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
~person:"Phillips, Peter C. B."
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
Identifying jumps in financial...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Statistical test
76
Statistischer Test
76
Estimation theory
73
Schätztheorie
73
Nichtparametrisches Verfahren
70
Nonparametric statistics
70
Theorie
70
Theory
70
Regression analysis
44
Regressionsanalyse
44
Time series analysis
44
Zeitreihenanalyse
44
Cointegration
23
Kointegration
23
Panel
20
Panel study
20
Bubbles
18
Spekulationsblase
18
Volatility
18
Volatilität
18
Estimation
17
Schätzung
17
Stochastic process
16
Stochastischer Prozess
16
Börsenkurs
12
Share price
12
Autocorrelation
11
Autokorrelation
11
Correlation
11
Heteroscedasticity
11
Heteroskedastizität
11
Korrelation
11
Causality analysis
10
Kausalanalyse
10
Modellierung
10
Option pricing theory
10
Optionspreistheorie
10
Scientific modelling
10
USA
10
United States
10
more ...
less ...
Online availability
All
Free
106
Undetermined
17
Type of publication
All
Book / Working Paper
114
Article
54
Type of publication (narrower categories)
All
Arbeitspapier
68
Graue Literatur
68
Non-commercial literature
68
Working Paper
68
Article in journal
52
Aufsatz in Zeitschrift
52
Aufsatz im Buch
3
Book section
3
Collection of articles of several authors
1
Festschrift
1
No longer published / No longer aquired
1
Sammelwerk
1
more ...
less ...
Language
All
English
168
Author
All
Phillips, Peter C. B.
McAleer, Michael
428
Caporale, Guglielmo Maria
387
Gupta, Rangan
363
Härdle, Wolfgang
240
Linton, Oliver
233
Pierdzioch, Christian
180
Zaremba, Adam
179
Bekaert, Geert
178
Diebold, Francis X.
177
Bollerslev, Tim
167
Campbell, John Y.
167
McMillan, David G.
166
Gao, Jiti
158
Narayan, Paresh Kumar
156
Gil-Alaña, Luis A.
154
Fabozzi, Frank J.
153
Chang, Chia-Lin
148
Pesaran, M. Hashem
147
Hautsch, Nikolaus
145
Bali, Turan G.
138
Engle, Robert F.
138
Madan, Dilip B.
136
Chen, Xiaohong
134
Timmermann, Allan
133
Bouri, Elie
128
Wohar, Mark E.
128
Allen, David E.
127
Harvey, Campbell R.
121
Lux, Thomas
121
Chiarella, Carl
120
Scaillet, Olivier
120
Hammoudeh, Shawkat
114
Tiwari, Aviral Kumar
113
Aizenman, Joshua
112
Faff, Robert W.
112
Stulz, René M.
112
Spagnolo, Nicola
110
Andersen, Torben
109
Stambaugh, Robert F.
109
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
53
Cowles Foundation Discussion Paper
31
Journal of econometrics
17
Econometric theory
6
Working paper
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
International economic review
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
The econometrics journal
4
Econometric reviews
3
Celebrating Irving Fisher : the legacy of a great economist
2
NCER working paper series
2
The American journal of economics and sociology
2
The review of financial studies
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
2
CAFE Research Paper
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion papers / Department of Economics, University of California San Diego
1
Econometrics : open access journal
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Global COE Hi-Stat discussion paper series
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Research in economics : an international review of economics
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
School of Economics working papers / The University of Adelaide, School of Economics
1
Tools and techniques
1
more ...
less ...
Source
All
ECONIS (ZBW)
168
Showing
1
-
10
of
168
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
Saved in:
2
Tilted nonparametric estimation of
volatility
functions with empirical applications
Xu, Ke-li
;
Phillips, Peter C. B.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 518-528
Persistent link: https://www.econbiz.de/10009355632
Saved in:
3
Tilted nonparametric estimation of
volatility
functions
Phillips, Peter C. B.
(
contributor
);
Xu, Ke-Li
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003723111
Saved in:
4
Tilted Nonparametric Estimation of
Volatility
Functions with Empirical Applications
Phillips, Peter C. B.
;
Xu, Ke-Li
-
2010
the total
volatility
function in a continuous-time jump diffusion model …
Persistent link: https://www.econbiz.de/10014049786
Saved in:
5
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
6
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
7
Testing covariance stationarity under moment condition failure with an application to common stock returns
Phillips, Peter C. B.
;
Loretan, Mico
-
1990
Persistent link: https://www.econbiz.de/10000792321
Saved in:
8
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
-
2012
Persistent link: https://www.econbiz.de/10009625937
Saved in:
9
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
-
2013
Persistent link: https://www.econbiz.de/10009784706
Saved in:
10
Semiparametric cointegrating rank selection
Cheng, Xu
;
Phillips, Peter C. B.
- In:
The econometrics journal
12
(
2009
),
pp. 83-104
Persistent link: https://www.econbiz.de/10003876315
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...
