//--> //--> //--> //-->
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:"Theory"
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
Logarithmic averages of stable...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theory
Theorie
29
Time series analysis
20
Zeitreihenanalyse
20
Estimation theory
15
Schätztheorie
15
ARCH model
13
ARCH-Modell
13
Estimation
10
Schätzung
10
Stochastic process
8
Stochastischer Prozess
8
CAPM
7
Ungarn
7
Volatility
7
Volatilität
7
Statistical test
6
Statistischer Test
6
Forecasting model
5
Panel
5
Panel study
5
Prognoseverfahren
5
Structural break
5
Strukturbruch
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Commodity exchange
4
Hungary
4
Regression analysis
4
Regressionsanalyse
4
Warenbörse
4
Asymptotic normality
3
Autocorrelation
3
Autokorrelation
3
Commodity derivative
3
Derivat
3
Derivative
3
Functional data
3
Heteroscedasticity
3
Monte Carlo simulation
3
more ...
less ...
Online availability
All
Undetermined
10
Free
7
Type of publication
All
Article
20
Book / Working Paper
9
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
29
Author
All
Horváth, Lajos
27
Aue, Alexander
7
Liu, Zhenya
7
Rice, Gregory
7
Kokoszka, Piotr
6
Wang, Shixuan
6
Hušková, Marie
5
Hurvich, Clifford M.
4
Soulier, Philippe
3
Zhao, Yuqian
3
Barassi, Marco R.
2
Berkes, István
2
Francq, Christian
2
Hanousek, Jan
2
Khoshnevisan, Davar
2
Lu, Shanglin
2
Zakoïan, Jean-Michel
2
Antoch, Jaromir
1
Antoch, Jaromír
1
Bardsley, Patrick
1
Dalang, Robert C.
1
Hörmann, Siegfried
1
Miller, Curtis
1
Nualart, Eulalia
1
Steinebach, Josef
1
Tessière, Gilles
1
Xiao, Yimin
1
Young, Gabriel
1
Zhan, Yaosong
1
more ...
less ...
Published in...
All
Econometric theory
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
The econometrics journal
3
NYU Working Paper
2
Probability theory and related fields
2
CORE discussion paper : DP
1
Discussion paper / Centre for Economic Policy Research
1
Econometric reviews
1
International journal of forecasting
1
Statistics Working Papers Series, Vol. , pp. -, 2009
1
Série des documents de travail / Centre de Recherche en Économie et Statistique
1
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Convergence of integral functionals of stochastic processes
Berkes, István
;
Horváth, Lajos
- In:
Econometric theory
22
(
2006
)
2
,
pp. 304-322
Persistent link: https://www.econbiz.de/10003301252
Saved in:
2
Estimation of the maximal moment exponent of a GARCH (1,1) sequence
Berkes, István
;
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
19
(
2003
)
4
,
pp. 565-586
Persistent link: https://www.econbiz.de/10001777182
Saved in:
3
Harmonic analysis of additive Lévy processes
Khoshnevisan, Davar
;
Xiao, Yimin
- In:
Probability theory and related fields
145
(
2009
)
3/4
,
pp. 459-515
Persistent link: https://www.econbiz.de/10003880962
Saved in:
4
Hitting probabilities for systems of non-linear stochastic heat equations with multiplicative noise
Dalang, Robert C.
;
Khoshnevisan, Davar
;
Nualart, Eulalia
- In:
Probability theory and related fields
144
(
2009
)
3/4
,
pp. 371-427
Persistent link: https://www.econbiz.de/10003841738
Saved in:
5
Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
-
2009
Persistent link: https://www.econbiz.de/10003935353
Saved in:
6
Sup-tests for linearity in a general nonlinear AR(1) model
Francq, Christian
;
Horváth, Lajos
;
Zakoïan, Jean-Michel
- In:
Econometric theory
26
(
2010
)
4
,
pp. 965-993
Persistent link: https://www.econbiz.de/10003993816
Saved in:
7
Sequential testing for the stability of high-frequency portfolio betas
Aue, Alexander
;
Hörmann, Siegfried
;
Horváth, Lajos
; …
- In:
Econometric theory
28
(
2012
)
4
,
pp. 804-837
Persistent link: https://www.econbiz.de/10009669735
Saved in:
8
Testing stationarity of functional time series
Horváth, Lajos
;
Kokoszka, Piotr
;
Rice, Gregory
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 66-82
Persistent link: https://www.econbiz.de/10010258271
Saved in:
9
Limit laws in transaction-level asset price models
Aue, Alexander
;
Horváth, Lajos
;
Hurvich, Clifford M.
; …
- In:
Econometric theory
30
(
2014
)
3
,
pp. 536-579
Persistent link: https://www.econbiz.de/10010500888
Saved in:
10
Segmenting mean-nonstationary time series via trending regressions
Aue, Alexander
;
Horváth, Lajos
;
Hušková, Marie
- In:
Journal of econometrics
168
(
2012
)
2
,
pp. 367-381
Persistent link: https://www.econbiz.de/10009612717
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->