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
Report on the impact assessmen...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
3
Estimation theory
3
Regression analysis
3
Regressionsanalyse
3
Schätztheorie
3
Schätzung
3
Statistical test
3
Statistischer Test
3
ARCH model
2
ARCH-Modell
2
Forecasting model
2
Nichtlineare Regression
2
Nonlinear regression
2
Prognoseverfahren
2
Structural break
2
Strukturbruch
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
ARCH filters
1
Autocorrelation
1
Autokorrelation
1
Bias
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Börsenkurs
1
CAPM
1
Capital income
1
Capital market returns
1
Conditional heteroskedasticity
1
Credit risk
1
Efficiency
1
Factor asset pricing models
1
Financial market
1
Finanzmarkt
1
Fractional Ornstein-Uhlenbeck process
1
Functional regression
1
High-frequency volatility estimators
1
Kapitaleinkommen
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
7
Aufsatz in Zeitschrift
7
Language
All
English
7
Undetermined
4
Author
All
Andreou, Elena
11
Ghysels, Eric
8
Kourtellos, Andros
2
Kasparis, Ioannis
1
Phillips, Peter C. B.
1
Werker, Bas J. M.
1
Published in...
All
Journal of econometrics
University of Cyprus Working Papers in Economics
21
Economic policy papers
13
Energy economics
8
Discussion paper / Centre for Economic Policy Research
7
Energy Policy
7
Energy policy
7
Working Papers / Central Bank of Cyprus
7
Cyprus Economic Policy Review
6
CIRANO Working Papers
5
Econometric reviews
5
Journal of Econometrics
5
CEPR Discussion Papers
4
Cyprus economic policy review
4
Energy Economics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Discussion paper / Center for Economic Research, Tilburg University
3
Energy
3
Journal of Business & Economic Statistics
3
Renewable Energy
3
Working Paper Series / Rimini Centre for Economic Analysis (RCEA)
3
Working paper / Department of Economics, University of Cyprus
3
CEIS Research Paper
2
CEIS Working Paper
2
Discussion Paper / Tilburg University, Center for Economic Research
2
Discussion paper series
2
Economics letters
2
Journal of applied econometrics
2
Journal of economic surveys
2
Technological forecasting & social change : an international journal
2
The Cyprus journal of economics
2
The IPTS report / Deutsche Ausgabe
2
The Manchester School
2
The review of economics and statistics
2
Water Resources Management
2
2012 Meeting Papers
1
Applied Economics Letters
1
CEPR Discussion Paper 11306
1
CentER Discussion Paper Series
1
Centre for Growth and Business Cycle Research Discussion Paper Series
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
OLC EcoSci
4
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the use of high frequency measures of volatility in MIDAS regressions
Andreou, Elena
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 367-389
Persistent link: https://www.econbiz.de/10011704955
Saved in:
2
Regression models with mixed sampling frequencies
Andreou, Elena
;
Ghysels, Eric
;
Kourtellos, Andros
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 246-261
Persistent link: https://www.econbiz.de/10008839957
Saved in:
3
Monitoring disruptions in financial markets
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
135
(
2006
)
1/2
,
pp. 77-124
Persistent link: https://www.econbiz.de/10003376079
Saved in:
4
Quality control for structural credit risk models
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 364-375
Persistent link: https://www.econbiz.de/10003783002
Saved in:
5
Nonparametric predictive regression
Kasparis, Ioannis
;
Andreou, Elena
;
Phillips, Peter C. B.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 468-494
Persistent link: https://www.econbiz.de/10011348962
Saved in:
6
Residual-based rank specification tests for AR-GARCH type models
Andreou, Elena
;
Werker, Bas J. M.
- In:
Journal of econometrics
185
(
2015
)
2
,
pp. 305-331
Persistent link: https://www.econbiz.de/10011348447
Saved in:
7
Predicting the VIX and the volatility risk premium : the role of short-run funding spreads Volatility Factors
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 366-398
Persistent link: https://www.econbiz.de/10012618520
Saved in:
8
Monitoring disruptions in financial markets
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
135
(
2006
)
1
,
pp. 77-124
Persistent link: https://www.econbiz.de/10007279943
Saved in:
9
Quality control for structural credit risk models
Andreou, Elena
;
Ghysels, Eric
- In:
Journal of econometrics
146
(
2008
)
2
,
pp. 364-376
Persistent link: https://www.econbiz.de/10008898212
Saved in:
10
Regression models with mixed sampling frequencies
Andreou, Elena
;
Ghysels, Eric
;
Kourtellos, Andros
- In:
Journal of econometrics
158
(
2010
)
2
,
pp. 246-262
Persistent link: https://www.econbiz.de/10008455147
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
