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source:"econis"
subject:"Schätztheorie"
~person:"Franses, Philip Hans"
~subject:"Volatility"
~type_genre:"Aufsatz im Buch"
~type_genre:"Aufsatz in Zeitschrift"
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Schätztheorie
Volatility
Theorie
98
Theory
98
Time series analysis
53
Zeitreihenanalyse
53
Forecasting model
34
Prognoseverfahren
34
Saisonale Schwankungen
27
Seasonal variations
27
Estimation theory
13
USA
13
United States
13
Estimation
10
Schätzung
10
Autocorrelation
7
Autokorrelation
7
Netherlands
7
Niederlande
7
Cointegration
6
Kointegration
6
Business cycle
5
Experten
5
Experts
5
Großbritannien
5
Inflation
5
Konjunktur
5
Modellierung
5
Nichtlineare Regression
5
Nonlinear regression
5
Scientific modelling
5
Statistical test
5
Statistischer Test
5
United Kingdom
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ARCH model
4
ARCH-Modell
4
Arbeitslosigkeit
4
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4
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Article
15
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Aufsatz im Buch
Aufsatz in Zeitschrift
Arbeitspapier
32
Working Paper
32
Graue Literatur
31
Non-commercial literature
31
Article in journal
15
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1
Collection of articles of several authors
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English
16
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Franses, Philip Hans
McAleer, Michael
42
Phillips, Peter C. B.
33
Andrews, Donald W. K.
30
Bollerslev, Tim
29
Gouriéroux, Christian
29
Newey, Whitney K.
28
Li, Qi
26
Baltagi, Badi H.
25
Pesaran, M. Hashem
23
Ghysels, Eric
22
Ohtani, Kazuhiro
22
Granger, C. W. J.
21
Gupta, Rangan
21
Krämer, Walter
21
Diebold, Francis X.
20
Giles, David E. A.
20
Horowitz, Joel
20
King, Maxwell L.
20
Renault, Eric
20
Robinson, Peter M.
19
Lee, Lung-fei
18
Lütkepohl, Helmut
18
Perron, Pierre
18
Ullah, Aman
18
Wooldridge, Jeffrey M.
18
Andersen, Torben
17
Tauchen, George Eugene
17
Härdle, Wolfgang
16
Linton, Oliver
16
Srivastava, Virendra K.
16
Asai, Manabu
15
Aït-Sahalia, Yacine
15
Bekaert, Geert
15
Caporale, Guglielmo Maria
15
Engle, Robert F.
15
Hahn, Jinyong
15
Hsiao, Cheng
15
Kelejian, Harry H.
15
Maddala, Gangadharrao S.
15
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
Journal of applied econometrics
2
Oxford bulletin of economics and statistics
2
Applied mathematical finance
1
Econometric analysis of financial and economic time series ; part a
1
Econometric reviews
1
Econometric theory
1
Economics letters
1
International journal of forecasting
1
Nonparametric dynamic modelling
1
Testing integration and cointegration
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ECONIS (ZBW)
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1
Semi-parametric modelling of correlation dynamics
Hafner, Christian M.
;
Dijk, Dick van
;
Franses, Philip Hans
-
2006
Persistent link: https://www.econbiz.de/10003331369
Saved in:
2
Special issue Modelling and forecasting financial volatility
Franses, Philip Hans
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001709308
Saved in:
3
Modelling and forecasting level shifts in absolute returns
Franses, Philip Hans
;
Leij, Marco van der
;
Paap, Richard
- In:
Journal of applied econometrics
17
(
2002
)
5
,
pp. 601-616
Persistent link: https://www.econbiz.de/10001709318
Saved in:
4
Estimating volatility on overlapping returns when returns are autocorrelated
Kluitman, Roy
;
Franses, Philip Hans
- In:
Applied mathematical finance
9
(
2002
)
3
,
pp. 179-188
Persistent link: https://www.econbiz.de/10001718679
Saved in:
5
Additive outliers, GARCH and forecasting volatility
Franses, Philip Hans
;
Ghijsels, Hendrik
- In:
International journal of forecasting
15
(
1999
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001428359
Saved in:
6
On Phillips-Perron-type tests for seasonal unit roots
Breitung, Jörg
- In:
Econometric theory
14
(
1998
)
2
,
pp. 200-221
Persistent link: https://www.econbiz.de/10001245309
Saved in:
7
Outlier detection in cointegration analysis
Franses, Philip Hans
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
4
,
pp. 459-468
Persistent link: https://www.econbiz.de/10001251800
Saved in:
8
Recognizing changing seasonal patterns using artificial neural networks
Franses, Philip Hans
- In:
Journal of econometrics
81
(
1997
)
1
,
pp. 273-280
Persistent link: https://www.econbiz.de/10001336794
Saved in:
9
Multiple unit roots in periodic autoregression
Boswijk, Herman Peter
- In:
Journal of econometrics
80
(
1997
)
1
,
pp. 167-193
Persistent link: https://www.econbiz.de/10001223460
Saved in:
10
On periodic correlations between estimated seasonal and nonseasonal components in German and US unemployment
Ooms, Marius
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
4
,
pp. 470-481
Persistent link: https://www.econbiz.de/10001227093
Saved in:
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