//--> //--> //-->
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:"Hong, Yongmiao"
~subject:"ARCH model"
~subject:"Statistical distribution"
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
Statistical distribution
Theorie
9
Theory
9
Time series analysis
6
Zeitreihenanalyse
6
Econometrics
3
Estimation
3
Schätzung
3
Ökonometrie
3
ARCH-Modell
2
Bayes-Statistik
2
Bayesian inference
2
Estimation theory
2
Forecasting model
2
Model averaging
2
Modellierung
2
Multivariate Analyse
2
Multivariate analysis
2
Prognoseverfahren
2
Regression analysis
2
Regressionsanalyse
2
Schätztheorie
2
Scientific modelling
2
Statistische Verteilung
2
Structural change
2
Asymmetric reaction
1
Asymptotic normality
1
Asymptotic optimality
1
Autocorrelation
1
Autokorrelation
1
Causality analysis
1
Correlation
1
Deutsche Mark
1
Devisenmarkt
1
Diagnostic procedure
1
Discrete Fourier transform
1
Empirical distribution function
1
Euler equation
1
Exchange rate
1
more ...
less ...
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Hong, Yongmiao
Francq, Christian
9
Zakoïan, Jean-Michel
8
Bollerslev, Tim
6
Park, Joon Y.
5
Linton, Oliver
4
McAleer, Michael
4
Paolella, Marc S.
4
Patton, Andrew J.
4
Todorov, Viktor
4
Andreou, Elena
3
Chang, Chia-Lin
3
Corradi, Valentina
3
Dijk, Herman K. van
3
Dufour, Jean-Marie
3
Ghysels, Eric
3
Hallin, Marc
3
Kim, Donggyu
3
Li, Guodong
3
Ling, Shiqing
3
Rombouts, Jeroen V. K.
3
Swanson, Norman R.
3
Barigozzi, Matteo
2
Blasques, F.
2
Bücher, Axel
2
Caporin, Massimiliano
2
Casarin, Roberto
2
Chan, Ngai Hang
2
Chang, Yoosoon
2
Chen, Bin
2
Gonçalves, Sílvia
2
Harvey, Andrew C.
2
Jin, Xin
2
Kapetanios, George
2
Khalaf, Lynda
2
Kim, Chang Sik
2
Laurent, Sébastien
2
Lewbel, Arthur
2
Li, Wai Keung
2
Maheu, John M.
2
more ...
less ...
Published in...
All
Journal of econometrics
Econometric theory
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Finance research letters
1
International economic review
1
Routledge advances in risk management
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Generalized spectral testing for multivariate continuous-time models
Chen, Bin
;
Hong, Yongmiao
- In:
Journal of econometrics
164
(
2011
)
2
,
pp. 268-293
Persistent link: https://www.econbiz.de/10009301912
Saved in:
2
A unified approach to validating univariate and multivariate conditional distribution models in time series
Chen, Bin
;
Hong, Yongmiao
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 22-44
Persistent link: https://www.econbiz.de/10010254990
Saved in:
3
Can the random walk model be beaten in out-of-sample density forecasts? : Evidence form intraday foreign exchange rates
Hong, Yongmiao
;
Li, Haitao
;
Zhao, Feng
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 736-776
Persistent link: https://www.econbiz.de/10003571349
Saved in:
4
A test for volatility spillover with application to exchange rates
Hong, Yongmiao
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 183-224
Persistent link: https://www.econbiz.de/10001585360
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->