//--> //--> //--> //-->
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"
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
Market liquidity as dynamic fa...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
11
Zeitreihenanalyse
11
Theorie
10
Theory
10
Estimation theory
8
Schätztheorie
8
Volatility
6
Volatilität
6
Factor analysis
5
Faktorenanalyse
5
Dynamische Wirtschaftstheorie
4
Economic dynamics
4
Financial market
4
Finanzmarkt
4
ARCH model
3
ARCH-Modell
3
Econometrics
3
Estimation
3
Forecasting model
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Prognoseverfahren
3
Schätzung
3
Ökonometrie
3
Dynamic factor models
2
Generalized dynamic factor models
2
Heteroscedasticity
2
Heteroskedastizität
2
High-dimensional time series
2
Local asymptotic normality
2
Multivariate Analyse
2
Multivariate analysis
2
Nichtlineare Regression
2
Nonlinear regression
2
Panel
2
Panel study
2
Ranking method
2
Ranking-Verfahren
2
Statistical distribution
2
Statistical test
2
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
33
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Aufsatzsammlung
1
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
25
Undetermined
10
Author
All
Hallin, Marc
21
Veredas, David
18
Renault, Eric
6
Barigozzi, Matteo
4
Forni, Mario
4
Lippi, Marco
4
Dominicy, Yves
3
Akker, Ramon van den
2
Bauwens, Luc
2
Bennala, Nezar
2
Garcia, René
2
Halbleib, Roxana
2
Kristensen, Dennis
2
La Vecchia, Davide
2
Liška, Roman
2
Mathias, Charles
2
Paindaveine, Davy
2
Pirotte, Hugues
2
Reichlin, Lucrezia
2
Rombouts, Jeroen V. K.
2
Samorodnitsky, Gennady
2
Scaillet, Olivier
2
Swan, Yvik
2
Verdebout, Thomas
2
Werker, Bas J. M.
2
Zaffaroni, Paolo
2
Zakoïan, Jean-Michel
2
Brownlees, Christian
1
Dufour, Jean-Marie
1
Farhat, Abdeljelil
1
Gallo, Giampiero M.
1
Heikkilä, Matias
1
Ilmonen, Pauliina
1
Paolella, Marc
1
Paolella, Marc S.
1
Sachs, Rainer von
1
Soccorsi, Stefano
1
Werker, Bas J.M.
1
van den Akker, Ramon
1
more ...
less ...
Published in...
All
Journal of econometrics
ULB Institutional Repository
202
ECARES working paper
59
Working Papers ECARES
37
CORE Discussion Papers
13
Journal of Econometrics
11
Working Papers CEB
10
Journal of the American Statistical Association : JASA
9
CORE Discussion Papers RP
8
CORE discussion paper : DP
8
Discussion paper / Center for Economic Research, Tilburg University
7
Journal of Multivariate Analysis
6
CEPR Discussion Papers
5
CORE discussion papers : DP
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Journal of the American Statistical Association
5
The European journal of finance
5
Banco de España Working Papers
4
CentER Discussion Paper Series
4
Documentos de trabajo / Banco de España
4
Journal of banking & finance
4
Statistics & Probability Letters
4
Annals of the Institute of Statistical Mathematics
3
Annals of the Institute of Statistical Mathematics : AISM
3
CORE Discussion Paper
3
Econometric Theory
3
Econometric theory
3
Empirical Economics
3
International Statistical Review
3
International journal of forecasting
3
Journal of economic dynamics & control
3
CEMMAP working papers / Centre for Microdata Methods and Practice
2
CIFR Paper
2
CIRANO Working Papers
2
Cahiers de recherche
2
Discussion paper / Centre for Economic Policy Research
2
Econometrics Working Papers Archive
2
European financial management : the journal of the European Financial Management Association
2
Journal de la Société de Statistique de Paris
2
Journal of Banking & Finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
25
OLC EcoSci
10
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Market liquidity as dynamic factors
Hallin, Marc
;
Mathias, Charles
;
Pirotte, Hugues
; …
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 42-50
Persistent link: https://www.econbiz.de/10009270591
Saved in:
2
Market liquidity as dynamic factors
Hallin, Marc
;
Mathias, Charles
;
Pirotte, Hugues
; …
- In:
Journal of econometrics
163
(
2011
)
1
,
pp. 42-51
Persistent link: https://www.econbiz.de/10009017644
Saved in:
3
One-step R-estimation in linear models with stable errors
Hallin, Marc
;
Swan, Yvik
;
Verdebout, Thomas
;
Veredas, David
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 195-204
Persistent link: https://www.econbiz.de/10009706209
Saved in:
4
One-step R-estimation in linear models with stable errors
Hallin, Marc
;
Swan, Yvik
;
Verdebout, Thomas
;
Veredas, David
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 195-204
Persistent link: https://www.econbiz.de/10010063348
Saved in:
5
Estimation of stable distributions by indirect inference
Garcia, René
;
Renault, Eric
;
Veredas, David
- In:
Journal of econometrics
161
(
2011
)
2
,
pp. 325-337
Persistent link: https://www.econbiz.de/10009242117
Saved in:
6
The method of simulated quantiles
Dominicy, Yves
;
Veredas, David
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 235-247
Persistent link: https://www.econbiz.de/10009706206
Saved in:
7
Editorial: Latest developments on heavy-tailed distributions
Paolella, Marc S.
;
Renault, Eric
;
Samorodnitsky, Gennady
; …
- In:
Journal of econometrics
172
(
2013
)
2
,
pp. 183-185
Persistent link: https://www.econbiz.de/10009706211
Saved in:
8
Disentangling systematic and idiosyncratic dynamics in panels of volatility measures
Barigozzi, Matteo
;
Brownlees, Christian
;
Gallo, Giampiero M.
- In:
Journal of econometrics
182
(
2014
)
2
,
pp. 364-384
Persistent link: https://www.econbiz.de/10010497747
Saved in:
9
The stochastic conditional duration model : a latent variable model for the analysis of financial durations
Bauwens, Luc
;
Veredas, David
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 381-412
Persistent link: https://www.econbiz.de/10001956340
Saved in:
10
Nonlinear financial econometrics JoE special issue introduction
Rombouts, Jeroen V. K.
;
Scaillet, Olivier
;
Veredas, David
; …
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 203-206
Persistent link: https://www.econbiz.de/10012482746
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->