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~isPartOf:"The econometrics journal"
~language:"eng"
~subject:"ARCH-Modell"
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Search: subject_exact:"Heteroskedastizität"
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ARCH-Modell
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ECONIS (ZBW)
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1
Adaptive pointwise estimation in time-inhomogeneous conditional heteroscedasticity models
Čížek, Pavel
;
Härdle, Wolfgang
;
Spokojnyj, Vladimir G.
- In:
The econometrics journal
12
(
2009
)
2
,
pp. 248-271
Persistent link: https://www.econbiz.de/10003875660
Saved in:
2
Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
Coudin, Elise
;
Dufour, Jean-Marie
- In:
The econometrics journal
12
(
2009
),
pp. 19-49
Persistent link: https://www.econbiz.de/10003876273
Saved in:
3
Change-point monitoring in linear models
Aue, Alexander
;
Horváth, Lajos
;
Hušková, Marie
; …
- In:
The econometrics journal
9
(
2006
)
3
,
pp. 373-403
Persistent link: https://www.econbiz.de/10003390158
Saved in:
4
Robust modelling of DTARCH models
Hui, Yer Van
;
Jiang, Jiancheng
- In:
The econometrics journal
8
(
2005
)
2
,
pp. 143-158
Persistent link: https://www.econbiz.de/10003018828
Saved in:
5
Residual-based diagnostics for conditional heteroscedasticity models
Tse, Yiu Kuen
- In:
The econometrics journal
5
(
2002
)
2
,
pp. 358-373
Persistent link: https://www.econbiz.de/10001713303
Saved in:
6
Testing for linear autoregressive dynamics under heteroskedasticity
Hafner, Christian M.
;
Herwartz, Helmut
- In:
The econometrics journal
3
(
2000
)
2
,
pp. 177-197
Persistent link: https://www.econbiz.de/10001546181
Saved in:
7
The relation between conditionally heteroskedastic factor models and factor GARCH models
Sentana, Enrique
- In:
The econometrics journal
1
(
1998
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001443694
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