//--> //--> //-->
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
~person:"Chang, Chia-Lin"
~person:"Robinson, Peter M."
~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: subject:"memory"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Long memory
12
long memory
12
Asymmetry
6
EGARCH
6
GARCH
6
GJR
6
HAR
6
Monte Carlo simulation
6
Monte-Carlo-Simulation
6
Theorie
6
Theory
6
asymmetry
6
exchange rates
6
leverage
6
Stochastic volatility
5
asymmetric
5
conditional volatility
5
global financial crisis
5
Long Memory
4
Stochastische Volatilität
4
Zeitreihenanalyse
4
agricultural commodity futures
4
fractional integration
4
Capital market returns
3
Dynamic covariance matrix
3
Finite sample properties
3
Forecasting performance
3
International tourist arrivals
3
Kapitalmarktrendite
3
Matrix-exponential transformation
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Realized conditional covariances
3
Realized stochastic covariances
3
Volatility
3
Volatilität
3
Whittle likelihood
3
approximate long memory
3
daily effects
3
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
2
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Arbeitspapier
1
Aufsatzsammlung
1
Bibliografie
1
Collection of articles of several authors
1
Graue Literatur
1
Non-commercial literature
1
Sammelwerk
1
Working Paper
1
more ...
less ...
Language
All
English
4
Author
All
Chang, Chia-Lin
Robinson, Peter M.
Gil-Alaña, Luis A.
102
Caporale, Guglielmo Maria
69
Sibbertsen, Philipp
36
Gupta, Rangan
21
Leschinski, Christian
19
Plastun, Alex
17
Boubaker, Heni
10
Asai, Manabu
8
Feng, Yuanhua
8
Prokopczuk, Marcel
8
Lovcha, Yuliya
7
Lux, Thomas
7
Ajmi, Ahdi Noomen
6
Baillie, Richard
6
McAleer, Michael
6
Perron, Pierre
6
Rodriguez, Gabriel
6
Shi, Yanlin
6
Tripathy, Trilochan
6
Yu, Jun
6
Baruník, Jozef
5
Carcel, Hector
5
Ergemen, Yunus Emre
5
Günay, Samet
5
Hassler, Uwe
5
Iacone, Fabrizio
5
Martin, Gael M.
5
Nasr, Adnen Ben
5
Nguyen, Duc Binh Benno
5
Poskitt, Donald Stephen
5
Wenger, Kai
5
Balcilar, Mehmet
4
Barros, Carlos Pestana
4
Becker, Janis
4
Beran, Jan
4
Busch, Marie
4
Canarella, Giorgio
4
Chkili, Walid
4
Degiannakis, Stavros
4
Hartl, Tobias
4
more ...
less ...
Published in...
All
Journal of econometrics
2
Advanced texts in econometrics
1
Discussion paper / Tinbergen Institute
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Realized matrix-exponential stochastic volatility with asymmetry, long
memory
and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
2
Realized matrix-exponential stochastic volatility with asymmetry, long
memory
and spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
-
2016
covariances that incorporates asymmetry and long
memory
(hereafter the RMESV-ALM model). The matrix exponential transformation …
Persistent link: https://www.econbiz.de/10011536626
Saved in:
3
The estimation of misspecified long
memory
models
Robinson, Peter M.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 225-230
Persistent link: https://www.econbiz.de/10010256170
Saved in:
4
Time series with long
memory
Robinson, Peter M.
(
contributor
)
-
2003
Persistent link: https://www.econbiz.de/10001685690
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->