//--> //--> //-->
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:"Journal of econometrics"
~isPartOf:"The economic journal : the journal of the Royal Economic Society"
~subject:"Autocorrelation"
~subject:"Time series analysis"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Autocorrelation
Time series analysis
Bootstrap approach
7
Bootstrap-Verfahren
7
Volatility
7
Volatilität
7
Zeitreihenanalyse
6
Theorie
4
Theory
4
Bootstrap
3
Cointegration
2
Einheitswurzeltest
2
Estimation theory
2
Fractional integration
2
Kointegration
2
Schätztheorie
2
Stochastic process
2
Stochastischer Prozess
2
Unit root test
2
Wild bootstrap
2
(un)Conditional heteroskedasticity
1
ARCH model
1
ARCH models
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Adjustment coefficients
1
Autokorrelation
1
Autoregressive conditional duration models
1
Bootstrap inference
1
Co-integration
1
Commodity derivative
1
Commodity market
1
Commodity price
1
Conditional intensity
1
Conditional sum-of-squares
1
Conditional/unconditional heteroskedasticity
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Estimation
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Rezension
1
Language
All
English
6
Author
All
Cavaliere, Giuseppe
6
Taylor, Robert
3
Nielsen, Morten Ørregaard
2
Rahbek, Anders
2
Boswijk, Herman Peter
1
Fang, Xu
1
Lu, Ye
1
Shephard, Neil G.
1
Stærk-Østergaard, Jacob
1
more ...
less ...
Published in...
All
Journal of econometrics
The economic journal : the journal of the Royal Economic Society
Econometric theory
10
Discussion papers / Department of Economics, University of Copenhagen
7
CREATES research paper
6
CREATES Research Paper
3
Econometric reviews
3
Univ. of Copenhagen Dept. of Economics Discussion Paper
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Queen's Economics Department working paper
2
Department of Economics discussion paper / Department of Economics, The University of Birmingham
1
Discussion paper / Tinbergen Institute
1
Econometric Theory
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Journal of applied econometrics
1
Journal of empirical finance
1
Oxford bulletin of economics and statistics
1
Price indexes in time and space : methods and practice
1
Tinbergen Institute
1
more ...
less ...
Source
All
ECONIS (ZBW)
6
Showing
1
-
6
of
6
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
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
; …
- In:
Journal of econometrics
198
(
2017
)
1
,
pp. 165-188
Persistent link: https://www.econbiz.de/10011818374
Saved in:
3
Inference on co-integration parameters in heteroskedastic vector autoregressions
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Rahbek, Anders
- In:
Journal of econometrics
192
(
2016
)
1
,
pp. 64-85
Persistent link: https://www.econbiz.de/10011615672
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
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
5
Testing for unit roots in bounded time series
Cavaliere, Giuseppe
;
Fang, Xu
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 259-272
Persistent link: https://www.econbiz.de/10010256162
Saved in:
6
[Rezension von: Stochastic volatility, selected readings, ed. by Neil Shephard]
Cavaliere, Giuseppe
- In:
The economic journal : the journal of the Royal …
116
(
2006
),
pp. 306-325
Persistent link: https://www.econbiz.de/10003333926
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->