//--> //--> //--> //-->
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
~type_genre:"Arbeitspapier"
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
Stationarity and memory of ARC...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
18
Theory
18
Time series analysis
11
Zeitreihenanalyse
11
Factor analysis
9
Faktorenanalyse
9
Estimation
8
Portfolio selection
8
Portfolio-Management
8
Schätzung
8
Estimation theory
7
Schätztheorie
7
Volatility
6
Volatilität
6
Dynamische Wirtschaftstheorie
5
Economic dynamics
5
Welt
5
World
5
Risikomaß
4
Risk measure
4
Aggregation
3
Business cycle
3
Economic convergence
3
Forecasting model
3
Generalized Dynamic Factor Models
3
Growth theory
3
Konjunktur
3
Prognoseverfahren
3
Risikomanagement
3
USA
3
United States
3
Wachstumstheorie
3
Wirtschaftliche Konvergenz
3
1985-2003
2
1991-2007
2
ARCH model
2
ARCH-Modell
2
Business Cycle
2
Consumer price index
2
DSGE
2
more ...
less ...
Online availability
All
Free
13
Undetermined
4
Type of publication
All
Book / Working Paper
28
Type of publication (narrower categories)
All
Arbeitspapier
Working Paper
33
Graue Literatur
28
Non-commercial literature
28
Article in journal
19
Aufsatz in Zeitschrift
19
Aufsatzsammlung
1
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
28
Author
All
Zaffaroni, Paolo
28
Pesaran, M. Hashem
7
Forni, Mario
5
Lippi, Marco
4
Hallin, Marc
3
Michelacci, Claudio
3
Robinson, Peter M.
3
Altissimo, Filippo
2
Avarucci, Marco
2
Cavicchioli, Maddalena
2
Mojon, Benoît
2
Schleicher, Christoph
2
Barigozzi, Matteo
1
Cavicchiol, Maddalena
1
Henry, Marc
1
Luciani, Matteo
1
Michelassi, Claudio
1
Raponi, Valentina
1
more ...
less ...
Institution
All
Columbia University / Department of Economics
1
Published in...
All
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
6
Suntory and Toyota International Centres for Economics and Related Disciplines
5
CESifo working papers
4
Discussion paper / Centre for Economic Policy Research
3
Temi di discussione del Servizio Studi / Banca d'Italia
3
Cambridge working papers in economics
2
ECARES working paper
2
CEPR - EABCN
1
Columbia economics discussion paper series / Department of Economics, Columbia University
1
Discussion paper series / LSE Financial Markets Group
1
Discussion papers / CEPR
1
Documento de trabajo / Centro de Estudios Monetarios y Financieros
1
IESE Business School Working Paper
1
Working paper / Centro de Estudios Monetarios y Financieros / Centro de Estudios Monetarios y Financieros
1
Working paper series / European Central Bank
1
Working paper series : paper ...
1
Working papers / Federal Reserve Bank of Chicago
1
more ...
less ...
Source
All
ECONIS (ZBW)
28
Showing
1
-
10
of
28
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Gaussian inference on certain long-range dependent volatility models
Zaffaroni, Paolo
-
2003
Persistent link: https://www.econbiz.de/10013439331
Saved in:
2
Nonlinear time series with long memory : a model for stochastic volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000954585
Saved in:
3
Modelling nonlinearity and long memory in time series
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000955132
Saved in:
4
Gaussian estimation of long-range dependent volatility in asset prices
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000964422
Saved in:
5
Beta convergence
Michelacci, Claudio
;
Zaffaroni, Paolo
-
1997
Persistent link: https://www.econbiz.de/10000965945
Saved in:
6
Nonlinear time series with long memory : a model for stochastics volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1996
Persistent link: https://www.econbiz.de/10000985327
Saved in:
7
Aggregation of simple linear dynamics : exact asymptotic results
Lippi, Marco
;
Zaffaroni, Paolo
-
1998
Persistent link: https://www.econbiz.de/10000986058
Saved in:
8
(Fractional) beta convergence
Michelacci, Claudio
;
Zaffaroni, Paolo
-
1998
Persistent link: https://www.econbiz.de/10000996557
Saved in:
9
Eigenvalue ratio estimators for the number of common factors
Cavicchioli, Maddalena
;
Forni, Mario
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011544556
Saved in:
10
The long range dependence paradigm for macroeconomics and finance
Henry, Marc
(
contributor
);
Zaffaroni, Paolo
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001655532
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->