//--> //--> //-->
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:"Volatilität"
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
Fractionally Integrated Panel...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Volatilität
Theorie
10
Theory
10
Time series analysis
10
Zeitreihenanalyse
10
Panel
8
Panel study
8
Estimation
7
Schätzung
7
Factor analysis
6
Faktorenanalyse
6
Forecasting model
6
Prognoseverfahren
6
Factor models
5
Estimation theory
4
Long memory
4
Schätztheorie
4
Volatility
4
Capital income
3
Electric power industry
3
Electricity price
3
Elektrizitätswirtschaft
3
Kapitaleinkommen
3
Strompreis
3
Cointegration
2
Fractional cointegration
2
Kointegration
2
Mortality
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Panel data
2
Realized volatility
2
Statistical test
2
Statistischer Test
2
Sterblichkeit
2
ARCH model
1
ARCH-Modell
1
Börsenkurs
1
Cancer
1
Cancer forecast
1
more ...
less ...
Online availability
All
Free
2
Undetermined
2
Type of publication
All
Article
2
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Article in journal
2
Aufsatz in Zeitschrift
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
4
Author
All
Ergemen, Yunus Emre
4
Taamouti, Abderrahim
1
Velasco, Carlos
1
Published in...
All
CREATES research paper
2
Journal of econometrics
2
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
2
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
3
Estimation of fractionally integrated panels with fixed effects and cross-section dependence
Ergemen, Yunus Emre
;
Velasco, Carlos
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 248-258
Persistent link: https://www.econbiz.de/10011818289
Saved in:
4
Parametric portfolio policies with common volatility dynamics
Ergemen, Yunus Emre
;
Taamouti, Abderrahim
-
2015
Persistent link: https://www.econbiz.de/10011327704
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->