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:"double autoregressive model"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Estimation theory
3
Schätztheorie
3
Time series analysis
3
Zeitreihenanalyse
3
Autocorrelation
2
Autokorrelation
2
AR-GARCH
1
Algorithm
1
Algorithmus
1
Asymptotic normality
1
Double autoregressive model
1
EM algorithm
1
GARCH-AR
1
Maximum likelihood estimation
1
Maximum-Likelihood-Schätzung
1
Mixture model
1
Risikoprämie
1
Risk premium
1
Stationarity
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
asymptotic theory
1
consistency
1
double autoregressive model
1
quasi maximum likelihood estimation
1
risk premium
1
sign-double autoregressive model
1
stationarity
1
tail behavior
1
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Iglesias, Emma M.
2
Dahl, Christian M.
1
Li, Guodong
1
Li, Wai Keung
1
Liu, Zhao
1
Zhu, Qianqian
1
Published in...
All
Econometric reviews
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of financial econometrics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Asymptotic inference for a sign-double autoregressive (SDAR) model of order one
Iglesias, Emma M.
- In:
Econometric reviews
44
(
2025
)
3
,
pp. 312-334
Persistent link: https://www.econbiz.de/10015196603
Saved in:
2
The tail behavior due to the presence of the risk premium in AR-GARCH-in-Mean, GARCH-AR, and Double-Autoregressive-in-Mean models
Dahl, Christian M.
;
Iglesias, Emma M.
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 139-159
Persistent link: https://www.econbiz.de/10012878189
Saved in:
3
On mixture double autoregressive time series models
Li, Guodong
;
Zhu, Qianqian
;
Liu, Zhao
;
Li, Wai Keung
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 306-317
Persistent link: https://www.econbiz.de/10011704199
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
