//--> //--> //-->
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:"Shin, Dong-wan"
~subject:"Statistical test"
~subject:"Volatility"
~type_genre:"Article in journal"
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:"Heteroscedasticity"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Statistical test
Volatility
Heteroscedasticity
3
Heteroskedastizität
3
ARCH model
2
ARCH-Modell
2
Conditional heteroscedasticity
2
Theorie
2
Theory
2
Time series analysis
2
Zeitreihenanalyse
2
Aktienindex
1
CUSUM test
1
Correlation
1
Correlation break
1
Einheitswurzeltest
1
Estimation theory
1
Forecasting model
1
HAR model
1
Index
1
Index number
1
Korrelation
1
Prognoseverfahren
1
Risikomaß
1
Risk measure
1
Schätztheorie
1
Self-normalization
1
Serial dependence
1
Statistischer Test
1
Stock index
1
Structural break
1
Strukturbruch
1
Unit root test
1
VAR model
1
VAR-Modell
1
VaR
1
Volatilität
1
long-memory
1
skew-t distribution
1
volatility index
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Shin, Dong-wan
Sun, Yixiao
11
Yang, Zhenlin
5
Vogelsang, Timothy J.
3
Baltagi, Badi H.
2
Carnero, M. Angeles
2
Cavaliere, Giuseppe
2
Chattopadhyay, Arup Kumar
2
Choi, Ji-Eun
2
Dette, Holger
2
Harvey, Andrew C.
2
Herwartz, Helmut
2
Jin, Fei
2
Kiefer, Nicholas Maximilian
2
Kim, Min Seong
2
Lee, Lung-fei
2
Nandy, Suparna
2
Palumbo, Dario
2
Pérez, Ana
2
Ruiz, Esther
2
Taylor, Robert
2
Yang, Jingjing
2
Zhu, Ke
2
Aftab, Nuzhat
1
Aggarwal, Divya
1
Ahadiat, Ayi
1
Akritas, Michael G.
1
Allen, David E.
1
Andrews, Donald W. K.
1
Ashraf, Sania
1
Aslam, Waheed
1
Azhar, Rialdi
1
Bach, H. J. Sartorius von
1
Baig, Muhammad Mansoor
1
Belaire-Franch, Jorge
1
Berenguer-Rico, Vanessa
1
Berger, Yves G.
1
Bhat, Aparna
1
Bilal, Muhammad
1
Borovička, Adam
1
more ...
less ...
Published in...
All
Applied economics letters
1
Economics letters
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A self-normalization test for correlation change
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Economics letters
193
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012509218
Saved in:
2
Value at risk forecasting for volatility index
Park, Seul-Ki
;
Choi, Ji-Eun
;
Shin, Dong-wan
- In:
Applied economics letters
24
(
2017
)
21
,
pp. 1613-1620
Persistent link: https://www.econbiz.de/10011853568
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->