//--> //--> //-->
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:"CREATES research paper"
~isPartOf:"Journal of empirical finance"
~subject:"ARCH-Modell"
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:"Autocorrelation"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Autocorrelation
59
Autokorrelation
58
Time series analysis
21
Zeitreihenanalyse
21
Estimation theory
16
Schätztheorie
16
Theorie
16
Theory
16
Estimation
13
Schätzung
13
Capital income
12
Kapitaleinkommen
12
Börsenkurs
11
Share price
11
ARCH model
10
Nichtlineare Regression
9
Nonlinear regression
9
USA
7
United States
7
Forecasting model
6
Prognoseverfahren
6
Volatility
6
Volatilität
6
Einheitswurzeltest
5
Statistical test
5
Statistischer Test
5
Stochastic process
5
Stochastischer Prozess
5
Unit root test
5
Aktienmarkt
4
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Regression analysis
4
Regressionsanalyse
4
Stock market
4
Structural break
4
Strukturbruch
4
VAR model
4
VAR-Modell
4
more ...
less ...
Online availability
All
Free
3
Undetermined
2
Type of publication
All
Article
7
Book / Working Paper
3
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
10
Author
All
Rahbek, Anders
3
Agosto, Arianna
2
Cavaliere, Giuseppe
2
Kristensen, Dennis
2
Antoniou, Antonios
1
Chen, Carl R.
1
Demetrescu, Matei
1
Fokianos, Konstantinos
1
Herrera, Rodrigo
1
Huang, Ying
1
Karanasos, Menelaos
1
Kim, Jinki
1
Koutmos, Gregory
1
Kruse-Becher, Robinson
1
Mantalos, Panagiotis
1
Pericli, Andreas Neophytou
1
Schipp, Bernhard
1
Shukur, Ghazi
1
Stindl, Tom
1
Su, Yuli
1
Tjøstheim, Dag
1
more ...
less ...
Published in...
All
Applied economics
CREATES research paper
Journal of empirical finance
Journal of econometrics
5
Discussion paper / Tinbergen Institute
3
Econometric reviews
3
Economic modelling
3
Energy economics
3
International Journal of Energy Economics and Policy : IJEEP
3
International journal of forecasting
3
International review of financial analysis
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of risk and financial management : JRFM
3
The European journal of finance
3
The North American journal of economics and finance : a journal of financial economics studies
3
CESifo working papers
2
Discussion papers of interdisciplinary research project 373
2
Ensaios econômicos
2
Finance research letters
2
Global business review
2
Journal of financial econometrics
2
Journal of risk
2
Progress in economics research
2
SSE EFI working paper series in economics and finance
2
The econometrics journal
2
Working paper
2
Advanced texts in econometrics
1
Applied financial economics
1
Asia-Pacific journal of financial studies
1
BOFIT Discussion Paper
1
BOFIT discussion papers
1
Banks and bank systems : international research journal
1
Bulletin of economic research
1
CBN journal of applied statistics
1
CESifo Working Paper Series
1
Central European journal of operations research
1
Computational economics
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers / Department of Economics, University of California San Diego
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
1
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:
2
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
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
Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
Saved in:
5
Poisson autoregression
Fokianos, Konstantinos
;
Rahbek, Anders
;
Tjøstheim, Dag
-
2009
Persistent link: https://www.econbiz.de/10003849524
Saved in:
6
Value at risk forecasts by extreme value models in a conditional duration framework
Herrera, Rodrigo
;
Schipp, Bernhard
- In:
Journal of empirical finance
23
(
2013
),
pp. 33-47
Persistent link: https://www.econbiz.de/10010221789
Saved in:
7
Hourly index return autocorrelation and conditional volatility in an EAR-GJR-GARCH model with generalized error distribution
Chen, Carl R.
;
Su, Yuli
;
Huang, Ying
- In:
Journal of empirical finance
15
(
2008
)
4
,
pp. 789-798
Persistent link: https://www.econbiz.de/10003759773
Saved in:
8
A re-examination of the asymmetric power ARCH model
Karanasos, Menelaos
;
Kim, Jinki
- In:
Journal of empirical finance
13
(
2006
)
1
,
pp. 113-128
Persistent link: https://www.econbiz.de/10003278634
Saved in:
9
Index futures and positive feedback trading : evidence from major stock exchanges
Antoniou, Antonios
;
Koutmos, Gregory
;
Pericli, Andreas …
- In:
Journal of empirical finance
12
(
2005
)
2
,
pp. 219-238
Persistent link: https://www.econbiz.de/10002685067
Saved in:
10
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:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->