//--> //--> //--> //-->
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 empirical finance"
~isPartOf:"The econometrics journal"
~person:"Härdle, Wolfgang"
~person:"Karanasos, Menelaos"
~person:"Koopman, Siem Jan"
~person:"Wang, Yudong"
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
Informationsmanagement im glob...
Similar by subject
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Theorie
13
Theory
13
Estimation
6
Schätzung
6
Time series analysis
5
Zeitreihenanalyse
5
ARCH model
4
ARCH-Modell
4
Capital income
4
Forecasting model
4
Kapitaleinkommen
4
Prognoseverfahren
4
Volatility
4
Volatilität
4
Factor analysis
3
Faktorenanalyse
3
State space model
3
Zustandsraummodell
3
Aktienmarkt
2
Correlation
2
Fractional integration
2
Korrelation
2
Multivariate Analyse
2
Multivariate Verteilung
2
Multivariate analysis
2
Multivariate distribution
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Portfolio selection
2
Portfolio-Management
2
Simulation
2
Statistical distribution
2
Statistische Verteilung
2
Stochastic process
2
Stochastischer Prozess
2
Stock market
2
Asymmetric power ARCH
1
Asymptotic inference
1
Australia
1
Australien
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
13
Author
All
Härdle, Wolfgang
Karanasos, Menelaos
Koopman, Siem Jan
Wang, Yudong
Phillips, Peter C. B.
9
Leybourne, Stephen James
8
Koop, Gary
6
Taylor, Robert
6
Gouriéroux, Christian
5
Harvey, David I.
5
Magnus, Jan R.
5
Baillie, Richard
4
Clements, Michael P.
4
Hsu, Yu-Chin
4
Kapetanios, George
4
Perron, Pierre
4
Saikkonen, Pentti
4
Abrevaya, Jason
3
Bauwens, Luc
3
Dionne, Georges
3
Dufour, Jean-Marie
3
Harvey, Campbell R.
3
Hendry, David F.
3
Horváth, Lajos
3
Huber, Martin
3
Johansen, Søren
3
Kim, Dongcheol
3
Kiviet, J. F.
3
Koedijk, Kees
3
Larsson, Rolf
3
Lee, Lung-fei
3
Li, Kai
3
Lütkepohl, Helmut
3
Newbold, Paul
3
Nijman, Theodore E.
3
Orme, Chris D.
3
Scaillet, Olivier
3
Sentana, Enrique
3
Tzavalis, Elias
3
Yamagata, Takashi
3
more ...
less ...
Published in...
All
Journal of empirical finance
The econometrics journal
SFB 649 discussion paper
103
Discussion paper / Tinbergen Institute
87
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
Tinbergen Institute Discussion Paper
26
CORE discussion paper : DP
20
Discussion papers of interdisciplinary research project 373
18
Discussion paper / Center for Economic Research, Tilburg University
10
International journal of forecasting
10
Journal of econometrics
10
Discussion paper / A
8
Journal of applied econometrics
8
Econometric theory
7
Energy economics
7
Universitext
7
Discussion papers in economics
6
Journal of financial econometrics : official journal of the Society for Financial Econometrics
6
Applied quantitative finance
4
Economics letters
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of forecasting
4
Quantitative finance
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Essays on financial time series models
3
IRTG 1792 discussion paper
3
Journal of the American Statistical Association : JASA
3
Statistical tools for finance and insurance
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Applied quantitative finance : theory and computational tools
2
Computational economics
2
DNB working paper
2
Digital finance : smart data analytics, investment innovation, and financial technology
2
Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of financial econometrics
2
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
2
Likelihood-based dynamic factor analysis for measurement and forecasting
Jungbacker, Borus
;
Koopman, Siem Jan
- In:
The econometrics journal
18
(
2015
)
2
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011378457
Saved in:
3
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
4
Valuation of collateralized debt obligations with hierarchical Archimedean copulae
Choroś-Tomczyk, Barbara
;
Härdle, Wolfgang
;
Okhrin, Ostap
- In:
Journal of empirical finance
24
(
2013
),
pp. 42-62
Persistent link: https://www.econbiz.de/10010371991
Saved in:
5
Generalized dynamic semi-parametric factor models for high-dimensional non-stationary time series
Song, Song
;
Härdle, Wolfgang
;
Ritov, Ya'acov
- In:
The econometrics journal
17
(
2014
)
2
,
pp. 101-131
Persistent link: https://www.econbiz.de/10010498722
Saved in:
6
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
Saved in:
7
Moments of the ARMA-EGARCH model
Karanasos, Menelaos
;
Kim, Jinki
- In:
The econometrics journal
6
(
2003
)
1
,
pp. 146-166
Persistent link: https://www.econbiz.de/10001781052
Saved in:
8
Signal extraction and the formulation of unobserved components models
Harvey, Andrew C.
;
Koopman, Siem Jan
- In:
The econometrics journal
3
(
2000
)
1
,
pp. 84-107
Persistent link: https://www.econbiz.de/10001532223
Saved in:
9
Statistical algorithms for models in state space using SsfPack 2.2
Koopman, Siem Jan
;
Shephard, Neil G.
;
Doornik, Jurgen A.
- In:
The econometrics journal
2
(
1999
)
1
,
pp. 107-160
Persistent link: https://www.econbiz.de/10001449270
Saved in:
10
Inflation convergence in the EMU
Karanasos, Menelaos
;
Koutroumpis, P.
;
Karavias, Y.
; …
- In:
Journal of empirical finance
39
(
2016
),
pp. 241-253
Persistent link: https://www.econbiz.de/10011664324
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->