//--> //--> //--> //-->
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:"Journal of econometrics"
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
Modeling volatility persistenc...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
14
Theory
14
Econometrics
5
Estimation theory
5
Schätztheorie
5
Ökonometrie
5
Forecasting model
3
Prognoseverfahren
3
Statistical theory
2
Statistische Methodenlehre
2
Time series analysis
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Aggregation
1
CAPM
1
Causality analysis
1
Cointegration
1
Commercial Paper
1
Commercial paper
1
Consumption
1
Economic theory
1
Einkommen
1
Estimation
1
Government securities
1
Heteroscedasticity
1
Heteroskedastizität
1
Income
1
Kausalanalyse
1
Kointegration
1
Konsum
1
Macroeconometrics
1
Makroökonometrie
1
Saisonale Schwankungen
1
Schätzung
1
Seasonal variations
1
Staatspapier
1
Stochastic process
1
Stochastischer Prozess
1
USA
1
more ...
less ...
Type of publication
All
Article
21
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Language
All
English
20
Undetermined
2
Author
All
Granger, C. W. J.
20
Swanson, Norman R.
3
Ding, Zhuanxin
2
Elliott, Graham
2
Ghysels, Eric
2
Gonzalo, Jesús
2
Granger, Clive W.J.
2
Dittmann, Ingolf
1
Giacomini, Raffaella
1
Hyung, Namwon
1
Inoue, Tomoo
1
King, Maxwell L.
1
Machina, Mark J.
1
Morin, Norman
1
Patton, Andrew J.
1
Siklos, Pierre L.
1
Teräsvirta, Timo
1
Uhlig, Harald
1
White, Halbert
1
more ...
less ...
Published in...
All
Journal of econometrics
Discussion paper / Department of Economics, University of California San Diego
45
Journal of Econometrics
13
International journal of forecasting
8
International Journal of Forecasting
7
Journal of forecasting
5
Oxford bulletin of economics and statistics
5
Economica
4
Handbooks in economics
4
Annales d'économie et de statistique
3
Applied financial economics
3
Discussion paper / Institute for Empirical Macroeconomics
3
Econometric Society monographs
3
Econometric theory
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Jingji-lunwen
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of empirical finance
3
Macroeconomic dynamics
3
Nobel Prize in Economics documents
3
Research notes in economics & statistics
3
The Scandinavian journal of economics
3
The journal of socio-economics
3
Advanced texts in econometrics
2
Angewandte Statistik und Ökonometrie
2
Annales d'Economie et de Statistique
2
Annals of economics and finance
2
Applied economics
2
DAE working paper
2
Development Research Working Paper Series
2
Discussion Paper / Institute for Empirical Macroeconomics
2
Econometric Society Monographs
2
Econometric analysis of financial and economic time series ; part B
2
Econometric reviews
2
Economic modelling
2
Essays in econometrics
2
Journal of Empirical Finance
2
Journal of applied econometrics
2
Journal of economic literature
2
Journal of time series econometrics
2
more ...
less ...
Source
All
ECONIS (ZBW)
20
OLC EcoSci
2
Showing
1
-
10
of
22
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling volatility persistence of speculative returns: A new approach
Ding, Zhuanxin
;
Granger, Clive W.J.
- In:
Journal of econometrics
73
(
1996
)
1
,
pp. 185-216
Persistent link: https://www.econbiz.de/10006793819
Saved in:
2
Varieties of long memory models
Granger, Clive W.J.
;
Ding, Zhuanxin
- In:
Journal of econometrics
73
(
1996
)
1
,
pp. 61-78
Persistent link: https://www.econbiz.de/10006793823
Saved in:
3
Macroeconometrics: past and future
Granger, C. W. J.
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 17-19
Persistent link: https://www.econbiz.de/10001546131
Saved in:
4
Some aspects of causal relationships
Granger, C. W. J.
- In:
Journal of econometrics
112
(
2003
)
1
,
pp. 69-71
Persistent link: https://www.econbiz.de/10001715836
Saved in:
5
Useful conclusions from surprising results
Granger, C. W. J.
- In:
Journal of econometrics
169
(
2012
)
2
,
pp. 142-146
Persistent link: https://www.econbiz.de/10009671333
Saved in:
6
Some thoughts on the development of cointegration
Granger, C. W. J.
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 3-6
Persistent link: https://www.econbiz.de/10008826881
Saved in:
7
Opening comments: predictive methodology and application in economics finance : presentation for the San Diego Conference, January, 2004 ; guest editorial
Granger, C. W. J.
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 11-13
Persistent link: https://www.econbiz.de/10003376074
Saved in:
8
Forecasting - looking back and forward : paper to celebrate the 50th anniversary of the Econometrics Institute at the Erasmus University, Rotterdam
Granger, C. W. J.
- In:
Journal of econometrics
138
(
2007
)
1
,
pp. 3-13
Persistent link: https://www.econbiz.de/10003451726
Saved in:
9
The past and future of empirical finance : some personal comments
Granger, C. W. J.
- In:
Journal of econometrics
129
(
2005
)
1/2
,
pp. 35-40
Persistent link: https://www.econbiz.de/10003172664
Saved in:
10
Some recent developments in a concept of causality
Granger, C. W. J.
- In:
Journal of econometrics
39
(
1988
)
1
Persistent link: https://www.econbiz.de/10001270929
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->