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
~language:"eng"
~person:"Sentana, Enrique"
~person:"Teräsvirta, Timo"
~subject:"Börsenkurs"
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
MEDEA: a DSGE model for the Sp...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Schätztheorie
132
Estimation theory
130
Zeitreihenanalyse
55
Time series analysis
53
Theorie
38
Theory
36
Statistical test
30
Statistischer Test
30
ARCH model
24
ARCH-Modell
24
Volatility
24
Volatilität
23
Estimation
21
Schätzung
21
VAR model
15
VAR-Modell
15
Nichtlineare Regression
14
Nonlinear regression
14
Multivariate Analyse
13
Multivariate analysis
13
Maximum likelihood estimation
12
Maximum-Likelihood-Schätzung
12
Share price
12
Capital income
11
Correlation
11
Kapitaleinkommen
11
Korrelation
11
Modellierung
11
Regression analysis
11
Regressionsanalyse
11
Scientific modelling
11
Autocorrelation
10
Autokorrelation
10
Forecasting model
8
Prognoseverfahren
8
CAPM
7
Method of moments
7
Momentenmethode
7
ARCH
6
more ...
less ...
Online availability
All
Free
4
Undetermined
1
Type of publication
All
Article
7
Book / Working Paper
5
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
Spanish
1
Author
All
Sentana, Enrique
Teräsvirta, Timo
Bali, Turan G.
20
Kapetanios, George
16
Farinós Viñas, José Emilio
13
Pesaran, M. Hashem
13
Tang, Yi
13
Engle, Robert F.
12
Hautsch, Nikolaus
12
Todorov, Viktor
12
Bailey, Natalia
10
Linton, Oliver
10
Tauchen, George Eugene
10
Maheswaran, S.
9
Gupta, Rangan
8
Kim, Donggyu
8
Li, Jia
8
Malec, Peter
8
Allen, David E.
7
Bauwens, Luc
7
Bollerslev, Tim
7
Faff, Robert W.
7
Herrero, Begoña
7
Lux, Thomas
7
Runde, Ralf
7
Alonso Sánchez, Francisco
6
Fernández-Villaverde, Jesús
6
Gao, Jiti
6
Jondeau, Eric
6
Krishnamurthy, Arvind
6
Ravazzolo, Francesco
6
Xiu, Dacheng
6
Zakoïan, Jean-Michel
6
Andreasen, Martin Møller
5
Bibinger, Markus
5
Delatte, Anne-Laure
5
Dow, James
5
Fouquau, Julien
5
Fulop, Andras
5
Giot, Pierre
5
Krämer, Walter
5
more ...
less ...
Published in...
All
CREATES research paper
2
The review of economic studies
2
Documento de trabajo / Centro de Estudios Monetarios y Financieros
1
Econometric analysis of financial markets
1
Econometrics : open access journal
1
Journal of empirical finance
1
NCER working paper series
1
SSE EFI working paper series in economics and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The economic journal : the journal of the Royal Economic Society
1
Working paper / Centro de Estudios Monetarios y Financieros / Centro de Estudios Monetarios y Financieros
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modelling economic high-frequency time series with STAR-STGARCH models
Lundbergh, Stefan
;
Teräsvirta, Timo
-
1998
Persistent link: https://www.econbiz.de/10000168182
Saved in:
2
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
3
Modelling changes in the unconditional variance of long stock return series
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of empirical finance
25
(
2014
),
pp. 15-35
Persistent link: https://www.econbiz.de/10010462094
Saved in:
4
Semi-parametric estimation and the predictability of stock market returns : some lessons from Japan
Sentana, Enrique
- In:
The review of economic studies
58
(
1991
)
4
,
pp. 547-563
Persistent link: https://www.econbiz.de/10001114304
Saved in:
5
Feedback traders and stock return autocorrelations : evidence from a century of daily data
Sentana, Enrique
- In:
The economic journal : the journal of the Royal …
102
(
1992
)
411
,
pp. 415-425
Persistent link: https://www.econbiz.de/10001129728
Saved in:
6
Quadratic ARCH models
Sentana, Enrique
-
1995
Persistent link: https://www.econbiz.de/10000924230
Saved in:
7
Risk and return in January : some UK evidence
Dēmos, Antōnēs A.
- In:
Econometric analysis of financial markets
,
(pp. 185-202)
.
1994
Persistent link: https://www.econbiz.de/10001284429
Saved in:
8
Quadratic ARCH models
Sentana, Enrique
- In:
The review of economic studies
62
(
1995
)
4
,
pp. 639-661
Persistent link: https://www.econbiz.de/10001189784
Saved in:
9
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
10
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
4
,
pp. 347-364
Persistent link: https://www.econbiz.de/10011649097
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
