Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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:"Spurious Almost Integration"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
ARCH model
2
ARCH-Modell
2
Estimation theory
2
Schätztheorie
2
Time series analysis
2
Volatility
2
Volatilität
2
Zeitreihenanalyse
2
ARCH
1
Estimation
1
GARCH
1
Realized Kernel
1
Risikomaß
1
Risk measure
1
Schätzung
1
Spurious Almost Integration
1
Structural break
1
Strukturbruch
1
Threshold Realized GARCH Model
1
Value at Risk
1
Volatility Persistence
1
flexible Fourier form
1
spurious almost-integration
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
Enders, Walter
1
Li, Jing
1
Xu, Dinghai
1
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Waterloo economic series : working paper
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A study on volatility
spurious
almost
integration
effect : a threshold realized GARCH approach
Xu, Dinghai
-
2019
Persistent link: https://www.econbiz.de/10012137575
Saved in:
2
Flexible Fourier form for volatility breaks
Li, Jing
;
Enders, Walter
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011886596
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
FAQ-Assistent (beta)
×
Loading...
