//--> //--> //--> //-->
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"
~subject:"ARCH model"
~subject:"Momentenmethode"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Momentenmethode
Theorie
1,610
Theory
1,610
Estimation theory
802
Schätztheorie
802
Zeitreihenanalyse
677
Time series analysis
674
Estimation
466
Schätzung
462
Nichtparametrisches Verfahren
267
Nonparametric statistics
267
Volatility
226
Volatilität
226
Regression analysis
214
Regressionsanalyse
214
Forecasting model
193
Prognoseverfahren
193
Panel
191
Panel study
191
Statistical test
185
Statistischer Test
185
Stochastic process
161
Stochastischer Prozess
161
USA
124
United States
124
Einheitswurzeltest
119
Unit root test
119
Cointegration
118
Kointegration
117
Statistical distribution
111
Statistische Verteilung
111
Bayes-Statistik
108
Bayesian inference
108
Method of moments
100
ARCH-Modell
98
Bootstrap approach
98
Bootstrap-Verfahren
98
Capital income
98
Kapitaleinkommen
98
more ...
less ...
Online availability
All
Undetermined
75
Type of publication
All
Article
196
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
192
Aufsatz in Zeitschrift
192
Collection of articles of several authors
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
Language
All
English
197
Author
All
Francq, Christian
9
Zakoïan, Jean-Michel
8
Lee, Lung-fei
5
Gallant, A. Ronald
4
Li, Guodong
4
Paolella, Marc S.
4
Schmidt, Peter
4
Ahn, Seung Chan
3
Andreou, Elena
3
Bollerslev, Tim
3
Chen, Xiaohong
3
Ghysels, Eric
3
Gonçalves, Sílvia
3
Hallin, Marc
3
Hwang, Jungbin
3
Inoue, Atsushi
3
Kim, Donggyu
3
Rombouts, Jeroen V. K.
3
Sun, Yixiao
3
Tauchen, George Eugene
3
Baltagi, Badi H.
2
Barigozzi, Matteo
2
Blasques, F.
2
Carrasco, Marine
2
Corradi, Valentina
2
Dovonon, Prosper
2
Egger, Peter
2
Gagliardini, Patrick
2
Gospodinov, Nikolaj
2
Hall, Alastair R.
2
Hong, Yongmiao
2
Kapetanios, George
2
Khalaf, Lynda
2
Kuersteiner, Guido M.
2
Laurent, Sébastien
2
Lee, Young Hoon
2
Li, Kunpeng
2
Li, Wai Keung
2
Linton, Oliver
2
Meddahi, Nour
2
more ...
less ...
Published in...
All
Journal of econometrics
Energy economics
126
Applied economics
117
Economic modelling
107
Finance research letters
107
Journal of empirical finance
100
Economics letters
98
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
85
Discussion paper / Tinbergen Institute
84
International review of financial analysis
81
Econometric reviews
70
International review of economics & finance : IREF
70
The North American journal of economics and finance : a journal of financial economics studies
69
Applied economics letters
67
International journal of forecasting
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
66
Journal of banking & finance
66
Research in international business and finance
65
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
63
Journal of international financial markets, institutions & money
59
Econometric theory
58
Journal of forecasting
57
Journal of risk and financial management : JRFM
56
Working paper
56
Journal of financial econometrics : official journal of the Society for Financial Econometrics
51
The European journal of finance
45
Applied financial economics
43
International journal of economics and financial issues : IJEFI
40
International journal of finance & economics : IJFE
40
The econometrics journal
40
Journal of applied econometrics
38
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
37
Journal of economic dynamics & control
37
Econometric Institute research papers
36
CESifo working papers
35
Computational economics
35
International Journal of Energy Economics and Policy : IJEEP
33
Review of quantitative finance and accounting
33
Cogent economics & finance
31
Journal of financial econometrics
31
more ...
less ...
Source
All
ECONIS (ZBW)
197
Showing
1
-
10
of
197
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
2
Identification by Laplace transforms in nonlinear time series and panel models with unobserved stochastic dynamic effects
Gagliardini, Patrick
;
Gouriéroux, Christian
- In:
Journal of econometrics
208
(
2019
)
2
,
pp. 613-637
Persistent link: https://www.econbiz.de/10012149372
Saved in:
3
Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard
;
Kapetanios, George
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
Saved in:
4
Distribution
theory
for unit root tests with conditional heteroskedasticity
Seo, Byeongseon
- In:
Journal of econometrics
91
(
1999
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10001382163
Saved in:
5
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 508-522
Persistent link: https://www.econbiz.de/10010256919
Saved in:
6
Intraday Value-at-Risk : an asymmetric autoregressive conditional duration approach
Liu, Shouwei
;
Tse, Yiu Kuen
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 437-446
Persistent link: https://www.econbiz.de/10011504612
Saved in:
7
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
8
Estimation
of dynamic and ARCH Tobit models
Lee, Lung-fei
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 355-390
Persistent link: https://www.econbiz.de/10001400177
Saved in:
9
Copula structured M4 processes with application to high-frequency financial data
Zhang, Zhengjun
;
Zhu, Bin
- In:
Journal of econometrics
194
(
2016
)
2
,
pp. 231-241
Persistent link: https://www.econbiz.de/10011705118
Saved in:
10
Conditional Value-at-Risk : semiparametric
estimation
and inference
Wang, Chuan-Sheng
;
Zhao, Zhibiao
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 86-103
Persistent link: https://www.econbiz.de/10011705234
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->