//--> //--> //-->
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
~source:"econis"
~subject:"Volatility"
~type:"book"
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: "Neto, David"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Volatility
Cointegration
7
Kointegration
7
Yield curve
5
Zinsstruktur
5
Einheitswurzeltest
3
Theorie
3
Theory
3
Unit root test
3
Emissions trading
2
Emissionshandel
2
Environmental tax
2
Greenhouse gas emissions
2
Interest rate parity
2
Schweiz
2
Stochastic process
2
Stochastischer Prozess
2
Switzerland
2
Threshold cointegration
2
Time series analysis
2
Treibhausgas-Emissionen
2
USA
2
United States
2
Volatilität
2
Zeitreihenanalyse
2
Zinsparität
2
Ökosteuer
2
ARCH model
1
ARCH-Modell
1
Autocovariance function
1
EU countries
1
EU-Staaten
1
Econometric model
1
Emerging economies
1
Estimation
1
Estimation theory
1
Factor analysis
1
Faktorenanalyse
1
Financial crisis
1
Financial market regulation
1
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Book / Working Paper
Type of publication (narrower categories)
All
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
2
Author
All
Neto, David
2
Sardy, Sylvain
2
Tseng, Paul
1
Published in...
All
Cahiers du Département d'Econométrie
2
Source
All
ECONIS (ZBW)
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Moments structure of l 1-stochastic volatility models
Neto, David
;
Sardy, Sylvain
-
2009
Persistent link: https://www.econbiz.de/10003926961
Saved in:
2
l 1 - penalized likelihood smoothing of volatility processes allowing for abrupt changes
Neto, David
;
Sardy, Sylvain
;
Tseng, Paul
-
2009
Persistent link: https://www.econbiz.de/10003926975
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->