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~language:"eng"
~person:"Taylor, Robert"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
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Volatilität
Zeitreihenanalyse
Theorie
82
Theory
82
Einheitswurzeltest
50
Unit root test
50
Time series analysis
42
Saisonale Schwankungen
24
Seasonal variations
24
Stochastic process
18
Stochastischer Prozess
18
Statistical test
17
Statistischer Test
17
Bootstrap approach
15
Bootstrap-Verfahren
15
Volatility
13
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9
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9
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9
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9
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10
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1
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Taylor, Robert
Gil-Alaña, Luis A.
174
Koopman, Siem Jan
172
Caporale, Guglielmo Maria
160
Franses, Philip Hans
159
McAleer, Michael
138
Phillips, Peter C. B.
136
Gupta, Rangan
120
Diebold, Francis X.
101
Bollerslev, Tim
99
Härdle, Wolfgang
87
Koop, Gary
78
Lütkepohl, Helmut
78
Kunst, Robert M.
75
Sibbertsen, Philipp
75
Pesaran, M. Hashem
74
Engle, Robert F.
73
Teräsvirta, Timo
72
Ghysels, Eric
69
Harvey, Andrew C.
67
Lucas, André
67
Swanson, Norman R.
67
Lux, Thomas
66
Marcellino, Massimiliano
65
Hautsch, Nikolaus
64
Dijk, Herman K. van
62
Andersen, Torben
60
Kapetanios, George
60
Timmermann, Allan
60
Granger, C. W. J.
58
Herwartz, Helmut
58
Stock, James H.
58
Bauwens, Luc
57
Dijk, Dick van
54
Feng, Yuanhua
54
Maravall Herrero, Agustín
52
Watson, Mark W.
52
Lanne, Markku
51
Hyndman, Rob J.
50
Ravazzolo, Francesco
50
Pierdzioch, Christian
49
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
7
Econometric reviews
6
Journal of econometrics
5
Econometric theory
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
The econometrics journal
3
Journal of empirical finance
2
Oxford bulletin of economics and statistics
2
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
Cowles Foundation discussion paper
1
DAE working paper
1
Discussion papers in economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics discussion paper series : EDP
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Journal of financial econometrics
1
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1
Report / Econometric Institute, Erasmus University Rotterdam
1
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The economic journal : the journal of the Royal Economic Society
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ECONIS (ZBW)
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1
Fluctuation tests for a change in persistence
Taylor, Robert
-
2004
Persistent link: https://www.econbiz.de/10002141954
Saved in:
2
Fluctuation tests for a change in persistence
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
67
(
2005
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10002693278
Saved in:
3
Additional critical values and asymptotic representations for seasonal unit root tests
Smith, Richard J.
;
Taylor, Robert
-
1995
Persistent link: https://www.econbiz.de/10000561591
Saved in:
4
A note on testing covariance stationarity
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric reviews
28
(
2009
)
4
,
pp. 364-371
Persistent link: https://www.econbiz.de/10003864024
Saved in:
5
Bootstrap unit root tests for time series with nonstationary volatility
Cavaliere, Giuseppe
;
Taylor, Robert
- In:
Econometric theory
24
(
2008
)
1
,
pp. 43-71
Persistent link: https://www.econbiz.de/10003894110
Saved in:
6
On the power of GLS-type unit root tests
Burridge, Peter
;
Taylor, Robert
- In:
Oxford bulletin of economics and statistics
62
(
2000
)
5
,
pp. 633-645
Persistent link: https://www.econbiz.de/10003465518
Saved in:
7
Testing for co-integration in vector autoregressions with non-stationary volatility
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10008826880
Saved in:
8
Bootstrap union tests for unit roots in the presence of nonstationary volatility
Smeekes, Stephan
;
Taylor, Robert
-
2010
Persistent link: https://www.econbiz.de/10003985793
Saved in:
9
Special issue of "Economic
theory
" on bootstrap and numerical methods in time series : guest editors' introduction
Taylor, Robert
;
Vogelsang, Timothy J.
- In:
Econometric theory
27
(
2011
)
5
,
pp. 929-932
Persistent link: https://www.econbiz.de/10009379769
Saved in:
10
Lag length selection for unit root tests in the presence of nonstationary volatility
Cavaliere, Giuseppe
;
Phillips, Peter C. B.
;
Smeekes, Stephan
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 512-536
Persistent link: https://www.econbiz.de/10011373261
Saved in:
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