//--> //--> //--> //-->
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
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
Modelling long memory in stock...
Similar by subject
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Börsenkurs
52,548
Share price
51,022
Volatility
40,957
Volatilität
40,689
Theorie
38,596
Theory
37,619
Schätztheorie
35,932
Estimation theory
35,305
Zeitreihenanalyse
29,758
Time series analysis
28,736
Schätzung
23,138
Estimation
22,647
Kapitaleinkommen
18,925
Capital income
18,876
Aktienmarkt
16,914
Stock market
16,721
USA
14,336
United States
13,935
Prognoseverfahren
12,383
Forecasting model
12,154
ARCH-Modell
10,591
ARCH model
10,410
Welt
8,376
World
8,206
Wechselkurs
6,363
Exchange rate
6,223
Ankündigungseffekt
6,000
Announcement effect
5,951
Portfolio-Management
5,547
Stochastischer Prozess
5,535
CAPM
5,524
Portfolio selection
5,502
Stochastic process
5,413
Anlageverhalten
5,372
Behavioural finance
5,311
Regressionsanalyse
5,127
Regression analysis
5,100
Finanzmarkt
5,075
Financial market
4,970
Risk
4,657
more ...
less ...
Online availability
All
Free
51,880
Undetermined
29,600
Type of publication
All
Article
76,822
Book / Working Paper
67,314
Journal
97
Other
57
Database
2
Type of publication (narrower categories)
All
Article in journal
69,506
Aufsatz in Zeitschrift
69,506
Working Paper
27,711
Graue Literatur
26,275
Non-commercial literature
26,275
Arbeitspapier
25,367
Aufsatz im Buch
4,290
Book section
4,290
Hochschulschrift
3,332
Thesis
2,691
Collection of articles of several authors
697
Sammelwerk
697
Collection of articles written by one author
679
Sammlung
679
Bibliografie enthalten
447
Bibliography included
447
Conference paper
446
Konferenzbeitrag
446
Amtsdruckschrift
347
Government document
347
Aufsatzsammlung
339
Konferenzschrift
284
Article
252
Lehrbuch
246
Systematic review
244
Übersichtsarbeit
244
Textbook
210
Forschungsbericht
178
Dissertation u.a. Prüfungsschriften
155
Conference proceedings
154
research-article
153
Rezension
101
Statistik
97
Case study
75
Fallstudie
75
Mehrbändiges Werk
74
Multi-volume publication
74
Statistics
74
Handbook
56
Handbuch
56
more ...
less ...
Language
All
English
135,861
German
3,377
Undetermined
3,275
French
707
Spanish
498
Italian
140
Portuguese
114
Polish
110
Dutch
49
Russian
47
Czech
36
Swedish
29
Hungarian
27
Danish
26
Norwegian
23
Chinese
16
Finnish
14
Croatian
13
Turkish
13
Romanian
9
Slovak
6
Bulgarian
4
Japanese
4
Malay (macrolanguage)
4
Slovenian
3
Serbian
2
Afrikaans
1
Valencian
1
Indonesian
1
Korean
1
Lithuanian
1
Ukrainian
1
more ...
less ...
Author
All
McAleer, Michael
621
Caporale, Guglielmo Maria
590
Phillips, Peter C. B.
462
Gupta, Rangan
415
Gil-Alaña, Luis A.
407
Pesaran, M. Hashem
311
Koopman, Siem Jan
306
Härdle, Wolfgang
287
Franses, Philip Hans
281
Gao, Jiti
228
Linton, Oliver
221
Diebold, Francis X.
213
Engle, Robert F.
210
Kapetanios, George
206
Bollerslev, Tim
195
Teräsvirta, Timo
192
Lütkepohl, Helmut
182
Chang, Chia-Lin
179
Pierdzioch, Christian
176
Hautsch, Nikolaus
163
Swanson, Norman R.
160
Narayan, Paresh Kumar
154
McMillan, David G.
153
Marcellino, Massimiliano
150
Ghysels, Eric
146
Andrews, Donald W. K.
144
Stock, James H.
143
Tiwari, Aviral Kumar
143
Bauwens, Luc
141
Bekaert, Geert
140
Sibbertsen, Philipp
139
Allen, David E.
135
Chen, Xiaohong
133
Koop, Gary
133
Gouriéroux, Christian
132
Newey, Whitney K.
132
Lux, Thomas
131
Bouri, Elie
130
Hafner, Christian M.
130
Timmermann, Allan
130
more ...
less ...
Institution
All
National Bureau of Economic Research
1,598
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
214
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
197
Ekonomiska forskningsinstitutet <Stockholm>
103
European University Institute / Department of Economics
63
C.E.P.R. Discussion Papers
58
International Monetary Fund (IMF)
58
Institut für Schweizerisches Bankwesen <Zürich>
51
Centre for Analytical Finance <Århus>
44
OECD
38
EconWPA
37
HAL
36
Econometrisch Instituut <Rotterdam>
33
Center for Economic Research <Tilburg>
30
Umeå universitet
30
Federal Reserve Bank of St. Louis
29
Institut für Weltwirtschaft
29
London School of Economics and Political Science
28
Université Paris-Dauphine (Paris IX)
26
Chambre de commerce et d'industrie de Paris
25
Federal Reserve System / Division of Research and Statistics
24
International Monetary Fund
24
Sonderforschungsbereich Ökonomisches Risiko <Berlin>
23
University of New England / Department of Econometrics
23
Agricultural and Applied Economics Association - AAEA
22
Centre for Quantitative Economics & Computing
21
Deutsche Forschungsgemeinschaft
21
World Bank
21
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
20
Internationaler Währungsfonds / Research Department
20
University of Canterbury / Dept. of Economics and Finance
20
University of Exeter / Department of Economics
20
Escola de Pós-Graduação em Economia <Rio de Janeiro>
19
Centre for Microdata Methods and Practice <London>
18
Federal Reserve Bank of New York
18
National Centre of Competence in Research North South <Bern>
18
Rodney L. White Center for Financial Research
18
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
18
Umeå Universitet / Institutionen för Nationalekonomi
18
CESifo
17
more ...
less ...
Published in...
All
Journal of econometrics
2,231
Economics letters
1,714
NBER working paper series
1,449
Finance research letters
1,343
Working paper / National Bureau of Economic Research, Inc.
1,274
NBER Working Paper
1,259
Applied economics
1,118
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1,012
Journal of banking & finance
999
Energy economics
965
International review of financial analysis
935
Econometric theory
923
Applied economics letters
921
Economic modelling
827
International journal of forecasting
781
International review of economics & finance : IREF
747
Discussion paper / Tinbergen Institute
724
The journal of finance : the journal of the American Finance Association
724
Journal of financial economics
707
Econometric reviews
653
Working paper
652
Applied financial economics
631
Discussion paper / Centre for Economic Policy Research
597
Pacific-Basin finance journal
590
The journal of futures markets
587
The North American journal of economics and finance : a journal of financial economics studies
574
Research in international business and finance
573
Journal of empirical finance
567
Journal of forecasting
547
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
518
Journal of international financial markets, institutions & money
502
CESifo working papers
495
Journal of financial and quantitative analysis : JFQA
483
The review of financial studies
468
Journal of international money and finance
435
Journal of applied econometrics
433
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
430
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
412
Review of quantitative finance and accounting
412
Journal of economic dynamics & control
410
more ...
less ...
Source
All
ECONIS (ZBW)
137,964
RePEc
2,669
EconStor
2,633
USB Cologne (EcoSocSci)
479
Other ZBW resources
182
USB Cologne (business full texts)
170
BASE
149
OLC EcoSci
35
ArchiDok
11
more ...
less ...
Showing
11
-
20
of
144,292
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
11
An automatic bias correction procedure for
volatility
estimation using extreme values of asset prices
Maheswaran, S.
;
Kumar, Dilip
- In:
Economic modelling
33
(
2013
),
pp. 701-712
Persistent link: https://www.econbiz.de/10010194420
Saved in:
12
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
Saved in:
13
GARCH model estimation using estimated quadratic variation
Galbraith, John W.
;
Zinde-Walsh, Victoria
;
Zhu, Jingmei
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 1172-1192
Persistent link: https://www.econbiz.de/10011483454
Saved in:
14
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
15
Volatility
of stock markets : (an analysis of South Asian and G8 countries)
Baig, Muhammad Mansoor
;
Aslam, Waheed
;
Malik, Qaiser
; …
- In:
Acta Universitatis Danubius / Oeconomica
11
(
2015
)
6
,
pp. 58-70
Persistent link: https://www.econbiz.de/10011513908
Saved in:
16
A reflection principle for a random walk with implications for
volatility
estimation using extreme values of asset prices
Kumar, Dilip
;
Maheswaran, S.
- In:
Economic modelling
38
(
2014
),
pp. 33-44
Persistent link: https://www.econbiz.de/10010418224
Saved in:
17
Distinguishing short and long memory
volatility
specifications
Pong, Shiuyan
;
Shackleton, Mark B.
;
Taylor, Stephen
- In:
The econometrics journal
11
(
2008
)
3
,
pp. 617-637
Persistent link: https://www.econbiz.de/10003802446
Saved in:
18
Factors effecting trading volume : a test of mixed distribution hypothesis
Ananzeh, Izz Eddien Naif
- In:
International journal of financial research
6
(
2015
)
4
,
pp. 207-216
Persistent link: https://www.econbiz.de/10011405503
Saved in:
19
Modelling changes in the unconditional variance of long stock return series
Amado, Cristina
;
Teräsvirta, Timo
- In:
Journal of empirical finance
25
(
2014
),
pp. 15-35
Persistent link: https://www.econbiz.de/10010462094
Saved in:
20
Extremal behavior of finite EGARCH processes
Lindner, Alexander M.
(
contributor
); …
-
2003
results are then compared to related models, such as stochastic
volatility
models or Log-ACD models. -- EGARCH ; exponential …
volatility
model ; Log ACD model ; norming constants …
Persistent link: https://www.econbiz.de/10002719797
Saved in:
First
Prev
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...
//-->