//--> //--> //-->
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:"The econometrics journal"
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
TWO-STEP ESTIMATION OF A MULTI...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
1
ARCH-Modell
1
Einheitswurzeltest
1
Random Walk
1
Random walk
1
Unit root test
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
Klüppelberg, Claudia
1
Maller, Ross A.
1
Vyver, Mark van de
1
Wee, Derick
1
Published in...
All
The econometrics journal
Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
16
Discussion Paper
12
Stochastic Processes and their Applications
10
Finance and stochastics
5
Insurance / Mathematics & economics
4
Journal of Time Series Analysis
4
Berichte zur Stochastik und verwandten Gebieten
2
Finance and Stochastics
2
Insurance: Mathematics and Economics
2
International review of financial analysis
2
Journal of Multivariate Analysis
2
Journal of the Royal Statistical Society Series B
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Advanced mathematical methods for finance
1
Applications of mathematics : stochastic modeling and applied probality ; stochastic mechanics, random media, signal processing and image synthesis, mathematical economics, stochastic optimization and finance stochastic control
1
Applied Stochastic Models in Business and Industry
1
Australian & New Zealand Journal of Statistics
1
Discussion papers / Technische Universität Dortmund Fakultät Statistik, SFB 823
1
Econometrics Journal
1
Energy Economics
1
Energy economics
1
International Review of Financial Analysis
1
Journal of banking & finance
1
Journal of econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Mathematical Finance
1
Operations research
1
Optimality and risk - modern trends in mathematical finance : the Kabanov Festschrift
1
Risikomanagement und kapitalmarktorientierte Finanzierung : Festschrift zum 65. Geburtstag von Bernd Rudolph
1
Risk : managing risk in the world's financial markets
1
Scandinavian Journal of Statistics
1
Scandinavian actuarial journal
1
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
1
Statistical modelling and regression structures : Festschrift in honour of Ludwig Fahrmeir
1
Statistics & Probability Letters
1
Statistics & Risk Modeling
1
Stock market volatility
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for reducing to random walk in autogressive conditional heteroskedasticity models
Klüppelberg, Claudia
;
Maller, Ross A.
;
Vyver, Mark van de
- In:
The econometrics journal
5
(
2002
)
2
,
pp. 387-416
Persistent link: https://www.econbiz.de/10001713307
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->