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:"Quantitative finance"
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 note on self-similarity for...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
1
ARCH-Modell
1
Capital income
1
Forecasting
1
Forecasting model
1
Kalman filter
1
Kapitaleinkommen
1
Long memory processes
1
Prognoseverfahren
1
State space model
1
State space modelling
1
Stochastic process
1
Stochastic volatility
1
Stochastischer Prozess
1
Structural break
1
Structural change
1
Strukturbruch
1
Theorie
1
Theory
1
Time series analysis
1
Volatility
1
Volatilität
1
Zeitreihenanalyse
1
Zustandsraummodell
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Perron, Pierre
1
Varneskov, Rasmus Tangsgaard
1
Published in...
All
Quantitative finance
Physica A: Statistical Mechanics and its Applications
15
SSE/EFI Working Paper Series in Economics and Finance
7
Post-Print / HAL
4
Boston University - Department of Economics - Working Papers Series
3
Documents de travail du Centre d'Economie de la Sorbonne
3
CREATES Research Papers
2
Economics Papers from University Paris Dauphine
2
Journal of Multivariate Analysis
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of mathematical finance
2
REVISTA DE ECONOMÍA DEL ROSARIO
2
Studies in Nonlinear Dynamics & Econometrics
2
"Marco Fanno" Working Papers
1
Annals of Finance
1
Applied Energy
1
CORE Discussion Papers
1
Cowles Foundation Discussion Papers
1
Department of Economics Working Papers / Departamento de Economía, Universidad Torcuato Di Tella
1
Discussion Papers / Department of Economics and Related Studies, University of York
1
Discussion Papers / Department of Economics, University of Birmingham
1
Discussion papers / Department of Economics, The University of Birmingham
1
Documentos de Trabajo / Working Papers
1
ECB Working Paper
1
Econometric reviews
1
Energy
1
International journal of economic policy in emerging economies
1
International journal of monetary economics and finance
1
Journal of Asian Scientific Research
1
Journal of Global Optimization
1
Journal of time series econometrics
1
LSE Research Online Documents on Economics
1
MPRA Paper
1
Management Science
1
Monash Econometrics and Business Statistics Working Papers
1
Renewable Energy
1
Research Paper Series / Finance Discipline Group, Business School
1
STICERD - Econometrics Paper Series
1
Stata Journal
1
Statistics & Probability Letters
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Combining long memory and level shifts in modelling and forecasting the volatility of asset returns
Varneskov, Rasmus Tangsgaard
;
Perron, Pierre
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 371-393
Persistent link: https://www.econbiz.de/10011906384
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
