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:"Hansen, Peter Reinhard"
~person:"Nielsen, Morten Ørregaard"
~person:"Sucarrat, Genaro"
~subject:"Aktienmarkt"
~subject:"Time series analysis"
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
Term structures of implied vol...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Aktienmarkt
Time series analysis
Theorie
4
Theory
4
Volatility
4
Volatilität
4
Cointegration
2
Forecasting model
2
Kointegration
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Prognoseverfahren
2
1988-1995
1
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Bond market
1
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Commodity derivative
1
Commodity market
1
Commodity price
1
Comparison
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Estimation
1
Exchange rate
1
Forecast
1
Fractional integration
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option trading
1
Optionsgeschäft
1
Prognose
1
Ranking method
1
Ranking-Verfahren
1
Rentenmarkt
1
Rohstoffderivat
1
Rohstoffmarkt
1
Rohstoffpreis
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Hansen, Peter Reinhard
Nielsen, Morten Ørregaard
Sucarrat, Genaro
Todorov, Viktor
7
Bollerslev, Tim
6
Li, Jia
6
Li, Yingying
6
Tauchen, George Eugene
6
Andersen, Torben
5
Kim, Donggyu
5
Fan, Jianqing
4
Hallin, Marc
4
McAleer, Michael
4
Patton, Andrew J.
4
Barigozzi, Matteo
3
Kong, Xin-Bing
3
Mykland, Per A.
3
Taylor, Robert
3
Wang, Yazhen
3
Zheng, Xinghua
3
Asai, Manabu
2
Banerjee, Anindya
2
Boswijk, Herman Peter
2
Cavaliere, Giuseppe
2
Chan, Joshua
2
Chen, Dachuan
2
Christensen, Kim
2
Clinet, Simon
2
Ergemen, Yunus Emre
2
Francq, Christian
2
Hounyo, Ulrich
2
La Vecchia, Davide
2
Li, Guodong
2
Li, Wai Keung
2
Liao, Yuan
2
Linton, Oliver
2
Liu, Cheng
2
Liu, Zhi
2
Meddahi, Nour
2
Medeiros, Marcelo C.
2
Petrova, Katerina
2
Podolskij, Mark
2
Poon, Aubrey
2
more ...
less ...
Published in...
All
Journal of econometrics
CREATES research paper
5
Journal of applied econometrics
3
Queen's Economics Department working paper
3
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
3
International journal of forecasting
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of financial econometrics
2
CORE Discussion Paper
1
CORE discussion papers : DP
1
Discussion paper / Tinbergen Institute
1
Discussion papers / UCL, Département des Sciences Economiques
1
EUI working paper
1
Economic modelling
1
Economics : the open-access, open-assessment e-journal
1
Economics : the open-access, open-assessment journal
1
Economics Discussion Paper
1
Energy economics
1
Global COE Hi-Stat discussion paper series
1
Journal of empirical finance
1
Oxford bulletin of economics and statistics
1
Tinbergen Institute Discussion Paper 2016-061/III
1
UC3M working papers
1
Working Paper
1
Working paper / Department of Economics, Universidad Carlos III de Madrid
1
Working paper series / Federal Reserve Bank of Atlanta
1
Working papers / Brown University, Department of Economics
1
Working papers / Department of Economics, Universidad Carlos III de Madrid
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
