//--> //--> //--> //-->
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:"und"
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
A test for the rank of the vol...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
volatility
929
Volatility
862
GARCH
131
Martingale
57
growth
46
martingale
41
VOLATILITY
40
exchange rates
38
risk
37
EGARCH
34
GARCH models
31
Growth
29
Risk and Uncertainty
29
Demand and Price Analysis
28
stock returns
28
liquidity
27
Risk
26
Inflation
24
exchange rate
24
financial markets
23
forecasting
23
trade
23
ARCH
22
Econophysics
22
persistence
22
stock markets
22
Liquidity
21
correlation
20
emerging markets
20
risk management
20
Stock returns
19
International Relations/Trade
18
PRICES
18
inflation
18
shocks
18
stock market
18
Correlation
17
Stock market
17
economic growth
17
exports
17
more ...
less ...
Online availability
All
Free
995
Undetermined
699
Type of publication
All
Book / Working Paper
1,007
Article
938
Other
33
Type of publication (narrower categories)
All
Dissertation u.a. Prüfungsschriften
12
Thesis
4
Congress Report
3
Report
3
Language
All
Undetermined
English
48,141
German
755
Spanish
123
French
99
Portuguese
42
Italian
17
Polish
17
Czech
15
Russian
8
Romanian
6
Dutch
5
Finnish
2
Serbian
2
Swedish
2
Chinese
2
Danish
1
Croatian
1
Hungarian
1
Norwegian
1
Slovak
1
more ...
less ...
Author
All
McAleer, Michael
48
Chang, Chia-Lin
20
Chen, Chi-Chung
14
Caiado, Jorge
8
Chen, Ping-Yu
8
Hammoudeh, Shawkat
8
Karali, Berna
8
Osȩkowski, Adam
8
Shephard, Neil
8
Cermeño, Rodolfo
7
Diebold, Francis X.
7
Floros, Christos
7
Narayan, Paresh Kumar
7
Arezki, Rabah
6
Bolinger, Mark
6
Crato, Nuno
6
Fostel, Ana
6
Mazzucato, Mariana
6
McAleer, M.J.
6
Onour, Ibrahim
6
Szafarz, Ariane
6
Varvarigos, Dimitrios
6
Camilleri, Silvio John
5
Chen, Chen, C-C.
5
Chevallier, Julien
5
Christoffersen, Peter F.
5
Coates, Dennis
5
Dumitriu, Ramona
5
Geanakoplos, John
5
Imbs, Jean
5
Koopman, Siem Jan
5
Linton, Oliver
5
Mariano, Roberto S.
5
Masih, Mansur
5
Sinha, Pankaj
5
Stefanescu, Razvan
5
Sévi, Benoît
5
Wilson, Bonnie
5
Wiser, Ryan
5
Aboura, Sofiane
4
more ...
less ...
Institution
All
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
175
C.E.P.R. Discussion Papers
57
EconWPA
31
Université Paris-Dauphine (Paris IX)
26
Agricultural and Applied Economics Association - AAEA
23
HAL
21
International Monetary Fund (IMF)
18
Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
15
European Association of Agricultural Economists - EAAE
13
Society for Computational Economics - SCE
13
Institute of Economic Research, Kyoto University
11
Tilburg University, Center for Economic Research
11
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
10
Inter-American Development Bank
10
London School of Economics (LSE)
10
Tinbergen Instituut
10
Erasmus University Rotterdam, Econometric Institute
9
Reserve Bank of Australia
9
Centro de Investigación y Docencia Económicas (CIDE)
8
Cowles Foundation for Research in Economics, Yale University
8
Department of Economics, Oxford University
8
Department of Economics and Finance, College of Business and Economics
7
Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
7
CESifo
6
Economics Department, Organisation de Coopération et de Développement Économiques (OCDE)
6
Finance Discipline Group, Business School
6
School of Economics and Management, University of Aarhus
6
School of Economics, University of Manchester
6
Centre Emile Bernheim, Solvay Brussels School of Economics and Management
5
Department of Economics, University of California-Santa Barbara (UCSB)
5
East Asian Bureau of Economic Research (EABER)
5
Institut de Préparation à l'Administration et à la Gestion (IPAG)
5
Institute for the Study of Labor (IZA)
5
International Food Policy Research Institute (IFPRI)
5
Trade and Agriculture Directorate, Organisation de Coopération et de Développement Économiques (OCDE)
5
Department of Economics and Finance, La Trobe Business School
4
Department of Economics, John Cook School of Business
4
Department of Economics, University of California-San Diego (UCSD)
4
Department of Economics, University of Pennsylvania
4
Economics Institute for Research (SIR), Handelshögskolan i Stockholm
4
more ...
less ...
Published in...
All
MPRA Paper
175
Physica A: Statistical Mechanics and its Applications
71
CEPR Discussion Papers
57
Economics Papers from University Paris Dauphine
25
Economic Modelling
18
Energy Economics
18
IMF Working Papers
16
Econometric Institute Research Papers
15
The European Journal of Finance
14
Tinbergen Institute Discussion Papers
14
Studies in Nonlinear Dynamics & Econometrics
13
Finance
12
Journal of Banking & Finance
12
Mathematics and Computers in Simulation (MATCOM)
12
Post-Print / HAL
12
Review of Pacific Basin Financial Markets and Policies (RPBFMP)
12
Statistics & Probability Letters
12
Discussion Paper / Tilburg University, Center for Economic Research
11
Economics Bulletin
11
Global Business and Economics Review
11
KIER Working Papers
11
Theoretical and Applied Economics
11
123rd Seminar, February 23-24, 2012, Dublin, Ireland
10
CORE Discussion Papers
10
Emerging Markets Finance and Trade
10
LSE Research Online Documents on Economics
10
Managerial Finance
10
2014–2015 Global Food Policy Report
9
Annals of the Institute of Statistical Mathematics
9
Econometric Institute Report
9
Econometrics
9
International Journal of Economics and Financial Issues
9
Journal of Emerging Market Finance
9
Journal of International Money and Finance
9
Swiss Finance Institute Research Paper Series
9
The International Journal of Business and Finance Research
9
Working Papers / HAL
9
Australian Journal of Management
8
Cowles Foundation Discussion Papers
8
Economics Letters
8
more ...
less ...
Source
All
RePEc
1,899
BASE
51
USB Cologne (EcoSocSci)
28
Showing
1
-
10
of
1,978
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A binomial tree to price European options
Brogi, Athos
-
Volkswirtschaftliche Fakultät, …
-
2010
A time-changing
volatility
binomial tree to price European options is presented followed by an algorithm explaining how …
Persistent link: https://www.econbiz.de/10009323641
Saved in:
2
Computer intensive methods for testing hypotheses : an introduction
Noreen, Eric W.
-
1989
Persistent link: https://www.econbiz.de/10004070956
Saved in:
3
Hypothesenprüfung im restringierten linearen Modell : Theorie u. Anwendungen
Hartung, Joachim
;
Werner, Hans J.
-
1984
Persistent link: https://www.econbiz.de/10004015493
Saved in:
4
Anwendungsprobleme des t-Tests : eine Analyse der Eigenschaften des t-Tests bei Verletzung seiner Voraussetzungen in Eingleichungsmodellen
Fischer, Berthold
-
1982
Persistent link: https://www.econbiz.de/10004018151
Saved in:
5
Partielle und simultane Prüfung auf Autokorrelation und Heteroskedastizität der Störvariablen im linearen Regressionsmodell
Bährens, Henning
-
1992
Persistent link: https://www.econbiz.de/10004230522
Saved in:
6
Testing macroeconometric models
Fair, Ray C.
-
1994
Persistent link: https://www.econbiz.de/10004568294
Saved in:
7
Statistische Beurteilung der Veränderung von Modellparametern in der linearen Regression
Schuster, Christof
-
1997
Persistent link: https://www.econbiz.de/10004337992
Saved in:
8
On multiple test procedures for finding deviating parameters
Palaszewski, Bo
-
1993
Persistent link: https://www.econbiz.de/10004177684
Saved in:
9
Testing statistical hypotheses
Lehmann, Erich L.
-
1959
Persistent link: https://www.econbiz.de/10004590109
Saved in:
10
Testing in the multivariate general linear model
Kariya, Takeaki
-
1985
Persistent link: https://www.econbiz.de/10004059712
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->