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:"Quantitative finance and economics"
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
The Stability of Factor Models...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
2
Zeitreihenanalyse
2
Bootstrap approach
1
Bootstrap-Verfahren
1
Estimation
1
Estimation theory
1
HAR model
1
Lag model
1
Lag-Modell
1
M and GMM estimators
1
Method of moments
1
Momentenmethode
1
Schätztheorie
1
Schätzung
1
Statistical test
1
Statistischer Test
1
Theorie
1
Theory
1
Volatility
1
Volatilität
1
adaptive lasso
1
lag structure
1
realized volatility
1
test for false positives
1
time series
1
wild bootstrap
1
more ...
less ...
Online availability
All
Free
2
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
Audrino, Francesco
2
Camponovo, Lorenzo
2
Roth, Constantin
2
Published in...
All
Quantitative finance and economics
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
21
Economics Working Paper Series / School of Economics and Political Science, Universität St. Gallen
9
Working Paper
9
Working papers on finance
6
Journal of applied econometrics
5
University of St. Gallen Department of Economics working paper series 2007
5
Universität Zürich - Institut für Schweizerisches Bankwesen - Working Papers
5
Computational Statistics & Data Analysis
4
Discussion paper / University of St. Gallen, Department of Economics
4
Journal of banking & finance
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
University of St. Gallen, Department of Economics, Discussion Paper
4
FINRISK Working Paper Series
3
Institut für Schweizerisches Bankwesen Zürich - Working Paper Series
3
Journal of Business & Economic Statistics
3
Journal of Financial Econometrics
3
University of St. Gallen Department of Economics working paper series 2008
3
Computational economics
2
Econometric reviews
2
International review of financial analysis
2
Journal of Applied Econometrics
2
Journal of financial econometrics
2
Journal of forecasting
2
Journal of the Royal Statistical Society Series B
2
University of St. Gallen Department of Economics working paper series 2009
2
University of St. Gallen Economics Discussion Paper
2
Annals of Finance
1
Annals of finance
1
Computational Economics
1
Computational Management Science
1
Computing in Economics and Finance 2005
1
Econometrics
1
Econometrics : open access journal
1
IEW - Working Papers
1
International journal of forecasting
1
International journal of sport finance
1
Journal of Banking & Finance
1
Journal of Financial Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing the lag structure of assets' realized volatility dynamics
Audrino, Francesco
;
Camponovo, Lorenzo
;
Roth, Constantin
- In:
Quantitative finance and economics
1
(
2017
)
4
,
pp. 363-387
Persistent link: https://www.econbiz.de/10012137836
Saved in:
2
Wild multiplicative bootstrap for M and GMM estimators in time series
Audrino, Francesco
;
Camponovo, Lorenzo
;
Roth, Constantin
- In:
Quantitative finance and economics
3
(
2019
)
1
,
pp. 165-186
Persistent link: https://www.econbiz.de/10012176455
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
