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:"Journal of econometrics"
~person:"Bollerslev, Tim"
~person:"Li, Guodong"
~subject:"ARCH model"
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
Testing fractional persistence...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Volatility
14
Volatilität
14
Estimation
9
Schätzung
9
Time series analysis
8
Zeitreihenanalyse
8
Estimation theory
7
Schätztheorie
7
Theorie
7
Theory
7
ARCH-Modell
6
Capital income
6
Kapitaleinkommen
6
Stochastic process
5
Stochastischer Prozess
5
Forecasting model
4
High-frequency data
4
Prognoseverfahren
4
Statistical distribution
4
Statistische Verteilung
4
Börsenkurs
3
Market microstructure
3
Marktmikrostruktur
3
Share price
3
Aktienindex
2
Analysis of variance
2
Correlation
2
Exchange rate
2
Korrelation
2
Method of moments
2
Microstructure noise
2
Momentenmethode
2
Nichtparametrisches Verfahren
2
Noise Trading
2
Noise trading
2
Nonparametric statistics
2
Risiko
2
Risk
2
Stock index
2
more ...
less ...
Online availability
All
Undetermined
5
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Systematic review
1
Übersichtsarbeit
1
Language
All
English
6
Author
All
Bollerslev, Tim
Li, Guodong
Francq, Christian
9
Zakoïan, Jean-Michel
8
Paolella, Marc S.
4
Andreou, Elena
3
Hallin, Marc
3
Kim, Donggyu
3
Rombouts, Jeroen V. K.
3
Barigozzi, Matteo
2
Blasques, F.
2
Ghysels, Eric
2
Gonçalves, Sílvia
2
Hong, Yongmiao
2
Kapetanios, George
2
Laurent, Sébastien
2
Li, Wai Keung
2
Meddahi, Nour
2
Ng, Serena
2
Park, Joon Y.
2
Patton, Andrew J.
2
Polak, Pawel
2
Seo, Byeongseon
2
Teräsvirta, Timo
2
Tse, Yiu Kuen
2
Wang, Yazhen
2
Zhao, Zhibiao
2
Zhu, Ke
2
Aguilar, Mike
1
Aknouche, Abdelhakim
1
Babsiri, Mohamed el
1
Bai, Jushan
1
Bai, Xuezheng
1
Baillie, Richard
1
Baldovin, Fulvio
1
Bauwens, Luc
1
Bekaert, Geert
1
Bernard, Jean-Thomas
1
Blake, Andrew P.
1
Bollen, Nicolas P. B.
1
more ...
less ...
Published in...
All
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
3
CFS working paper series
2
NBER working paper series
2
Working papers / Financial Institutions Center
2
Advanced texts in econometrics
1
CREATES Research Paper 2008-49
1
Discussion paper / Department of Economics, University of California San Diego
1
Econometric theory
1
Financial Institutions Center
1
Financial markets and asset pricing
1
Handbook of economic forecasting ; 1
1
Handbook of economic forecasting ; Vol. 1
1
Journal of applied econometrics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of empirical finance
1
NBER Working Paper
1
The risks of financial institutions : [...papers and comments presented at a conference held in Woodstock, Vermont, 22-23 October 2004]
1
Working paper series economics and econometrics
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Linear double autoregression
Zhu, Qianqian
;
Zheng, Yao
;
Li, Guodong
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 162-174
Persistent link: https://www.econbiz.de/10012116135
Saved in:
2
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
3
A new hyperbolic GARCH model
Li, Muyi
;
Li, Wai Keung
;
Li, Guodong
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 428-436
Persistent link: https://www.econbiz.de/10011504608
Saved in:
4
Hybrid quantile
estimation
for asymmetric power GARCH models
Wang, Guochang
;
Zhu, Ke
;
Li, Guodong
;
Li, Wai Keung
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 264-284
Persistent link: https://www.econbiz.de/10013441656
Saved in:
5
Stock return and cash flow predictability : the role of volatility risk
Bollerslev, Tim
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 458-471
Persistent link: https://www.econbiz.de/10011499728
Saved in:
6
Financial econometrics: past developments and future challenges
Bollerslev, Tim
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 41-51
Persistent link: https://www.econbiz.de/10001546139
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
