//--> //--> //-->
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"
~person:"Härdle, Wolfgang"
~person:"Karanasos, Menelaos"
~person:"Koopman, Siem Jan"
~subject:"Fractional integration"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Fractional integration
Theorie
5
Theory
5
Estimation
4
Schätzung
4
ARCH model
2
ARCH-Modell
2
Aktienmarkt
2
Capital income
2
Correlation
2
Kapitaleinkommen
2
Korrelation
2
Multivariate Analyse
2
Multivariate Verteilung
2
Multivariate analysis
2
Multivariate distribution
2
Statistical distribution
2
Statistische Verteilung
2
Stock market
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
Asymmetric power ARCH
1
Australia
1
Australien
1
Börsenkurs
1
CDO
1
Convergence
1
Convergence criteria
1
Copulae
1
Correlation smile
1
Credit risk
1
Derivat
1
Derivative
1
EU countries
1
EU-Staaten
1
Einheitswurzeltest
1
Euro area
1
European Monetary Union
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Härdle, Wolfgang
Karanasos, Menelaos
Koopman, Siem Jan
Conrad, Christian
1
Dark, Jonathan
1
Janus, Paweł
1
Lucas, André
1
Zeng, Ning
1
more ...
less ...
Published in...
All
Journal of empirical finance
Discussion paper / Tinbergen Institute
2
Discussion Paper Series
1
Discussion paper series / University of Heidelberg, Department of Economics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
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
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->