//--> //--> //-->
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:"Fan, Jianqing"
~person:"Hong, Yongmiao"
~subject:"ARCH-Modell"
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_exact:"Korrelationskoeffizient"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Correlation
22
Korrelation
22
Estimation theory
17
Schätztheorie
17
Statistical test
7
Statistischer Test
7
Factor analysis
6
Faktorenanalyse
6
Theorie
5
Theory
5
Portfolio selection
4
Portfolio-Management
4
Estimation
3
Schätzung
3
Time series analysis
3
Zeitreihenanalyse
3
ARCH model
2
Approximate factor model
2
Multivariate Analyse
2
Multivariate analysis
2
Nichtparametrisches Verfahren
2
Nonparametric statistics
2
Panel
2
Panel study
2
Regression analysis
2
Regressionsanalyse
2
Robust statistics
2
Robustes Verfahren
2
Statistical theory
2
Statistische Methodenlehre
2
USA
2
United States
2
Volatility
2
Volatilität
2
1965-1999
1
1988-2003
1
Aktienmarkt
1
Artificial intelligence
1
Big data
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Fan, Jianqing
Hong, Yongmiao
Engle, Robert F.
19
Bauwens, Luc
14
Ledoit, Olivier
10
Silvennoinen, Annastiina
10
Wolf, Michael
10
Teräsvirta, Timo
9
Hamori, Shigeyuki
8
Koopman, Siem Jan
8
Otranto, Edoardo
8
Conrad, Christian
7
Gupta, Rangan
7
Karanasos, Menelaos
7
McAleer, Michael
7
Sheppard, Kevin
7
Caporin, Massimiliano
6
Lucas, André
6
Lyócsa, Štefan
6
Manera, Matteo
6
Tiwari, Aviral Kumar
6
Baumöhl, Eduard
5
De Nard, Gianluca
5
Degiannakis, Stavros
5
Demirer, Rıza
5
Fermanian, Jean-David
5
Füss, Roland
5
Hafner, Christian M.
5
Janus, Paweł
5
Molnár, Peter
5
Stavroyiannis, Stavros
5
Tsui, Albert K.
5
Xu, Yongdeng
5
Al Rababa'a, Abdel Razzaq
4
Asai, Manabu
4
Aslanidis, Nektarios
4
Creal, Drew
4
Dijk, Dick van
4
Fałdziński, Marcin
4
Filis, George
4
Fiszeder, Piotr
4
Guesmi, Khaled
4
more ...
less ...
Published in...
All
International economic review
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing the structure of conditional correlations in multivariate GARCH models : a generalized cross-spectrum approach
McCloud, Nadine
;
Hong, Yongmiao
- In:
International economic review
52
(
2011
)
4
,
pp. 991-1037
Persistent link: https://www.econbiz.de/10009385429
Saved in:
2
A test for volatility spillover with application to exchange rates
Hong, Yongmiao
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 183-224
Persistent link: https://www.econbiz.de/10001585360
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->