//--> //--> //--> //-->
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
Exponential GARCH modeling wit...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
770
Time series analysis
767
Estimation theory
498
Schätztheorie
498
Theorie
440
Theory
440
Volatility
340
Volatilität
340
Estimation
218
Schätzung
217
Stochastic process
184
Stochastischer Prozess
184
ARCH model
173
ARCH-Modell
173
Forecasting model
138
Prognoseverfahren
138
Nichtparametrisches Verfahren
131
Nonparametric statistics
131
Regression analysis
90
Regressionsanalyse
90
Cointegration
81
Kointegration
81
Statistical test
80
Statistischer Test
80
Börsenkurs
79
Capital income
79
Kapitaleinkommen
79
Share price
79
VAR model
67
VAR-Modell
67
Einheitswurzeltest
64
Statistical distribution
64
Statistische Verteilung
64
Unit root test
64
Correlation
63
Factor analysis
63
Faktorenanalyse
63
Korrelation
63
Bootstrap approach
58
Bootstrap-Verfahren
58
more ...
less ...
Online availability
All
Undetermined
461
Free
11
Type of publication
All
Article
1,045
Book / Working Paper
16
Type of publication (narrower categories)
All
Article in journal
1,043
Aufsatz in Zeitschrift
1,043
Collection of articles of several authors
20
Sammelwerk
20
Konferenzschrift
8
Conference paper
6
Conference proceedings
6
Festschrift
6
Konferenzbeitrag
6
Aufsatzsammlung
2
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
1,060
Undetermined
1
Author
All
Phillips, Peter C. B.
31
Bollerslev, Tim
22
Taylor, Robert
22
Todorov, Viktor
19
Linton, Oliver
17
Aït-Sahalia, Yacine
16
Tauchen, George Eugene
16
Park, Joon Y.
15
Andersen, Torben
14
Francq, Christian
14
Hallin, Marc
13
McAleer, Michael
12
Robinson, Peter M.
12
Gao, Jiti
11
Ghysels, Eric
11
Gouriéroux, Christian
11
Koopman, Siem Jan
11
Mykland, Per A.
11
Patton, Andrew J.
11
Yu, Jun
11
Zakoïan, Jean-Michel
11
Cavaliere, Giuseppe
10
Leybourne, Stephen James
10
Shephard, Neil G.
10
Chen, Xiaohong
9
Corradi, Valentina
9
Koop, Gary
9
Li, Jia
9
Rahbek, Anders
9
Swanson, Norman R.
9
Teräsvirta, Timo
9
Xiao, Zhijie
9
Zaffaroni, Paolo
9
Harvey, Andrew C.
8
Hong, Yongmiao
8
Ling, Shiqing
8
Marcellino, Massimiliano
8
Meddahi, Nour
8
Perron, Pierre
8
Velasco, Carlos
8
more ...
less ...
Institution
All
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Conference on Realized Volatility <2006, Montréal>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Published in...
All
Journal of econometrics
Energy economics
886
Finance research letters
805
Applied economics
769
Economics letters
746
International journal of forecasting
686
NBER working paper series
685
NBER Working Paper
623
Economic modelling
620
Working paper / National Bureau of Economic Research, Inc.
610
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
559
Applied economics letters
515
International review of financial analysis
514
Discussion paper / Tinbergen Institute
505
Journal of forecasting
500
International review of economics & finance : IREF
496
Journal of banking & finance
476
Working paper
469
The journal of futures markets
464
Econometric theory
425
The North American journal of economics and finance : a journal of financial economics studies
397
Journal of empirical finance
380
Applied financial economics
366
Research in international business and finance
359
Discussion paper / Centre for Economic Policy Research
350
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
345
CESifo working papers
336
Econometric reviews
327
Journal of international financial markets, institutions & money
327
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
323
Journal of international money and finance
318
Journal of economic dynamics & control
288
International journal of theoretical and applied finance
286
Computational economics
283
Journal of risk and financial management : JRFM
270
International Journal of Energy Economics and Policy : IJEEP
266
CREATES research paper
261
Quantitative finance
257
Working paper / Department of Econometrics and Business Statistics, Monash University
244
Journal of applied econometrics
242
more ...
less ...
Source
All
ECONIS (ZBW)
1,060
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
1,061
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Bootstrapping autoregressions with conditional heteroskedasticity of unknown form
Gonçalves, Sílvia
;
Kilian, Lutz
- In:
Journal of econometrics
123
(
2004
)
1
,
pp. 89-120
Persistent link: https://www.econbiz.de/10002223733
Saved in:
2
Functional GARCH models : the quasi-likelihood approach and its applications
Cerovecki, Clément
;
Francq, Christian
;
Hörmann, Siegfried
- In:
Journal of econometrics
209
(
2019
)
2
,
pp. 353-375
Persistent link: https://www.econbiz.de/10012302614
Saved in:
3
Testing for co-integration in vector autoregressions with non-stationary
volatility
Cavaliere, Giuseppe
;
Rahbek, Anders
;
Taylor, Robert
- In:
Journal of econometrics
158
(
2010
)
1
,
pp. 7-24
Persistent link: https://www.econbiz.de/10008826880
Saved in:
4
Multivariate rotated ARCH models
Noureldin, Diaa
;
Shephard, Neil G.
;
Sheppard, Kevin
- In:
Journal of econometrics
179
(
2014
)
1
,
pp. 16-30
Persistent link: https://www.econbiz.de/10010258286
Saved in:
5
Does anything beat 5-minute RV? : a comparison of realized measures across multiple asset classes
Liu, Lily Y.
;
Patton, Andrew J.
;
Sheppard, Kevin
- In:
Journal of econometrics
187
(
2015
)
1
,
pp. 293-311
Persistent link: https://www.econbiz.de/10011499439
Saved in:
6
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
7
A new hyperbolic GARCH model
Li, Muyi
;
Li, Wai Keung
;
Li, Guodong
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 428-436
Persistent link: https://www.econbiz.de/10011504608
Saved in:
8
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:
9
Inference in VARs with conditional heteroskedasticity of unknown form
Brüggemann, Ralf
;
Jentsch, Carsten
;
Trenkler, Carsten
- In:
Journal of econometrics
191
(
2016
)
1
,
pp. 69-85
Persistent link: https://www.econbiz.de/10011594405
Saved in:
10
Efficient estimation of a multivariate multiplicative
volatility
model
Hafner, Christian M.
;
Linton, Oliver
- In:
Journal of econometrics
159
(
2010
)
1
,
pp. 55-73
Persistent link: https://www.econbiz.de/10008839940
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...
//-->