Jiti
7
Taylor, Robert
7
Hidalgo, Javier
6
Renault, Eric
6
Whang, Yoon-jae
6
Xiao, Zhijie
6
Bollerslev, Tim
5
Cavaliere, Giuseppe
5
Chen, Songnian
5
Gouriéroux, Christian
5
Andersen, Torben
4
Fan, Yanqin
4
Gallant, A. Ronald
4
Hallin, Marc
4
Hong, Yongmiao
4
Jensen, Mark J.
4
Lewbel, Arthur
4
Lieberman, Offer
4
Park, Joon Y.
4
Simar, Léopold
4
Tauchen, George Eugene
4
Todorov, Viktor
4
Wang, Qiying
4
Asai, Manabu
3
Barigozzi, Matteo
3
Boswijk, Herman Peter
3
Chan, Joshua
3
Chen, Jia
3
D'Haultfœuille, Xavier
3
Davidson, James E. H.
3
Delgado, Miguel A.
3
Gagliardini, Patrick
3
Gonçalves, Sílvia
3
more ...
less ...
Published in...
All
Econometric theory
Journal of econometrics
European journal of operational research : EJOR
492
NBER working paper series
205
Working paper / National Bureau of Economic Research, Inc.
198
NBER Working Paper
196
Insurance / Mathematics & economics
171
International journal of theoretical and applied finance
160
Economics letters
157
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
155
Finance and stochastics
149
Computers & operations research : and their applications to problems of world concern ; an international journal
147
Discussion paper / Tinbergen Institute
146
International journal of production research
137
Journal of economic dynamics & control
134
Journal of banking & finance
128
Operations research
127
Mathematical finance : an international journal of mathematics, statistics and financial theory
125
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
122
Economic modelling
122
Finance research letters
119
Econometric reviews
115
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
106
Operations research letters
103
SFB 649 discussion paper
102
Working paper
98
Discussion paper / Centre for Economic Policy Research
97
International journal of forecasting
96
Energy economics
94
Journal of empirical finance
94
Risks : open access journal
90
Quantitative finance
89
Mathematics of operations research
85
Computational economics
82
Applied economics
80
Journal of financial economics
80
Journal of economic theory
79
International journal of production economics
78
Applied economics letters
76
The review of financial studies
76
more ...
less ...
Source
All
ECONIS (ZBW)
422
Showing
1
-
10
of
422
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Out of sample forecasts of quadratic variation
Aït-Sahalia, Yacine
;
Mancini, Loriano
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 17-33
Persistent link: https://www.econbiz.de/10003783780
Saved in:
2
Econometric estimation in long-range dependent volatility models : theory and practice
Casas, Isabel
;
Gao, Jiti
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 72-83
Persistent link: https://www.econbiz.de/10003783786
Saved in:
3
A multiple regime smooth transition Heterogeneous Autoregressive model for long memory and asymmetries
McAleer, Michael
;
Medeiros, Marcelo C.
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 104-119
Persistent link: https://www.econbiz.de/10003783790
Saved in:
4
Testing for multivariate volatility functions using minimum volume sets and inverse regression
Polonik, Wolfgang
;
Yao, Qiwei
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 151-162
Persistent link: https://www.econbiz.de/10003783795
Saved in:
5
Local likelihood estimation of truncated regression and its partial derivatives : theory and application
Park, Byeong U.
;
Simar, Léopold
;
Zelenyuk, Valentin
- In:
Journal of econometrics
146
(
2008
)
1
,
pp. 185-198
Persistent link: https://www.econbiz.de/10003778287
Saved in:
6
Semiparametric estimation of a binary response model with a change-point due to a covariate threshold
Lee, Sokbae
;
Seo, Myung Hwan
- In:
Journal of econometrics
144
(
2008
)
2
,
pp. 492-499
Persistent link: https://www.econbiz.de/10003774693
Saved in:
7
Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
Shintani, Mototsugu
;
Linton, Oliver
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10001998813
Saved in:
8
Nonstationary discrete choice
Hu, Ling
;
Phillips, Peter C. B.
- In:
Journal of econometrics
120
(
2004
)
1
,
pp. 103-138
Persistent link: https://www.econbiz.de/10001998884
Saved in:
9
A long-run pure variance common features model for the common volatilities of the Dow Jones
Engle, Robert F.
;
Marcucci, Juri
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 7-42
Persistent link: https://www.econbiz.de/10003320235
Saved in:
10
The common and specific components of dynamic volatility
Connor, Gregory
;
Korajczyk, Robert A.
;
Linton, Oliver
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 231-255
Persistent link: https://www.econbiz.de/10003320262
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...
//-->