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~isPartOf:"Applied economics"
~isPartOf:"CREATES research paper"
~isPartOf:"Econometric reviews"
~isPartOf:"SSE EFI working paper series in economics and finance"
~subject:"ARCH-Modell"
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Search: subject_exact:"Autocorrelation"
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ECONIS (ZBW)
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1
Random autoregressive models : a structured overview
Regis, Marta
;
Serra, Paulo
;
Heuvel, Edwin R. van den
- In:
Econometric reviews
41
(
2022
)
2
,
pp. 207-230
Persistent link: https://www.econbiz.de/10013167604
Saved in:
2
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
3
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:
4
A goodness-of-fit test for a class of autoregressive conditional duration models
Perera, Indeewara
;
Hidalgo, Javier
;
Silvapulle, Mervyn J.
- In:
Econometric reviews
35
(
2016
)
5/7
,
pp. 1111-1141
Persistent link: https://www.econbiz.de/10011591144
Saved in:
5
Poisson autoregression
Fokianos, Konstantinos
;
Rahbek, Anders
;
Tjøstheim, Dag
-
2009
Persistent link: https://www.econbiz.de/10003849524
Saved in:
6
On some models for value-at-risk
Yu, Philip L. H.
;
Li, Wai Keung
;
Jin, Shusong
- In:
Econometric reviews
29
(
2010
)
5/6
,
pp. 622-641
Persistent link: https://www.econbiz.de/10008668112
Saved in:
7
Moments and the autocorrelation structure of the exponential GARCH (p,q) process
He, Changli
-
2000
Persistent link: https://www.econbiz.de/10001452810
Saved in:
8
The effect of the GARCH (1,1) on autocorrelation tests in dynamic systems of equations
Mantalos, Panagiotis
;
Shukur, Ghazi
- In:
Applied economics
37
(
2005
)
16
,
pp. 1907-1913
Persistent link: https://www.econbiz.de/10003142938
Saved in:
9
Higher-order dependence in the general power arch process and a special case
He, Changli
;
Teräsvirta, Timo
-
1999
Persistent link: https://www.econbiz.de/10001393098
Saved in:
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