//--> //--> //-->
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
person:"Croux, Christophe"
subject:"Volatility"
~isPartOf:"NCER working paper series"
~person:"Silvennoinen, Annastiina"
~subject:"Multivariate Analyse"
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
Search: subject_exact:"Estimation theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Multivariate Analyse
ARCH model
1
ARCH-Modell
1
Börsenkurs
1
Estimation theory
1
Modellierung
1
Schätztheorie
1
Scientific modelling
1
Share price
1
Statistical test
1
Statistischer Test
1
Time series analysis
1
Volatilität
1
Zeitreihenanalyse
1
autoregressive conditional heteroskedasticity
1
modelling volatility
1
testing parameter constancy
1
time-varying GARCH
1
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
1
Author
All
Croux, Christophe
Silvennoinen, Annastiina
Clements, Adam
2
Herrera, Rodrigo
1
Preve, Daniel P. A.
1
Teräsvirta, Timo
1
Published in...
All
NCER working paper series
KBI
6
CREATES research paper
3
Econometrics : open access journal
2
CREATES Research Paper 2008-6
1
Discussion paper / Center for Economic Research, Tilburg University
1
Econometric reviews
1
Handbook of financial time series
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011777143
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->