//--> //--> //--> //-->
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
~isPartOf:"Applied Economics"
~isPartOf:"Applied economics"
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of econometrics"
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: "Cavaliere, Giuseppe"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Bootstrap approach
11
Bootstrap-Verfahren
11
Time series analysis
10
Zeitreihenanalyse
10
Volatility
7
Volatilität
7
Estimation theory
5
Schätztheorie
5
Theorie
5
Theory
5
Cointegration
4
Heteroscedasticity
4
Heteroskedastizität
4
Kointegration
4
ARCH model
3
ARCH-Modell
3
Bootstrap
3
Estimation
3
Maximum likelihood estimation
3
Maximum-Likelihood-Schätzung
3
Schätzung
3
ARMA model
2
ARMA-Modell
2
Autocorrelation
2
Autokorrelation
2
Commodity derivative
2
Commodity price
2
Einheitswurzeltest
2
Fractional integration
2
Rohstoffderivat
2
Rohstoffpreis
2
Stochastic process
2
Stochastischer Prozess
2
Unit root test
2
VAR model
2
VAR-Modell
2
Wild bootstrap
2
(un)Conditional heteroskedasticity
1
1987-1996
1
ARCH models
1
more ...
less ...
Online availability
All
Undetermined
7
Free
6
Type of publication
All
Article
16
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
17
Undetermined
5
Author
All
Cavaliere, Giuseppe
22
Taylor, Robert
10
Rahbek, Anders
8
Nielsen, Morten Ørregaard
5
Boswijk, Herman Peter
2
Taylor, A.M.Robert
2
Agosto, Arianna
1
Bohn Nielsen, Heino
1
Fang, Xu
1
Georgiev, Iliyan
1
Kristensen, Dennis
1
Lu, Ye
1
Pedersen, Rasmus Søndergaard
1
Stærk-Østergaard, Jacob
1
Taylor, A. M. Robert
1
Taylor, A.M. Robert
1
more ...
less ...
Published in...
All
Applied Economics
Applied economics
CREATES research paper
Journal of econometrics
Econometric theory
25
Quaderni di Dipartimento
16
Econometric Theory
13
Econometric reviews
13
Discussion papers / Department of Economics, University of Copenhagen
9
Econometric Reviews
7
CREATES Research Papers
6
Discussion Papers / Granger Centre for Time Series Econometrics, School of Economics
5
The econometrics journal
5
CREATES Research Paper
4
Discussion Papers / Økonomisk Institut, Københavns Universitet
4
Journal of Econometrics
4
Oxford bulletin of economics and statistics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of Time Series Analysis
3
Journal of applied econometrics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Univ. of Copenhagen Dept. of Economics Discussion Paper
3
Department of Economics discussion paper / Department of Economics, The University of Birmingham
2
Discussion paper / Tinbergen Institute
2
Econometrica
2
Econometrics Journal
2
Economics letters
2
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
2
International review of economics & finance : IREF
2
Journal of Applied Econometrics
2
Oxford Bulletin of Economics and Statistics
2
Queen's Economics Department Working Paper
2
Queen's Economics Department working paper
2
Rivista di politica economica
2
Statistical Methods and Applications
2
The economic journal : the journal of the Royal Economic Society
2
Tinbergen Institute Discussion Paper
2
Working Papers / Economics Department, Queen's University
2
Annals of financial economics
1
Cowles Foundation Discussion Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
OLC EcoSci
4
RePEc
1
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
2
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
3
Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
Cavaliere, Giuseppe
;
Bohn Nielsen, Heino
;
Pedersen, …
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 241-263
Persistent link: https://www.econbiz.de/10013441653
Saved in:
4
Bootstrapping non-stationary stochastic volatility
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10013275368
Saved in:
5
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2016
Persistent link: https://www.econbiz.de/10011624059
Saved in:
6
Modeling corporate defaults : Poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
-
2015
Persistent link: https://www.econbiz.de/10011516997
Saved in:
7
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
Saved in:
8
Bootstrap determination of the co-integration rank in heteroskedastic VAR Models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
-
2012
Persistent link: https://www.econbiz.de/10009614507
Saved in:
9
Quasi-maximum likelihood estimation and bootstrap inference in fractional time series models with heteroskedasticity of unknown form
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
Saved in:
10
Inference on co-integration parameters in heteroskedastic vector autoregressions
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 64-85
Persistent link: https://www.econbiz.de/10011615672
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->