//--> //--> //--> //-->
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
Long memory and volatility dyn...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
676
Time series analysis
673
Theorie
580
Theory
580
Estimation theory
539
Schätztheorie
539
Estimation
461
Schätzung
461
Volatility
321
Volatilität
321
USA
222
United States
220
Nichtparametrisches Verfahren
183
Nonparametric statistics
183
Forecasting model
163
Prognoseverfahren
163
Stochastic process
147
Stochastischer Prozess
147
Regression analysis
143
Regressionsanalyse
143
Capital income
137
Kapitaleinkommen
137
Panel
127
Panel study
127
Börsenkurs
98
Share price
98
Statistical test
98
Statistischer Test
98
ARCH model
92
ARCH-Modell
92
Factor analysis
76
Faktorenanalyse
76
Bayes-Statistik
75
Bayesian inference
75
Statistical distribution
72
Statistische Verteilung
72
Cointegration
69
Kointegration
68
VAR model
68
VAR-Modell
68
more ...
less ...
Online availability
All
Undetermined
580
Type of publication
All
Article
1,370
Book / Working Paper
19
Type of publication (narrower categories)
All
Article in journal
1,369
Aufsatz in Zeitschrift
1,369
Collection of articles of several authors
24
Sammelwerk
24
Conference paper
12
Konferenzbeitrag
12
Konferenzschrift
9
Festschrift
7
Conference proceedings
6
Aufsatzsammlung
2
more ...
less ...
Language
All
English
1,382
Undetermined
7
Author
All
Phillips, Peter C. B.
32
Linton, Oliver
24
Taylor, Robert
23
Bollerslev, Tim
20
Tauchen, George Eugene
19
Todorov, Viktor
19
Aït-Sahalia, Yacine
16
Andersen, Torben
15
Park, Joon Y.
14
Ghysels, Eric
13
Koop, Gary
13
Robinson, Peter M.
13
Xiao, Zhijie
13
Gao, Jiti
12
Chen, Xiaohong
11
Gouriéroux, Christian
11
Leybourne, Stephen James
11
McAleer, Michael
11
Xiu, Dacheng
11
Hallin, Marc
10
Pesaran, M. Hashem
10
Su, Liangjun
10
Swanson, Norman R.
10
Timmermann, Allan
10
Yu, Jun
10
Zakoïan, Jean-Michel
10
Cavaliere, Giuseppe
9
Francq, Christian
9
Gallant, A. Ronald
9
Hong, Yongmiao
9
Marcellino, Massimiliano
9
Meddahi, Nour
9
Mykland, Per A.
9
Patton, Andrew J.
9
Corradi, Valentina
8
Diebold, Francis X.
8
Harvey, David I.
8
Koopman, Siem Jan
8
Li, Jia
8
Shephard, Neil G.
8
more ...
less ...
Institution
All
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Conference on Realized Volatility <2006, Montréal>
1
National Bureau of Economic Research
1
National Science Foundation
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
1
Published in...
All
Journal of econometrics
Working paper / National Bureau of Economic Research, Inc.
13,853
NBER working paper series
7,688
NBER Working Paper
5,212
Discussion paper series / IZA
5,006
Discussion paper / Centre for Economic Policy Research
4,146
Applied economics
3,752
Kom / Kommission der Europäischen Gemeinschaften
3,129
Working paper
3,028
CESifo working papers
2,967
The American economic review
2,717
IZA Discussion Papers
2,600
Economics letters
2,353
Applied economics letters
2,288
IZA Discussion Paper
2,150
Journal of banking & finance
2,101
Energy economics
1,852
Intereconomics : review of European economic policy
1,850
Economic modelling
1,784
American journal of agricultural economics
1,765
The journal of finance : the journal of the American Finance Association
1,754
The review of economics and statistics
1,702
Discussion paper
1,700
CESifo Working Paper
1,647
ECB Working Paper
1,584
MPRA Paper
1,530
The review of financial studies
1,516
Working paper series / European Central Bank
1,476
IMF working papers
1,474
Journal of international money and finance
1,467
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1,455
Journal of financial economics
1,418
Finance research letters
1,356
Working Paper
1,239
International review of economics & finance : IREF
1,233
CESifo Working Paper Series
1,225
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1,224
International review of financial analysis
1,220
Discussion paper / Tinbergen Institute
1,207
Applied financial economics
1,201
more ...
less ...
Source
All
ECONIS (ZBW)
1,388
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
1,389
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric estimation and inference for conditional density based Granger causality measures
Taamouti, Abderrahim
;
Bouezmarni, Taoufik
;
El Ghouch, Anouar
- In:
Journal of econometrics
180
(
2014
)
2
,
pp. 251-264
Persistent link: https://www.econbiz.de/10010433362
Saved in:
2
Modeling and forecasting realized
volatility
with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
3
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
Saved in:
4
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
5
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
6
Realized matrix-exponential stochastic
volatility
with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
7
The detection and estimation of long memory in stochastic
volatility
Breidt, F. Jay
- In:
Journal of econometrics
83
(
1998
)
1
,
pp. 325-348
Persistent link: https://www.econbiz.de/10001336943
Saved in:
8
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:
9
Estimation of fractionally integrated panels with fixed effects and cross-section dependence
Ergemen, Yunus Emre
;
Velasco, Carlos
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 248-258
Persistent link: https://www.econbiz.de/10011818289
Saved in:
10
Long memory, fractional integration, and cross-sectional aggregation
Haldrup, Niels
;
Valdés, J. Eduardo Vera
- In:
Journal of econometrics
199
(
2017
)
1
,
pp. 1-11
Persistent link: https://www.econbiz.de/10011818800
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...
//-->