//--> //--> //--> //-->
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:"Structural break"
~isPartOf:"CEA_372Cass working paper series"
~isPartOf:"Journal of banking & finance"
~subject:"Capital income"
~subject:"Statistischer Test"
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:"Hypothesis testing"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Structural break
Capital income
Statistischer Test
Statistical test
31
Theorie
16
Theory
16
Estimation
9
Risikomaß
9
Risk measure
9
Schätzung
9
Portfolio selection
7
Portfolio-Management
7
Estimation theory
6
Schätztheorie
6
Time series analysis
6
Zeitreihenanalyse
6
Forecasting model
5
Prognoseverfahren
5
Risikomanagement
5
Risk management
5
ARCH model
4
ARCH-Modell
4
Bootstrap approach
4
Bootstrap-Verfahren
4
Kapitaleinkommen
4
Multivariate Verteilung
4
Multivariate distribution
4
Analysis of variance
3
Backtesting
3
CAPM
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Panel
3
Panel study
3
Strukturbruch
3
Varianzanalyse
3
Bank risk
2
Bankrisiko
2
more ...
less ...
Online availability
All
Undetermined
9
Free
7
Type of publication
All
Article
21
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
21
Aufsatz in Zeitschrift
21
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Language
All
English
31
Author
All
Urga, Giovanni
7
Kao, Chihwa
4
Anderson, Heather M.
2
Liao, Yin
2
Trapani, Lorenzo
2
Anghel, Dan Gabriel
1
Ascheberg, Marius
1
Beaulieu, Marie-Claude
1
Bergamelli, Michele
1
Bick, Björn
1
Bonaccolto, Giovanni
1
Boubaker, Heni
1
Boucher, Christophe
1
Brownlees, Christian
1
Caporin, Massimiliano
1
Chabot, Ben
1
Coe, Patrick J.
1
Daníelsson, Jón
1
De Peretti, Philippe
1
Dufour, Jean-Marie
1
Dumitru, Ana-Maria
1
Escanciano, Juan Carlos
1
Ghysels, Eric
1
Hendry, David F.
1
Hentati-Kaffel, Rania
1
Huang, Henry H.
1
Huang, Hueng-Ming
1
Jafry, Yusuf
1
Kapetanios, George
1
Khalaf, Lynda
1
Koedijk, Kees
1
Kole, Erik
1
Kouontchou, Patrick S.
1
Kraft, Holger
1
Kratz, Marie
1
Kurz, Christopher J.
1
León Valle, Ángel Manuel
1
Lok, Yen H.
1
Maillet, Bertrand
1
McNeil, Alexander J.
1
more ...
less ...
Published in...
All
CEA_372Cass working paper series
Journal of banking & finance
Journal of econometrics
324
Economics letters
156
Econometric reviews
134
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
120
Econometric theory
115
CEMMAP working papers / Centre for Microdata Methods and Practice
98
Applied economics letters
73
The econometrics journal
73
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
71
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
65
Cowles Foundation discussion paper
57
Journal of applied econometrics
48
Discussion paper series / IZA
45
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
Discussion paper / Centre for Economic Policy Research
43
OECD Guidelines for the Testing of Chemicals, Section 2
43
Working paper
43
Applied economics
42
Discussion paper / Tinbergen Institute
42
OECD Guidelines for the Testing of Chemicals, Section 4
42
Cowles Foundation Discussion Paper
41
Journal of the American Statistical Association : JASA
40
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
International journal of forecasting
38
NBER working paper series
35
Working paper / National Bureau of Economic Research, Inc.
35
NBER Working Paper
34
CREATES research paper
32
Discussion paper / Center for Economic Research, Tilburg University
31
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
31
Discussion papers of interdisciplinary research project 373
31
Oxford bulletin of economics and statistics
30
CESifo working papers
29
Cambridge working papers in economics
28
Econometrics : open access journal
27
Economic modelling
26
IZA Discussion Paper
25
Quantitative economics : QE ; journal of the Econometric Society
25
SFB 649 discussion paper
24
Working paper / Department of Econometrics and Business Statistics, Monash University
24
more ...
less ...
Source
All
ECONIS (ZBW)
31
Showing
1
-
10
of
31
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Data snooping bias in tests of the relative performance of multiple forecasting models
Anghel, Dan Gabriel
- In:
Journal of banking & finance
126
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012820405
Saved in:
2
Testing for co-jumps in financial markets
Novotný, Jan
;
Urga, Giovanni
-
2017
-
This version: 24 April 2017
Persistent link: https://www.econbiz.de/10013369926
Saved in:
3
Back to the future : backtesting systemic risk measures during historical bank runs and the great depression
Brownlees, Christian
;
Chabot, Ben
;
Ghysels, Eric
;
Kurz, …
- In:
Journal of banking & finance
113
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012226121
Saved in:
4
Modeling asset returns under time-varying semi-nonparametric distributions
León Valle, Ángel Manuel
;
Ñíguez, Trino-Manuel
- In:
Journal of banking & finance
118
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012520880
Saved in:
5
Identification-robust factor pricing : Canadian evidence
Beaulieu, Marie-Claude
;
Dufour, Jean-Marie
;
Khalaf, Lynda
-
2015
Persistent link: https://www.econbiz.de/10011284807
Saved in:
6
Testing for cojumps in high-frequency financial data : an approach based on first-high-low-last prices
Liao, Yin
;
Anderson, Heather M.
- In:
Journal of banking & finance
99
(
2019
),
pp. 252-274
Persistent link: https://www.econbiz.de/10012162415
Saved in:
7
Detecting underestimates of risk in VaR models
Thiele, Stephen
- In:
Journal of banking & finance
101
(
2019
),
pp. 12-20
Persistent link: https://www.econbiz.de/10012162586
Saved in:
8
Decomposing and backtesting a flexible specification for CoVaR
Bonaccolto, Giovanni
;
Caporin, Massimiliano
;
Paterlini, …
- In:
Journal of banking & finance
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012224757
Saved in:
9
Testing for instability in covariance structures
Kao, Chihwa
;
Trapani, Lorenzo
;
Urga, Giovanni
-
2014
Persistent link: https://www.econbiz.de/10010440730
Saved in:
10
Detecting multiple structural breaks : dummy saturation vs sequential bootstrapping : with an application to the Fisher relationship for US
Bergamelli, Michele
;
Urga, Giovanni
-
2014
Persistent link: https://www.econbiz.de/10010440746
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->