//--> //--> //-->
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 letters"
~isPartOf:"Economics letters"
~isPartOf:"Journal of econometrics"
~language:"eng"
~person:"Park, Joon Y."
~subject:"Stochastic process"
~type_genre:"Article in journal"
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:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Estimation theory
11
Schätztheorie
11
Time series analysis
10
Zeitreihenanalyse
10
Theorie
9
Theory
9
Regression analysis
7
Regressionsanalyse
7
Stochastischer Prozess
6
Einheitswurzeltest
5
Estimation
5
Schätzung
5
Statistical distribution
5
Statistische Verteilung
5
Unit root test
5
Volatility
5
Volatilität
5
Nichtlineare Regression
4
Nichtparametrisches Verfahren
4
Nonlinear regression
4
Nonparametric statistics
4
ARCH model
3
ARCH-Modell
3
Cointegration
3
Kointegration
3
Nonstationarity
3
Statistical test
3
Statistischer Test
3
USA
3
United States
3
Asymptotics
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Diffusion
2
Heteroscedasticity
2
Heteroskedastizität
2
High frequency observation
2
Local time
2
Maximum likelihood estimation
2
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
6
Language
All
English
Author
All
Park, Joon Y.
Todorov, Viktor
11
Phillips, Peter C. B.
10
McAleer, Michael
8
Tauchen, George Eugene
8
Yu, Jun
7
Chang, Chia-Lin
5
Asai, Manabu
4
Bollerslev, Tim
4
Lieberman, Offer
4
Linton, Oliver
4
Su, Jen-je
4
Zakoïan, Jean-Michel
4
Andersen, Torben
3
Arvanitis, Stelios
3
Aït-Sahalia, Yacine
3
Carriero, Andrea
3
Chan, Joshua
3
Chang, Tsangyao
3
Clark, Todd E.
3
Francq, Christian
3
Horváth, Lajos
3
Jin, Sainan
3
Li, Jia
3
Marcellino, Massimiliano
3
Renault, Eric
3
Shephard, Neil G.
3
Taylor, Robert
3
Varneskov, Rasmus Tangsgaard
3
Wang, Xingchun
3
Wong, Wing Keung
3
Xiu, Dacheng
3
Amengual, Dante
2
Anderson, Gordon
2
Bai, Jushan
2
Bondarenko, Oleg
2
Boswijk, Herman Peter
2
Busetti, Fabio
2
Chib, Siddhartha
2
Cook, Steven
2
more ...
less ...
Published in...
All
Applied economics letters
Economics letters
Journal of econometrics
Econometric theory
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of financial economics
1
The econometrics journal
1
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Nonparametric estimation of jump diffusion models
Park, Joon Y.
;
Wang, Bin
- In:
Journal of econometrics
222
(
2021
)
1,3
,
pp. 688-715
Persistent link: https://www.econbiz.de/10012619778
Saved in:
2
Testing for stationarity at high frequency
Jiang, Bibo
;
Lu, Ye
;
Park, Joon Y.
- In:
Journal of econometrics
215
(
2020
)
2
,
pp. 341-374
Persistent link: https://www.econbiz.de/10012439463
Saved in:
3
Estimation of longrun variance of continuous time stochastic process using discrete sample
Lu, Ye
;
Park, Joon Y.
- In:
Journal of econometrics
210
(
2019
)
2
,
pp. 236-267
Persistent link: https://www.econbiz.de/10012303516
Saved in:
4
A reexamination of stock return predictability
Choi, Yongok
;
Jacewitz, Stefan
;
Park, Joon Y.
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 168-189
Persistent link: https://www.econbiz.de/10011617132
Saved in:
5
GARCH with omitted persistent covariate
Han, Heejoon
;
Park, Joon Y.
- In:
Economics letters
124
(
2014
)
2
,
pp. 248-254
Persistent link: https://www.econbiz.de/10010493650
Saved in:
6
Index models with integrated time series
Chang, Yoosoon
;
Park, Joon Y.
- In:
Journal of econometrics
114
(
2003
)
1
,
pp. 73-106
Persistent link: https://www.econbiz.de/10001738918
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->