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:"Larsson, Rolf"
~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
12
Theory
12
Estimation
6
Schätzung
6
Time series analysis
4
Zeitreihenanalyse
4
ARCH model
3
ARCH-Modell
3
Capital income
3
Einheitswurzeltest
3
Forecasting model
3
Kapitaleinkommen
3
Prognoseverfahren
3
Unit root test
3
Volatility
3
Volatilität
3
Aktienmarkt
2
Autocorrelation
2
Autokorrelation
2
Factor analysis
2
Faktorenanalyse
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Portfolio selection
2
Portfolio-Management
2
Statistical distribution
2
Statistische Verteilung
2
Stock market
2
1960-1994
1
Asymmetric power ARCH
1
Asymptotic inference
1
Australia
1
Australien
1
Börsenkurs
1
CDO
1
Causality analysis
1
Certainty equivalent return
1
Convergence
1
Convergence criteria
1
Copulae
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Härdle, Wolfgang
Karanasos, Menelaos
Larsson, Rolf
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
Koopman, Siem Jan
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
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 / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
33
CORE discussion paper : DP
20
Discussion papers of interdisciplinary research project 373
18
Econometric theory
10
Discussion paper / A
8
Journal of econometrics
7
Universitext
7
Discussion papers in economics
6
Energy economics
6
Discussion paper / Center for Economic Research, Tilburg University
5
Applied quantitative finance
4
Quantitative finance
4
Economics letters
3
Essays on financial time series models
3
IRTG 1792 discussion paper
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of forecasting
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
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 journal of forecasting
2
International review of financial analysis
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Publikationen / Center for Applied Statistics and Economics
2
Research in international business and finance
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
The European journal of finance
2
Working paper series in economics and finance
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
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
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:
3
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:
4
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:
5
Likelihood-based cointegration tests in heterogeneous panels
Larsson, Rolf
;
Lyhagen, Johan
;
Löthgren, Mickael
- In:
The econometrics journal
4
(
2001
)
1
,
pp. 109-142
Persistent link: https://www.econbiz.de/10001612299
Saved in:
6
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:
7
Distribution approximation of unit root tests in autoregressive models
Larsson, Rolf
- In:
The econometrics journal
1
(
1998
)
2
,
pp. 10-26
Persistent link: https://www.econbiz.de/10001443695
Saved in:
8
The finite sample distribution of the KPSS test
Hornok, Attila
;
Larsson, Rolf
- In:
The econometrics journal
3
(
2000
)
1
,
pp. 108-121
Persistent link: https://www.econbiz.de/10001532226
Saved in:
9
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:
10
Momentum of return predictability
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Diao, Xundi
- In:
Journal of empirical finance
45
(
2018
),
pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
