//--> //--> //-->
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
~isPartOf:"Applied economics letters"
~isPartOf:"Department of Economics discussion papers"
~person:"Hatemi-J, Abdulnasser"
~person:"Sibbertsen, Philipp"
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
Rational bubbles and fractiona...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
4
Zeitreihenanalyse
4
Estimation theory
3
Schätztheorie
3
1975-2006
1
ARCH model
1
ARCH-Modell
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Estimation
1
Großbritannien
1
Hedging
1
Inflation rate
1
Inflationsrate
1
Interest rate
1
Long memory
1
Multivariate Analyse
1
Multivariate analysis
1
Nichtparametrisches Verfahren
1
Nonparametric statistics
1
Saisonale Schwankungen
1
Saisonkomponente
1
Schätzung
1
Seasonal component
1
Seasonal variations
1
State space model
1
Statistical test
1
Statistischer Test
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
USA
1
United Kingdom
1
United States
1
Whittle likelihood
1
Zins
1
Zustandsraummodell
1
seasonality
1
semiparametric estimation
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
4
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
5
Author
All
Hatemi-J, Abdulnasser
Sibbertsen, Philipp
Chang, Tsangyao
22
Gil-Alaña, Luis A.
15
Cook, Steven
9
Caporale, Guglielmo Maria
8
Liu, Wen-chi
7
Ryu, Doojin
7
Schaub, Mark
7
Huang, Ho-chuan
6
Lu, Yang-cheng
6
Cuestas, Juan Carlos
5
Lee, Chia-hao
5
Maloney, John
5
Vougas, Dimitrios V.
5
Yoon, Gawon
5
Agiakloglou, Christos N.
4
Bahmani-Oskooee, Mohsen
4
Chang, Hsu-Ling
4
Fukuda, Kosei
4
Kim, Hyeyoen
4
Su, Chi-Wei
4
Tiwari, Aviral Kumar
4
Yamada, Hiroshi
4
Bishop, Paul
3
Dajcman, Silvo
3
Davidson, James E. H.
3
Ferris, Stephen P.
3
Gregoriou, Andros
3
Gupta, Rangan
3
Hudson, Robert
3
Jung, Hojin
3
Li, Meng
3
Lim, Kian-Ping
3
Ma, Feng
3
Morana, Claudio
3
Narayan, Paresh Kumar
3
Pan, Guochen
3
Payne, James E.
3
Pierdzioch, Christian
3
Ranjbar, Omid
3
more ...
less ...
Published in...
All
Applied economics letters
Department of Economics discussion papers
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
47
Hannover Economic Papers (HEP)
45
Diskussionsbeitrag
25
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
19
Technical Report
9
Applied economics
7
Economics letters
6
CREATES Research Papers
5
Discussion Paper
4
Economia internazionale
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Leibniz Universität Hannover - Wirtschaftswissenschaftliche Fakultät - Diskussionspapiere
4
Technical Reports / Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
4
Applied financial economics
3
CREATES research paper
3
MPRA Paper
3
CREATES Research Paper
2
CoFE Discussion Paper
2
CoFE discussion papers
2
Discussion Papers in Finance
2
Diskussionspapier
2
Economic Modelling
2
Economic modelling
2
Economics Letters
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
2
Journal of banking & finance
2
Journal of econometrics
2
The journal of applied business research
2
Wirtschaftswissenschaftliche Fakultät der Leibniz Universität Hannover - Diskussionspapiere
2
Akademische Abhandlungen zur Mathematik
1
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Bulletin of economic research
1
Discussion Papers / Business School, University of Exeter
1
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
1
Eastern economic journal
1
Econometrics
1
Econometrics : open access journal
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A test for multivariate ARCH effects
Hacker, R. Scott
;
Hatemi-J, Abdulnasser
- In:
Applied economics letters
12
(
2005
)
7
,
pp. 411-417
Persistent link: https://www.econbiz.de/10002937921
Saved in:
2
Tests of bias in log-periodogram regression
Davidson, James E. H.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003888096
Saved in:
3
Calculating the optimal hedge ratio : constant, time varying and the Kalman Filter approach
Hatemi-J, Abdulnasser
;
Roca, Eduardo
- In:
Applied economics letters
13
(
2006
)
5
,
pp. 293-299
Persistent link: https://www.econbiz.de/10003320433
Saved in:
4
Seasonality robust local whittle estimation
Wingert, Simon
;
Leschinski, Christian
;
Sibbertsen, Philipp
- In:
Applied economics letters
27
(
2020
)
18
,
pp. 1489-1494
Persistent link: https://www.econbiz.de/10012315624
Saved in:
5
A re-examination of the Fisher effect using an alternative approach
Hatemi-J, Abdulnasser
- In:
Applied economics letters
18
(
2011
)
7/9
,
pp. 855-858
Persistent link: https://www.econbiz.de/10009230817
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->