//--> //--> //-->
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"
~language:"eng"
~person:"Dufour, Jean-Marie"
~subject:"ARCH model"
~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
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Theorie
9
Theory
9
Statistical test
6
Statistischer Test
6
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Regression analysis
4
Regressionsanalyse
4
Statistical distribution
3
Statistische Verteilung
3
Time series analysis
3
Zeitreihenanalyse
3
Autocorrelation
2
Autokorrelation
2
Bootstrap approach
2
Bootstrap-Verfahren
2
Causality analysis
2
Econometrics
2
Estimation theory
2
Kausalanalyse
2
Markov chain
2
Markov-Kette
2
Monte Carlo test
2
Schätztheorie
2
Stochastic process
2
Stochastischer Prozess
2
USA
2
United States
2
Volatility
2
Volatilität
2
Ökonometrie
2
00.10.1992
1
1965-1996
1
ARCH-Modell
1
Asset pricing
1
Asymmetry
1
Asymptotic distribution
1
Benchmark neutrality
1
Benchmarking
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
1
Language
All
English
Author
All
Dufour, Jean-Marie
Francq, Christian
12
Zakoïan, Jean-Michel
9
Bollerslev, Tim
5
Zhu, Ke
5
Ling, Shiqing
4
Paolella, Marc S.
4
Andreou, Elena
3
Hallin, Marc
3
Kim, Donggyu
3
Laurent, Sébastien
3
Li, Dong
3
Li, Guodong
3
Pedersen, Rasmus Søndergaard
3
Rombouts, Jeroen V. K.
3
Xiu, Dacheng
3
Zaffaroni, Paolo
3
Bai, Jushan
2
Barigozzi, Matteo
2
Bauwens, Luc
2
Blasques, F.
2
Calzolari, Giorgio
2
Conrad, Christian
2
Corradi, Valentina
2
Fiorentini, Gabriele
2
Ghysels, Eric
2
Gonçalves, Sílvia
2
Hafner, Christian M.
2
Hidalgo, Javier
2
Hill, Jonathan B.
2
Hong, Yongmiao
2
Iglesias, Emma M.
2
Jiang, Feiyu
2
Kapetanios, George
2
Li, Wai Keung
2
Linton, Oliver
2
Maheu, John M.
2
McAleer, Michael
2
Meddahi, Nour
2
Ng, Serena
2
Park, Joon Y.
2
more ...
less ...
Published in...
All
Journal of econometrics
Journal of applied econometrics
1
The econometrics journal
1
The review of economic studies
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Simulation-based finite-sample tests for heteroskedasticity and ARCH effects
Dufour, Jean-Marie
;
Khalaf, Lynda
;
Bernard, Jean-Thomas
; …
- In:
Journal of econometrics
122
(
2004
)
2
,
pp. 317-347
Persistent link: https://www.econbiz.de/10002173151
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->