//--> //--> //--> //-->
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
Retain my current filters
~isPartOf:"Econometric theory"
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
A conditional autoregressive r...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation theory
760
Schätztheorie
760
Theorie
387
Theory
387
Time series analysis
204
Zeitreihenanalyse
204
Nichtparametrisches Verfahren
139
Nonparametric statistics
139
Regression analysis
116
Regressionsanalyse
116
ARCH model
80
ARCH-Modell
80
Stochastic process
70
Stochastischer Prozess
70
Statistical distribution
56
Statistical test
56
Statistische Verteilung
56
Statistischer Test
56
Estimation
52
Schätzung
52
Volatility
39
Volatilität
39
Einheitswurzeltest
37
Induktive Statistik
37
Statistical inference
37
Unit root test
37
Autocorrelation
36
Autokorrelation
36
Cointegration
34
Kointegration
34
Panel
31
Panel study
31
Statistical theory
30
Statistische Methodenlehre
30
Bootstrap approach
24
Bootstrap-Verfahren
24
Correlation
23
Korrelation
23
Method of moments
23
Momentenmethode
23
more ...
less ...
Online availability
All
Undetermined
192
Free
22
Type of publication
All
Article
878
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
879
Aufsatz in Zeitschrift
879
Conference paper
7
Konferenzbeitrag
7
Collection of articles of several authors
4
Sammelwerk
4
Konferenzschrift
3
Conference proceedings
2
Interview
1
more ...
less ...
Language
All
English
880
Author
All
Phillips, Peter C. B.
29
Linton, Oliver
22
Lee, Lung-fei
12
Saikkonen, Pentti
12
Horváth, Lajos
10
Li, Qi
10
Pötscher, Benedikt M.
10
Wang, Qiying
10
Cavaliere, Giuseppe
9
Andrews, Donald W. K.
8
Chen, Songnian
8
Gao, Jiti
8
Jansson, Michael
8
Ling, Shiqing
8
Otsu, Taisuke
8
Su, Liangjun
8
White, Halbert
8
Chambers, Marcus J.
7
Chan, Ngai Hang
7
Chen, Xiaohong
7
Florens, Jean-Pierre
7
Francq, Christian
7
Hansen, Bruce E.
7
Jong, Robert M. de
7
Knight, John L.
7
Newey, Whitney K.
7
Robinson, Peter M.
7
Taylor, Robert
7
Wooldridge, Jeffrey M.
7
Abadir, Karim Maher
6
Davidson, James E. H.
6
Fan, Yanqin
6
Georgiev, Iliyan
6
Hahn, Jinyong
6
Han, Chirok
6
Hong, Yongmiao
6
Johansen, Søren
6
Kokoszka, Piotr
6
Kristensen, Dennis
6
Leeb, Hannes
6
more ...
less ...
Published in...
All
Econometric theory
Journal of econometrics
2,351
Economics letters
1,469
European journal of operational research : EJOR
1,044
NBER working paper series
974
Finance research letters
949
NBER Working Paper
915
Energy economics
902
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
891
Working paper / National Bureau of Economic Research, Inc.
800
Applied economics
728
International journal of theoretical and applied finance
722
Discussion paper / Tinbergen Institute
699
Insurance / Mathematics & economics
688
Journal of banking & finance
685
The journal of futures markets
652
Econometric reviews
642
Economic modelling
632
Applied economics letters
605
Working paper
564
International review of financial analysis
546
International review of economics & finance : IREF
506
Journal of economic dynamics & control
462
CEMMAP working papers / Centre for Microdata Methods and Practice
451
The North American journal of economics and finance : a journal of financial economics studies
433
Quantitative finance
431
Journal of empirical finance
425
Computational economics
419
Finance and stochastics
406
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
402
International journal of forecasting
395
Risks : open access journal
395
Journal of the American Statistical Association : JASA
389
CESifo working papers
384
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
383
Journal of applied econometrics
378
Discussion paper / Centre for Economic Policy Research
377
Applied financial economics
375
Journal of forecasting
364
Research in international business and finance
351
more ...
less ...
Source
All
ECONIS (ZBW)
880
Showing
1
-
10
of
880
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Signal extraction in long memory stochastic
volatility
Arteche, Josu
- In:
Econometric theory
31
(
2015
)
6
,
pp. 1382-1402
Persistent link: https://www.econbiz.de/10011545560
Saved in:
2
Estimation of
volatility
functions in jump diffusions using truncated bipower increments
Kim, Jihyun
;
Park, Joon Y.
;
Wang, Bin
- In:
Econometric theory
37
(
2021
)
5
,
pp. 926-958
Persistent link: https://www.econbiz.de/10012656389
Saved in:
3
LAD asymptotics under conditional heteroskedasticity with possibly infinite error densities
Cho, Jin Seo
;
Han, Chirok
;
Phillips, Peter C. B.
- In:
Econometric theory
26
(
2010
)
3
,
pp. 953-962
Persistent link: https://www.econbiz.de/10003992445
Saved in:
4
Characterization of the tail behavior of a class of BEKK processes : a stochastic recurrence equation approach
Matsui, Muneya
;
Pedersen, Rasmus Søndergaard
- In:
Econometric theory
38
(
2022
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10013166113
Saved in:
5
Mixing and moment properties of various GARCH and stochastic
volatility
models
Carrasco, Marine
;
Chen, Xiaohong
- In:
Econometric theory
18
(
2002
)
1
,
pp. 17-39
Persistent link: https://www.econbiz.de/10001652593
Saved in:
6
Exponential realized GARCH-Itô
volatility
models
Kim, Donggyu
- In:
Econometric theory
40
(
2024
)
4
,
pp. 790-826
Persistent link: https://www.econbiz.de/10015154305
Saved in:
7
Nonparametric stochastic
volatility
Bandi, Federico M.
;
Renò, Roberto
- In:
Econometric theory
34
(
2018
)
6
,
pp. 1207-1255
Persistent link: https://www.econbiz.de/10012038046
Saved in:
8
Estimation for a nonstationary semi-strong GARCH (1,1) model with heavy-tailed errors
Linton, Oliver
;
Pan, Jiazhu
;
Wang, Hui
- In:
Econometric theory
26
(
2010
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10003968440
Saved in:
9
Econometric analysis of
volatility
component models
Wang, Fangfang
;
Ghysels, Eric
- In:
Econometric theory
31
(
2015
)
2
,
pp. 362-393
Persistent link: https://www.econbiz.de/10010532059
Saved in:
10
Detecting for smooth structural changes in GARCH models
Chen, Bin
;
Hong, Yongmiao
- In:
Econometric theory
32
(
2016
)
3
,
pp. 740-791
Persistent link: https://www.econbiz.de/10011606827
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->