//--> //--> //--> //-->
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:"Economics letters"
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 CUSUM test for a long memory...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Structural break
80
Strukturbruch
80
Time series analysis
34
Zeitreihenanalyse
34
Theorie
30
Theory
30
Einheitswurzeltest
19
Unit root test
19
Statistical test
18
Statistischer Test
18
Estimation theory
14
Schätztheorie
14
Estimation
13
Schätzung
13
Volatility
13
Volatilität
13
Cointegration
10
Kointegration
10
Panel
10
Panel study
10
Realized volatility
9
Structural breaks
9
Structural change
7
USA
7
United States
7
Regression analysis
6
Regressionsanalyse
6
Long memory
5
Strukturwandel
5
Welt
5
World
5
ARCH model
4
ARCH-Modell
4
Correlation
4
Factor analysis
4
Faktorenanalyse
4
Forecasting model
4
Korrelation
4
Prognoseverfahren
4
Stochastic process
4
more ...
less ...
Online availability
All
Undetermined
37
Type of publication
All
Article
88
Type of publication (narrower categories)
All
Article in journal
87
Aufsatz in Zeitschrift
87
Language
All
English
88
Author
All
Leybourne, Stephen James
4
Gil-Alaña, Luis A.
3
Harvey, David I.
3
Lee, Junsoo
3
Shin, Dong-wan
3
Carrion i Silvestre, Josep Lluís
2
Cuestas, Juan Carlos
2
Hwang, Eunju
2
Kapetanios, George
2
Rao, Yao
2
Sibbertsen, Philipp
2
Stæhr, Karsten
2
Todorova, Neda
2
Wu, Jianhong
2
Wu, Jilin
2
Zhou, Ruichao
2
Aksit, Derin
1
Andreou, Elena
1
Arestis, Philip
1
Arezki, Rabah
1
Artís Ortuño, Manuel
1
Atak, Alev
1
Atella, Vincenzo
1
Bah, Mohamed Siry
1
Bartley, William Alan
1
Biefang-Frisancho Mariscal, Iris
1
Bisaglia, Luisa
1
Camarero Olivas, Mariam
1
Caporale, Tony
1
Cavaliere, Giuseppe
1
Centoni, Marco
1
Chang, Seong Yeon
1
Chen, Liang
1
Chen, Sanpan
1
Choi, Ji-Eun
1
Chou, Pin-huang
1
Chou, Win-lin
1
Chuang, Hongwei
1
Cook, Steven
1
Corchón, Luis C.
1
more ...
less ...
Published in...
All
Economics letters
MPRA Paper
899
CESifo Working Paper
231
Working Paper
217
ECB Working Paper
201
CREATES Research Papers
181
Tinbergen Institute Discussion Paper
172
Discussion paper / Tinbergen Institute
168
CESifo working papers
165
Tinbergen Institute Discussion Papers
156
CESifo Working Paper Series
147
Applied economics
142
Cowles Foundation Discussion Papers
141
Econometrics
120
SSE/EFI Working Paper Series in Economics and Finance
114
Economic modelling
110
Journal of econometrics
101
CEPR Discussion Papers
100
Economic Modelling
99
Monash Econometrics and Business Statistics Working Papers
95
Journal of Econometrics
92
Cowles Foundation Discussion Paper
91
Energy economics
87
Working Papers in Economics
86
Economics Letters
85
DIW Discussion Papers
78
Energy Economics
77
Applied economics letters
74
Working paper series / European Central Bank
74
Working paper
72
Discussion papers / Deutsches Institut für Wirtschaftsforschung
71
Econometric Institute Research Papers
63
LSE Research Online Documents on Economics
63
IZA Discussion Papers
61
Economics Series Working Papers / Department of Economics, Oxford University
59
DIW Berlin Discussion Paper
58
CORE Discussion Papers
57
NBER Working Papers
57
Discussion Papers of DIW Berlin
55
Econometrics : open access journal
54
more ...
less ...
Source
All
ECONIS (ZBW)
88
Showing
1
-
10
of
88
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A CUSUM test for a long memory heterogeneous autoregressive model
Hwang, Eunju
;
Shin, Dong-wan
- In:
Economics letters
121
(
2013
)
3
,
pp. 379-383
Persistent link: https://www.econbiz.de/10010392170
Saved in:
2
The asymmetric volatility in the gold market revisited
Todorova, Neda
- In:
Economics letters
150
(
2017
),
pp. 138-141
Persistent link: https://www.econbiz.de/10011765084
Saved in:
3
A Lagrangian multiplier test for market microstructure noise with applications to sampling interval determination for realized volatilities
Shin, Dong-wan
;
Hwang, Eunju
- In:
Economics letters
129
(
2015
),
pp. 95-99
Persistent link: https://www.econbiz.de/10011422016
Saved in:
4
Volatility persistence in stock market
Chuang, Hongwei
- In:
Economics letters
133
(
2015
),
pp. 64-67
Persistent link: https://www.econbiz.de/10011431978
Saved in:
5
Can we reject linearity in an HAR-RV model for the S&P 500? : insights from a nonparametric HAR-RV
Lahaye, Jérôme
;
Shaw, Philip
- In:
Economics letters
125
(
2014
)
1
,
pp. 43-46
Persistent link: https://www.econbiz.de/10010504778
Saved in:
6
Realized volatility transmission : the role of jumps and leverage effects
Souček, Michael
;
Todorova, Neda
- In:
Economics letters
122
(
2014
)
2
,
pp. 111-115
Persistent link: https://www.econbiz.de/10010395278
Saved in:
7
A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
Atak, Alev
;
Kapetanios, George
- In:
Economics letters
120
(
2013
)
2
,
pp. 224-228
Persistent link: https://www.econbiz.de/10010128339
Saved in:
8
Crude oil price volatility and short-term predictability of the real U.S. GDP growth rate
Nonejad, Nima
- In:
Economics letters
186
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012503762
Saved in:
9
What causes the attention of Bitcoin?
Urquhart, Andrew
- In:
Economics letters
166
(
2018
),
pp. 40-44
Persistent link: https://www.econbiz.de/10012011955
Saved in:
10
Forecasting long memory time series when occasional breaks occur
Bisaglia, Luisa
;
Gerolimetto, Margherita
- In:
Economics letters
98
(
2008
)
3
,
pp. 253-258
Persistent link: https://www.econbiz.de/10003719142
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->