//--> //--> //-->
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:"Börsenkurs"
person:"Ghysels, Eric"
~subject:"Cointegration"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Cointegration
Estimation theory
42
Schätztheorie
42
Theorie
19
Theory
19
Time series analysis
15
Zeitreihenanalyse
15
Volatility
9
Volatilität
9
Estimation
6
Regression analysis
6
Regressionsanalyse
6
Saisonale Schwankungen
6
Schätzung
6
Seasonal variations
6
Statistical theory
6
Statistische Methodenlehre
6
CAPM
4
Induktive Statistik
4
Sampling
4
Simulation
4
Statistical inference
4
Stichprobenerhebung
4
Stochastic process
4
Stochastischer Prozess
4
USA
4
United States
4
Capital income
3
Causality analysis
3
Financial market
3
Finanzmarkt
3
Kapitaleinkommen
3
Kausalanalyse
3
Kointegration
3
Risiko
3
Risk
3
ARCH model
2
ARCH-Modell
2
Forecasting model
2
more ...
less ...
Online availability
All
Free
2
Type of publication
All
Article
3
Book / Working Paper
2
Type of publication (narrower categories)
All
Arbeitspapier
2
Aufsatz im Buch
2
Book section
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Article in journal
1
Aufsatz in Zeitschrift
1
more ...
less ...
Language
All
English
5
Author
All
Ghysels, Eric
Phillips, Peter C. B.
43
Gao, Jiti
28
Johansen, Søren
20
Pesaran, M. Hashem
20
Wagner, Martin
17
Nielsen, Morten Ørregaard
15
Kapetanios, George
14
Rahbek, Anders
13
Wang, Qiying
13
Watson, Mark W.
13
Linton, Oliver
11
Tauchen, George Eugene
10
Teräsvirta, Timo
10
Boswijk, Herman Peter
9
Dong, Chaohua
9
Kurita, Takamitsu
9
Li, Degui
9
Maheswaran, S.
9
Paruolo, Paolo
9
Todorov, Viktor
9
Allen, David E.
8
Bailey, Natalia
8
Hautsch, Nikolaus
8
Li, Jia
8
Miller, J. Isaac
8
Ramírez, Miguel D.
8
Tu, Yundong
8
Bauwens, Luc
7
Bohn Nielsen, Heino
7
Faff, Robert W.
7
Krämer, Walter
7
Lasak, Katarzyna
7
Lütkepohl, Helmut
7
Malec, Peter
7
Morana, Claudio
7
Müller, Ulrich K.
7
Park, Joon Y.
7
Runde, Ralf
7
Stock, James H.
7
Benati, Luca
6
more ...
less ...
Published in...
All
Working paper series / Department of Economics, University of Missouri-Columbia
2
Econometric analysis of financial and economic time series ; part a
1
Essays in honor of Peter C. B. Phillips
1
Journal of international money and finance
1
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
Relevance
Date (newest first)
Date (oldest first)
1
On the size distortion from linearly interpolating low-frequency series for cointegration tests
Ghysels, Eric
;
Miller, J. Isaac
-
2014
-
Rev .
Persistent link: https://www.econbiz.de/10010231623
Saved in:
2
Testing for cointegration with temporally aggregated and mixed-frequency time series
Ghysels, Eric
;
Miller, J. Isaac
-
2013
-
Rev.
Persistent link: https://www.econbiz.de/10010200462
Saved in:
3
On the size distortion from linearly interpolating low-frequency series for cointegration tests
Ghysels, Eric
;
Miller, J. Isaac
- In:
Essays in honor of Peter C. B. Phillips
,
(pp. 93-122)
.
2014
Persistent link: https://www.econbiz.de/10010442875
Saved in:
4
Sampling frequency and window length trade-offs in data-driven volatility estimation : appraising the accuracy of asymptotic approximations
Andreou, Elena
;
Ghysels, Eric
-
2006
Persistent link: https://www.econbiz.de/10003331375
Saved in:
5
Structural change and asset pricing in emerging markets
Garcia, René
- In:
Journal of international money and finance
17
(
1998
)
3
,
pp. 455-473
Persistent link: https://www.econbiz.de/10001246597
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->