//--> //--> //--> //-->
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:"Journal of econometrics"
~subject:"ARCH model"
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
Testing fractional persistence...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Theorie
1,607
Theory
1,607
Estimation theory
799
Schätztheorie
799
Zeitreihenanalyse
675
Time series analysis
672
Estimation
465
Schätzung
461
Nichtparametrisches Verfahren
267
Nonparametric statistics
267
Volatility
226
Volatilität
226
Regression analysis
214
Regressionsanalyse
214
Forecasting model
192
Prognoseverfahren
192
Panel
190
Panel study
190
Statistical test
185
Statistischer Test
185
Stochastic process
160
Stochastischer Prozess
160
USA
124
United States
124
Einheitswurzeltest
119
Unit root test
119
Cointegration
118
Kointegration
117
Statistical distribution
111
Statistische Verteilung
111
Bayes-Statistik
108
Bayesian inference
108
Method of moments
100
Momentenmethode
100
ARCH-Modell
98
Bootstrap approach
98
Bootstrap-Verfahren
98
Capital income
98
Kapitaleinkommen
98
more ...
less ...
Online availability
All
Undetermined
42
Type of publication
All
Article
98
Type of publication (narrower categories)
All
Article in journal
97
Aufsatz in Zeitschrift
97
Systematic review
1
Übersichtsarbeit
1
Language
All
English
98
Author
All
Francq, Christian
9
Zakoïan, Jean-Michel
8
Paolella, Marc S.
4
Andreou, Elena
3
Bollerslev, Tim
3
Hallin, Marc
3
Kim, Donggyu
3
Li, Guodong
3
Rombouts, Jeroen V. K.
3
Barigozzi, Matteo
2
Blasques, F.
2
Ghysels, Eric
2
Gonçalves, Sílvia
2
Hong, Yongmiao
2
Kapetanios, George
2
Laurent, Sébastien
2
Li, Wai Keung
2
Meddahi, Nour
2
Ng, Serena
2
Park, Joon Y.
2
Patton, Andrew J.
2
Polak, Pawel
2
Seo, Byeongseon
2
Teräsvirta, Timo
2
Tse, Yiu Kuen
2
Wang, Yazhen
2
Zhao, Zhibiao
2
Zhu, Ke
2
Aguilar, Mike
1
Aknouche, Abdelhakim
1
Babsiri, Mohamed el
1
Bai, Jushan
1
Bai, Xuezheng
1
Baillie, Richard
1
Baldovin, Fulvio
1
Bauwens, Luc
1
Bekaert, Geert
1
Bernard, Jean-Thomas
1
Blake, Andrew P.
1
Bollen, Nicolas P. B.
1
more ...
less ...
Published in...
All
Journal of econometrics
Energy economics
113
Applied economics
93
Finance research letters
89
Journal of empirical finance
85
Economic modelling
80
International review of financial analysis
73
Discussion paper / Tinbergen Institute
69
International journal of forecasting
64
The North American journal of economics and finance : a journal of financial economics studies
63
International review of economics & finance : IREF
57
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
Economics letters
56
Research in international business and finance
54
Journal of banking & finance
53
Journal of international financial markets, institutions & money
53
Journal of risk and financial management : JRFM
52
Journal of forecasting
50
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
48
Journal of financial econometrics : official journal of the Society for Financial Econometrics
46
Applied economics letters
45
Econometric theory
42
Working paper
42
Applied financial economics
38
The European journal of finance
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
37
Econometric Institute research papers
36
Econometric reviews
35
International journal of economics and financial issues : IJEFI
32
The econometrics journal
30
International Journal of Energy Economics and Policy : IJEEP
29
Journal of financial econometrics
28
Journal of risk
28
CREATES research paper
27
International journal of finance & economics : IJFE
27
Journal of applied econometrics
27
Computational economics
26
Review of quantitative finance and accounting
26
The journal of futures markets
26
International journal of economics and finance
25
more ...
less ...
Source
All
ECONIS (ZBW)
98
Showing
1
-
10
of
98
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Threshold models in time series analysis : some reflections
Tong, Howell
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 485-491
Persistent link: https://www.econbiz.de/10011504634
Saved in:
2
Nonlinear models for strongly dependent processes with financial applications
Baillie, Richard
;
Kapetanios, George
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 60-71
Persistent link: https://www.econbiz.de/10003783785
Saved in:
3
Distribution
theory
for unit root tests with conditional heteroskedasticity
Seo, Byeongseon
- In:
Journal of econometrics
91
(
1999
)
1
,
pp. 113-144
Persistent link: https://www.econbiz.de/10001382163
Saved in:
4
Estimation
of dynamic and ARCH Tobit models
Lee, Lung-fei
- In:
Journal of econometrics
92
(
1999
)
2
,
pp. 355-390
Persistent link: https://www.econbiz.de/10001400177
Saved in:
5
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
Saved in:
6
Intraday Value-at-Risk : an asymmetric autoregressive conditional duration approach
Liu, Shouwei
;
Tse, Yiu Kuen
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 437-446
Persistent link: https://www.econbiz.de/10011504612
Saved in:
7
Conditional Value-at-Risk : semiparametric
estimation
and inference
Wang, Chuan-Sheng
;
Zhao, Zhibiao
- In:
Journal of econometrics
195
(
2016
)
1
,
pp. 86-103
Persistent link: https://www.econbiz.de/10011705234
Saved in:
8
R-
estimation
in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
Saved in:
9
Marginal likelihood for Markov-switching and change-point GARCH models
Bauwens, Luc
;
Dufays, Arnaud
;
Rombouts, Jeroen V. K.
- In:
Journal of econometrics
178
(
2014
)
1
,
pp. 508-522
Persistent link: https://www.econbiz.de/10010256919
Saved in:
10
Linear double autoregression
Zhu, Qianqian
;
Zheng, Yao
;
Li, Guodong
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 162-174
Persistent link: https://www.econbiz.de/10012116135
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->