//--> //--> //--> //-->
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"
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
Nominal Exchange Rate Dynamics...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
73
ARCH-Modell
73
Theorie
37
Theory
37
Estimation theory
35
Schätztheorie
35
Time series analysis
10
Zeitreihenanalyse
10
Heteroscedasticity
6
Heteroskedastizität
6
Volatility
6
Volatilität
6
Multivariate Analyse
5
Multivariate analysis
5
Nichtparametrisches Verfahren
5
Nonparametric statistics
5
Markov chain
4
Markov-Kette
4
Correlation
3
Estimation
3
Korrelation
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Regression analysis
3
Regressionsanalyse
3
Schätzung
3
Statistical test
3
Statistischer Test
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Börsenkurs
2
Einheitswurzeltest
2
IV-Schätzung
2
Induktive Statistik
2
Instrumental variables
2
Share price
2
Statistical inference
2
Stochastic process
2
Stochastischer Prozess
2
USA
2
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
73
Type of publication (narrower categories)
All
Article in journal
73
Aufsatz in Zeitschrift
73
Conference paper
1
Konferenzbeitrag
1
Language
All
English
73
Author
All
Linton, Oliver
7
Horváth, Lajos
5
Kokoszka, Piotr
5
Ling, Shiqing
4
Saikkonen, Pentti
4
Berkes, István
3
Chan, Ngai Hang
3
Francq, Christian
3
Hafner, Christian M.
3
He, Changli
3
McAleer, Michael
3
Meitz, Mika
3
Teräsvirta, Timo
3
Zakoïan, Jean-Michel
3
Fermanian, Jean-David
2
Giraitis, Liudas
2
Hong, Yongmiao
2
Iglesias, Emma M.
2
Kim, Woocheol
2
Kristensen, Dennis
2
Leipus, Remigijus
2
Li, Wai Keung
2
Rahbek, Anders
2
Zaffaroni, Paolo
2
Zhang, Rongmao
2
Abramson, Ari
1
Andrews, Beth
1
Arvanitis, Stelios
1
Avarucci, Marco
1
Beutner, Eric
1
Carrasco, Marine
1
Carroll, Raymond J.
1
Chan, Kung-sik
1
Chen, Bin
1
Chen, Xiaohong
1
Cohen, Israel
1
Comte, Fabienne
1
Dedecker, J.
1
Escanciano, Juan Carlos
1
Feng, Yuanhua
1
more ...
less ...
Published in...
All
Econometric theory
Energy economics
267
Finance research letters
208
Applied economics
165
Economic modelling
156
Journal of econometrics
147
International review of financial analysis
144
Journal of empirical finance
134
Research in international business and finance
131
International review of economics & finance : IREF
126
The North American journal of economics and finance : a journal of financial economics studies
124
Journal of banking & finance
113
Economics letters
110
Journal of international financial markets, institutions & money
107
Applied financial economics
101
Discussion paper / Tinbergen Institute
99
International journal of forecasting
96
Journal of risk and financial management : JRFM
88
Journal of forecasting
87
Applied economics letters
80
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
78
The European journal of finance
77
The journal of futures markets
75
Econometric Institute research papers
69
Working paper
69
International Journal of Energy Economics and Policy : IJEEP
65
Journal of financial econometrics : official journal of the Society for Financial Econometrics
65
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
64
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
56
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
International journal of finance & economics : IJFE
53
International journal of economics and financial issues : IJEFI
50
Econometric reviews
48
Journal of international money and finance
46
International journal of economics and finance
45
Review of quantitative finance and accounting
44
CREATES research paper
43
Computational economics
43
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
42
Journal of risk
42
more ...
less ...
Source
All
ECONIS (ZBW)
73
Showing
1
-
10
of
73
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
M-estimation in GARCH models
Mukherjee, Kanchan
- In:
Econometric theory
24
(
2008
)
6
,
pp. 1530-1553
Persistent link: https://www.econbiz.de/10003771782
Saved in:
2
Adaptive density estimation for general
ARCH
models
Comte, Fabienne
;
Dedecker, J.
;
Taupin, M. L.
- In:
Econometric theory
24
(
2008
)
6
,
pp. 1628-1662
Persistent link: https://www.econbiz.de/10003771889
Saved in:
3
Empirical likelihood for GARCH models
Chan, Ngai Hang
;
Ling, Shiqing
- In:
Econometric theory
22
(
2006
)
3
,
pp. 403-428
Persistent link: https://www.econbiz.de/10003307474
Saved in:
4
Testing goodness of fit based on densities of GARCH innovations
Horváth, Lajos
;
Zitikis, Ričardas
- In:
Econometric theory
22
(
2006
)
3
,
pp. 457-482
Persistent link: https://www.econbiz.de/10003307486
Saved in:
5
Asymptotic theory for a factor GARCH model
Hafner, Christian M.
;
Preminger, Arie
- In:
Econometric theory
25
(
2009
)
2
,
pp. 336-363
Persistent link: https://www.econbiz.de/10003818293
Saved in:
6
First-order asymptotic theory for parametric misspecification tests of GARCH models
Halunga, Andreea G.
;
Orme, Chris D.
- In:
Econometric theory
25
(
2009
)
2
,
pp. 364-410
Persistent link: https://www.econbiz.de/10003818296
Saved in:
7
Quasi-maximum likelihood estimation of semi-strong GARCH models
Escanciano, Juan Carlos
- In:
Econometric theory
25
(
2009
)
2
,
pp. 561-570
Persistent link: https://www.econbiz.de/10003818363
Saved in:
8
Least absolute deviation estimation for unit root processes with GARCH errors
Li, Guodong
;
Li, Wai Keung
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1208-1227
Persistent link: https://www.econbiz.de/10003885748
Saved in:
9
Integrated Markov-switching GARCH process
Liu, Ji-Chun
- In:
Econometric theory
25
(
2009
)
5
,
pp. 1277-1288
Persistent link: https://www.econbiz.de/10003885752
Saved in:
10
A note on inequality constraints in the GARCH model
Tsai, Henghsiu
;
Chan, Kung-sik
- In:
Econometric theory
24
(
2008
)
3
,
pp. 823-828
Persistent link: https://www.econbiz.de/10003894307
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->