//--> //--> //-->
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
~subject:"Share price"
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
True or Spurious Long Memory?...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Share price
Zeitreihenanalyse
43
Time series analysis
40
Theorie
37
Theory
37
Estimation theory
20
Schätztheorie
20
Volatility
13
Volatilität
13
Forecasting model
10
Market microstructure
10
Marktmikrostruktur
10
Prognoseverfahren
10
ARCH model
9
ARCH-Modell
9
USA
9
United States
9
Ökonometrie
7
Estimation
6
Noise Trading
6
Noise trading
6
Schätzung
6
Stochastic process
6
Stochastischer Prozess
6
Autocorrelation
5
Autokorrelation
5
Bayes-Statistik
5
Bayesian inference
5
Börsenkurs
5
Financial analysis
5
Finanzanalyse
5
Portfolio selection
5
Portfolio-Management
5
Correlation
4
Dauer
4
Duration
4
Econometrics
4
Korrelation
4
Markov chain
4
Markov chain Monte Carlo
4
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
3
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Lehrbuch
1
Textbook
1
Language
All
English
5
Author
All
Tsay, Ruey S.
4
Engle, Robert F.
1
Lin, Yi-mien
1
McCulloch, Robert E.
1
Ray, Bonnie K.
1
Russell, Jeffrey R.
1
Wang, Hsiao-wen
1
more ...
less ...
Published in...
All
Discussion paper / Department of Economics, University of California San Diego
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Review of quantitative finance and accounting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Wiley series in probability and statistics
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An introduction to analysis of financial data with R
Tsay, Ruey S.
-
2013
Persistent link: https://www.econbiz.de/10009678179
Saved in:
2
Forecasting the frequency of changes in quoted foreign exchange prices with the autoregressive conditional duration model
Engle, Robert F.
;
Russell, Jeffrey R.
-
1995
Persistent link: https://www.econbiz.de/10000929607
Saved in:
3
Residual income, value-relevant information and equity valuation : a simultaneous equations approach
Tsay, Ruey S.
;
Lin, Yi-mien
;
Wang, Hsiao-wen
- In:
Review of quantitative finance and accounting
31
(
2008
)
4
,
pp. 331-358
Persistent link: https://www.econbiz.de/10003799575
Saved in:
4
Long-range dependence in daily stock volatilities
Ray, Bonnie K.
;
Tsay, Ruey S.
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 254-262
Persistent link: https://www.econbiz.de/10001469693
Saved in:
5
Nonlinearity in high-frequency financial data and hierarchical models
McCulloch, Robert E.
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
5
(
2001
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10001769738
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->