//--> //--> //-->
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:"Journal of applied econometrics"
~subject:"Statistical test"
~subject:"Volatility"
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:"Heteroscedasticity"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Statistical test
Volatility
Heteroscedasticity
19
Heteroskedastizität
19
ARCH model
13
ARCH-Modell
13
Theorie
12
Theory
12
heteroscedasticity
7
Volatilität
5
Estimation
4
Estimation theory
4
Schätztheorie
4
Schätzung
4
Time series analysis
4
Zeitreihenanalyse
4
Autocorrelation
3
Autokorrelation
3
Capital income
3
Kapitaleinkommen
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Börsenkurs
2
Capital market returns
2
Commodity exchange
2
Forecasting model
2
Kapitalmarktrendite
2
Markov chain
2
Markov-Kette
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Prognoseverfahren
2
Share price
2
USA
2
United States
2
Warenbörse
2
Welt
2
World
2
2002-2016
1
Aktienindex
1
Aktienmarkt
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Language
All
English
6
Author
All
Dovonon, Prosper
1
Hung, Jui-cheng
1
Kohn, Robert
1
Lee, Jun-de
1
Lou, Tien-wei
1
Lu, Xinjie
1
Ma, Feng
1
Minh-Ngoc Tran
1
Noureldin, Diaa
1
Ray, Surajit
1
Savin, N. Eugene
1
Shephard, Neil G.
1
Sheppard, Kevin
1
Trong-Nghia Nguyen
1
Wang, Yi-hsien
1
Yang, Ke
1
Zhang, Yaojie
1
more ...
less ...
Published in...
All
Applied economics
Journal of applied econometrics
Journal of econometrics
23
Econometric reviews
9
Econometric theory
8
The econometrics journal
6
Cowles Foundation discussion paper
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
Economics letters
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Working paper
5
Discussion paper / Tinbergen Institute
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Applied financial economics
3
CBN journal of applied statistics
3
Department of Economics discussion paper series / University of Oxford
3
Discussion paper / Department of Economics, University of California San Diego
3
Discussion papers of interdisciplinary research project 373
3
Econometric Institute research papers
3
Recent work / Department of Economics, UC San Diego
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Applied economics letters
2
CESifo Working Paper Series
2
CESifo working papers
2
Cambridge working papers in economics
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Economic modelling
2
Economics and commerce : discussion papers
2
International Journal of Energy Economics and Policy : IJEEP
2
Journal of banking & finance
2
Journal of empirical finance
2
Journal of forecasting
2
Journal of risk and financial management : JRFM
2
Macroeconomic dynamics
2
Oxford bulletin of economics and statistics
2
Prague economic papers : a bimonthly journal of economic theory and policy
2
Recent work / Department of Economics, UCSD
2
Regional science & urban economics
2
SFB 649 discussion paper
2
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Recurrent conditional heteroskedasticity
Trong-Nghia Nguyen
;
Minh-Ngoc Tran
;
Kohn, Robert
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1031-1054
Persistent link: https://www.econbiz.de/10013464647
Saved in:
2
Volatility forecasting : long memory, regime switching and heteroscedasticity
Ma, Feng
;
Lu, Xinjie
;
Yang, Ke
;
Zhang, Yaojie
- In:
Applied economics
51
(
2019
)
38
,
pp. 4151-4163
Persistent link: https://www.econbiz.de/10012196974
Saved in:
3
Evaluating and improving GARCH-based volatility forecasts with range-based estimators
Hung, Jui-cheng
;
Lou, Tien-wei
;
Wang, Yi-hsien
;
Lee, Jun-de
- In:
Applied economics
45
(
2013
)
28/30
,
pp. 4041-4049
Persistent link: https://www.econbiz.de/10010345765
Saved in:
4
Conditionally heteroskedastic factor models with skewness and leverage effects
Dovonon, Prosper
- In:
Journal of applied econometrics
28
(
2013
)
7
,
pp. 1110-1137
Persistent link: https://www.econbiz.de/10010351082
Saved in:
5
Multivariate high-frequency-based volatility (heavy) models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of applied econometrics
27
(
2012
)
6
,
pp. 907-933
Persistent link: https://www.econbiz.de/10010219743
Saved in:
6
The performance of heteroskedasticity and autocorrelation robust tests : a Monte Carlo study with an application to the three-factor Fama-French asset-pricing model
Ray, Surajit
;
Savin, N. Eugene
- In:
Journal of applied econometrics
23
(
2008
)
1
,
pp. 91-109
Persistent link: https://www.econbiz.de/10003682851
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->