//--> //--> //-->
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 financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Lucas, André"
~type_genre:"Article in journal"
~type_genre:"Non-commercial literature"
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:"default"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Credit risk
1
Estimation
1
Kreditrisiko
1
Modellierung
1
Schätzung
1
Scientific modelling
1
Structural break
1
Strukturbruch
1
Theorie
1
Theory
1
Time series analysis
1
Zeitreihenanalyse
1
credit risk
1
generalized autoregressive score model
1
observation-driven and parameter-driven models
1
regime switching
1
structural breaks
1
time-varying parameters
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
Non-commercial literature
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Lucas, André
Monfort, Alain
4
Gouriéroux, Christian
3
Renne, Jean-Paul
2
Calvori, Francesco
1
Caporin, Massimiliano
1
Carr, Peter
1
Collin-Dufresne, Pierre
1
Creal, Drew
1
Embrechts, Paul
1
Feldhüter, Peter
1
Gagliardini, Patrick
1
Grüne, Lars
1
Horst, Enrique ter
1
Koopman, Siem Jan
1
Lumsdaine, Robin L.
1
Malone, Samuel
1
Nielsen, Mads Stenbo
1
Pegoraro, Fulvio
1
Plosser, Charles I.
1
Polimenis, V.
1
Rodriguez, Abel
1
Rossi, Eduardo
1
Santucci de Magistris, Paolo
1
Semmler, Willi
1
Wu, Liuren
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Discussion paper / Tinbergen Institute
29
Working paper series / European Central Bank
6
Journal of banking & finance
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of applied econometrics
2
Applied mathematical finance
1
CFS working paper series
1
International journal of forecasting
1
Journal of empirical finance
1
Journal of forecasting
1
Journal of monetary economics
1
Serie research memoranda / Vrije Universiteit, Faculteit der Economische Wetenschappen en Econometrie
1
Sveriges Riksbank working paper series
1
The review of economics and statistics
1
Working papers / Bank for International Settlements
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->