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:"Paolella, Marc S."
~subject:"Nonparametric statistics"
~subject:"Stochastic process"
~subject:"Volatility"
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 Note on Negative Electoral A...
Similar by subject
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Nonparametric statistics
Stochastic process
Volatility
ARCH model
3
ARCH-Modell
3
Theorie
3
Theory
3
Volatilität
2
Capital income
1
Correlation
1
Estimation
1
GARCH
1
Kapitaleinkommen
1
Korrelation
1
Markov chain
1
Markov switching
1
Markov-Kette
1
Multivariate generalized hyperbolic distribution
1
Portfolio optimization
1
Portfolio selection
1
Portfolio-Management
1
Risikomaß
1
Risk measure
1
Schätzung
1
Statistical distribution
1
Statistische Verteilung
1
Stochastischer Prozess
1
Value-at-risk
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Paolella, Marc S.
Phillips, Peter C. B.
13
Linton, Oliver
10
Yu, Jun
8
Aït-Sahalia, Yacine
7
McAleer, Michael
7
Chen, Xiaohong
6
Bollerslev, Tim
5
Gouriéroux, Christian
5
Renault, Eric
5
Robinson, Peter M.
5
Andersen, Torben
4
Gallant, A. Ronald
4
Gao, Jiti
4
Hallin, Marc
4
Hidalgo, Javier
4
Jensen, Mark J.
4
Lewbel, Arthur
4
Patton, Andrew J.
4
Tauchen, George Eugene
4
Taylor, Robert
4
Todorov, Viktor
4
Whang, Yoon-jae
4
Asai, Manabu
3
Barigozzi, Matteo
3
Boswijk, Herman Peter
3
Cavaliere, Giuseppe
3
Chan, Joshua
3
Chen, Songnian
3
Delgado, Miguel A.
3
Fan, Yanqin
3
Gagliardini, Patrick
3
Koop, Gary
3
Maheu, John M.
3
Mariano, Roberto S.
3
Nielsen, Morten Ørregaard
3
Park, Joon Y.
3
Simar, Léopold
3
Xiao, Zhijie
3
Arvanitis, Stelios
2
more ...
less ...
Published in...
All
Journal of econometrics
CFS working paper series
6
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
3
Contributions to modern econometrics : from data analysis to economic policy ; [dedicated to Gerd Hansen on the occasion of his 65th Birthday]
1
Handbook of heavy tailed distributions in finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Stable mixture GARCH models
Broda, Simon A.
;
Haas, Markus
;
Krause, Jochen
; …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 292-306
Persistent link: https://www.econbiz.de/10009706200
Saved in:
2
Stationary of stable power-GARCH processes
Mittnik, Stefan
;
Paolella, Marc S.
;
Rachev, Svetlozar T.
- In:
Journal of econometrics
106
(
2002
)
1
,
pp. 97-107
Persistent link: https://www.econbiz.de/10001633694
Saved in:
3
Regime switching dynamic correlations for asymmetric and fat-tailed conditional returns
Paolella, Marc S.
;
Polak, Pawel
;
Walker, Patrick S.
- In:
Journal of econometrics
213
(
2019
)
2
,
pp. 493-515
Persistent link: https://www.econbiz.de/10012304579
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
