//--> //--> //-->
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:"CREATES research paper"
~person:"Cavaliere, Giuseppe"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
5
Zeitreihenanalyse
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Estimation theory
3
Heteroscedasticity
3
Heteroskedastizität
3
Schätztheorie
3
ARCH model
2
ARCH-Modell
2
Cointegration
2
Estimation
2
Kointegration
2
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Schätzung
2
ARMA model
1
ARMA-Modell
1
Autocorrelation
1
Autokorrelation
1
Commodity derivative
1
Commodity price
1
Correlation
1
Insolvency
1
Insolvenz
1
Korrelation
1
Rohstoffderivat
1
Rohstoffpreis
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
VAR model
1
VAR-Modell
1
Volatility
1
Volatilität
1
adaptive estimation
1
conditional sum-of-squares
1
fractional integration
1
heteroskedasticity
1
more ...
less ...
Online availability
All
Free
6
Type of publication
All
Book / Working Paper
6
Type of publication (narrower categories)
All
Arbeitspapier
6
Graue Literatur
6
Non-commercial literature
6
Working Paper
6
Language
All
English
6
Author
All
Cavaliere, Giuseppe
Taylor, Robert
4
Nielsen, Morten Ørregaard
3
Rahbek, Anders
3
Agosto, Arianna
1
Kristensen, Dennis
1
Taylor, A. M. Robert
1
more ...
less ...
Published in...
All
CREATES research paper
Econometric theory
25
Quaderni di Dipartimento
16
Econometric Theory
13
Econometric reviews
13
Journal of econometrics
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
Applied economics
2
Department of Economics discussion paper / Department of Economics, The University of Birmingham
2
Discussion paper / Tinbergen Institute
2
Econometrica
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
Applied Economics
1
Cowles Foundation Discussion Paper
1
Cowles Foundation Discussion Papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
2
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:
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
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:
5
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:
6
Bootstrap sequential determination of the co-integrated rank in VAR models
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, A. M. Robert
-
2010
Persistent link: https://www.econbiz.de/10003932092
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->