//--> //--> //-->
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:"Hecq, Alain W. J."
~person:"Vahid, Farshid"
~subject:"Cointegration"
~subject:"Volatility"
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:"ARMA-Modell"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
Volatility
ARMA model
16
ARMA-Modell
16
Time series analysis
9
Zeitreihenanalyse
9
Theorie
8
Theory
8
Kointegration
5
USA
5
United States
5
VAR model
5
VAR-Modell
5
Estimation
4
Panel
4
Panel study
4
Schätzung
4
Estimation theory
3
Schätztheorie
3
Statistical method
3
Statistische Methode
3
1999-2008
2
ARCH model
2
ARCH-Modell
2
Capital income
2
Causality analysis
2
Forecasting model
2
Kapitaleinkommen
2
Kausalanalyse
2
Monte Carlo simulation
2
Monte-Carlo-Simulation
2
Prognoseverfahren
2
Volatilität
2
1958-2011
1
Correlation
1
DSGE
1
DSGE model
1
DSGE-Modell
1
Dynamic equilibrium
1
Dynamisches Gleichgewicht
1
more ...
less ...
Online availability
All
Free
2
Undetermined
1
Type of publication
All
Book / Working Paper
5
Article
2
Type of publication (narrower categories)
All
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
7
Author
All
Hecq, Alain W. J.
Vahid, Farshid
McAleer, Michael
9
Lütkepohl, Helmut
8
Poskitt, Donald Stephen
7
Chan, Joshua
5
Cochrane, John H.
5
Kascha, Christian
5
Koopman, Siem Jan
5
Palm, Franz C.
5
Sibbertsen, Philipp
5
Trenkler, Carsten
5
Chan, Joshua C. C.
4
Zhang, Bo
4
Österholm, Pär
4
Asai, Manabu
3
Athanasopoulos, George
3
Bartel, Holger
3
Beechey, Meredith Jane
3
Carnero, M. Angeles
3
Cross, Jamie
3
Cubadda, Gianluca
3
Liesenfeld, Roman
3
Nielsen, Morten Ørregaard
3
Ooms, Marius
3
Oxley, Les
3
Peiris, Shelton
3
Rodriguez, Gabriel
3
Taylor, Robert
3
Ubukata, Masato
3
Watanabe, Toshiaki
3
Yao, Wenying
3
Afzal, Alia
2
Allen, David E.
2
Baillie, Richard
2
Breitung, Jörg
2
Caporale, Guglielmo Maria
2
Cavaliere, Giuseppe
2
Cho, Dooyeon
2
Deistler, Manfred
2
more ...
less ...
Published in...
All
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
2
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
1
Journal of applied econometrics
1
Journal of econometrics
1
Research memorandum / METEOR
1
Working paper / Department of Econometrics and Business Statistics, Monash University
1
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10011780861
Saved in:
2
Forecasting with EC-VARMA models
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
-
2014
Persistent link: https://www.econbiz.de/10010409854
Saved in:
3
Determination of long-run and short-run dynamics in EC-VARMA models via canonical correlations
Athanasopoulos, George
;
Poskitt, Donald Stephen
;
Vahid, …
- In:
Journal of applied econometrics
31
(
2016
)
6
,
pp. 1100-1119
Persistent link: https://www.econbiz.de/10011686292
Saved in:
4
On the univariate representation of BEKK models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2012
Persistent link: https://www.econbiz.de/10009515469
Saved in:
5
On the univariate representation of multivariate volatility models with common factors
Hecq, Alain W. J.
;
Laurent, Sébastien
;
Palm, Franz C.
-
2011
Persistent link: https://www.econbiz.de/10008840656
Saved in:
6
Studying co-movements in large multivariate data prior to multivariate modelling
Cubadda, Gianluca
;
Hecq, Alain W. J.
;
Palm, Franz C.
- In:
Journal of econometrics
148
(
2009
)
1
,
pp. 25-35
Persistent link: https://www.econbiz.de/10003813089
Saved in:
7
Studying co-movements in large multivariate models without multivariate modelling
Cubadda, Gianluca
;
Hecq, Alain W. J.
;
Palm, Franz C.
-
2007
Persistent link: https://www.econbiz.de/10003647580
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->