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 financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Proietti, Tommaso"
~subject:"Estimation theory"
~subject:"Zeitreihenanalyse"
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
Quantile Sieve Estimates For T...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Estimation theory
Zeitreihenanalyse
ARCH model
1
ARCH-Modell
1
Forecasting model
1
Fractional equal-root IMA model
1
Modellierung
1
Prognoseverfahren
1
Scientific modelling
1
Theorie
1
Theory
1
Time series analysis
1
Volatility
1
Volatilität
1
fractional lag models
1
model confidence set
1
realized volatility
1
volatility components
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Proietti, Tommaso
Corsi, Fulvio
3
Engle, Robert F.
2
Saikkonen, Pentti
2
Audrino, Francesco
1
Balter, Janine
1
Baruník, Jozef
1
Bollerslev, Tim
1
Bormann, Carsten
1
Busetti, Fabio
1
Calvet, Laurent E.
1
Calvori, Francesco
1
Candelon, Bertrand
1
Chen, Yi-ting
1
Chiu, Ching Wai Jeremy
1
Christensen, Kim
1
Christoffersen, Peter F.
1
Colletaz, Gilbert
1
Creal, Drew
1
Czellar, Veronika
1
Dahlhaus, Rainer
1
Di, Jianing
1
Dupuis, Debbie J.
1
Eckernkemper, Tobias
1
Eraker, Bjørn
1
Fantazzini, Dean
1
Foerster, Andrew
1
Francq, Christian
1
Frederiksen, Per
1
Gagliardini, Patrick
1
Galeano, Pedro
1
Gangopadhyay, Ashis
1
Ghysels, Eric
1
Giraitis, Liudas
1
Gonzalo, Jesús
1
Gonçalves, Sílvia
1
Gregory, Allan W.
1
Halbleib, Roxana
1
Hallam, Mark
1
Han, Heejoon
1
Harvey, Andrew C.
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
CEIS Working Paper
17
CREATES research paper
8
International journal of forecasting
6
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
EUI working paper
3
Econometric reviews
3
Advanced texts in econometrics
2
EERI research paper series
2
Journal of econometrics
2
Journal of forecasting
2
A companion to economic forecasting
1
Advanced Texts in Econometrics Ser
1
CC economics
1
CEIS Research Paper
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers / University of Kent, School of Economics
1
Discussion papers of interdisciplinary research project 373
1
Dynamic factor models
1
Econometric theory
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
FZID discussion papers
1
Handbook of research methods and applications in empirical macroeconomics
1
Hohenheim discussion papers in business, economics and social sciences
1
Journal of economic surveys
1
Measurement in economics : a handbook
1
Monographs of official statistics : papers and proceedings of the Third Eurostat Colloquium on Modern Tools for Business Cycle Analysis ; statistical methods and business cycle analysis of the Euro zone
1
Optimisation, econometric and financial analysis
1
Oxford bulletin of economics and statistics
1
The econometrics journal
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Component-wise representations of long-memory models and volatility prediction
Proietti, Tommaso
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 668-692
Persistent link: https://www.econbiz.de/10011623820
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
