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:"Working paper"
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
Stochastic volatility driven b...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Estimation
22
Schätzung
22
Estimation theory
17
Schätztheorie
17
Theorie
16
Theory
16
Panel
15
Panel study
15
Time series analysis
15
Zeitreihenanalyse
15
Nichtlineare Regression
14
Nonlinear regression
14
Forecasting model
12
Monte Carlo simulation
12
Monte-Carlo-Simulation
12
Prognoseverfahren
12
Einheitswurzeltest
10
Unit root test
10
Bootstrap approach
9
Bootstrap-Verfahren
9
Factor analysis
9
Faktorenanalyse
9
Bayes-Statistik
8
Bayesian inference
8
Großbritannien
8
Neural networks
8
Neuronale Netze
8
Regression analysis
8
Regressionsanalyse
8
Structural break
8
Strukturbruch
8
USA
8
United Kingdom
8
United States
8
Kaufkraftparität
7
Nichtparametrisches Verfahren
7
Nonparametric statistics
7
Purchasing power parity
7
State space model
7
Zustandsraummodell
7
more ...
less ...
Online availability
All
Free
9
Type of publication
All
Book / Working Paper
92
Type of publication (narrower categories)
All
Arbeitspapier
92
Working Paper
92
Graue Literatur
83
Non-commercial literature
83
Language
All
English
92
Author
All
Kapetanios, George
87
Marcellino, Massimiliano
9
Giraitis, Liudas
8
Tzavalis, Elias
8
Chortareas, Georgios E.
6
Carriero, Andrea
5
Shin, Yongcheol
5
Blake, Andrew P.
4
Price, Simon
4
Baillie, Richard
3
Cipollini, Andrea
3
Yates, Anthony
3
Camba-Méndez, Gonzalo
2
Eklund, Jana
2
Galvão, Ana Beatriz C.
2
Groen, Jan J. J.
2
Labhard, Vincent
2
Pesaran, M. Hashem
2
Petrova, Katerina
2
Psaradakis, Zacharias G.
2
Tsoukis, Christopher
2
Uctum, Merih
2
Calonaci, Fabio
1
Cunningham, Alastair W. F.
1
De Wachter, Stefan
1
Dendramis, Yiannis
1
Giurda, Francesco
1
Harris, Richard D. F.
1
Harrison, Richard T.
1
Jeffery, Chris
1
Koutroumpis, Panagiotis
1
Li, Yufei
1
Meligkotsidou, Loukia
1
Mitchell, James
1
Neumann, Michael
1
Nguyen Tien Chuong
1
Papailias, Fotis
1
Pearlman, Joseph
1
Skiadopoulos, George
1
Snell, Andy
1
more ...
less ...
Institution
All
Queen Mary College / Department of Economics
36
Published in...
All
Working paper
Working Paper
91
Working Papers / School of Economics and Finance, Queen Mary
86
Economics letters
34
Journal of econometrics
20
Bank of England Working Paper
19
International journal of forecasting
18
Working papers / Bank of England
16
Bank of England working papers
15
Economics Letters
15
ECB Working Paper
14
Journal of applied econometrics
13
Discussion papers in economics
12
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
12
Discussion papers / National Institute of Economic and Social Research
11
Econometric reviews
11
CESifo Working Paper
10
Journal of banking & finance
10
Oxford bulletin of economics and statistics
10
Discussion paper / Centre for Economic Policy Research
9
Journal of empirical finance
9
Staff working papers / Bank of England
9
Studies in Nonlinear Dynamics & Econometrics
9
Computational Statistics & Data Analysis
8
Economic modelling
8
Journal of Applied Econometrics
8
CAMA working paper series
7
CEPR Discussion Papers
7
CESifo working papers
7
Econometric theory
7
Journal of Time Series Analysis
7
Journal of forecasting
7
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
7
The econometrics journal
7
Working paper series / European Central Bank
7
Cambridge working papers in economics
6
Discussion Papers / Granger Centre for Time Series Econometrics, School of Economics
6
Journal of Econometrics
6
Working Paper Series / European Central Bank
6
CAMA Working Paper
5
more ...
less ...
Source
All
ECONIS (ZBW)
92
Showing
1
-
10
of
92
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The impact of large structural shocks onn economic relationships : evidence from oil price shocks
Kapetanios, George
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002403201
Saved in:
2
Nonlinear modelling of autoregressive structural breaks in a US diffusion index dataset
Kapetanios, George
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10002808239
Saved in:
3
Stochastic volatility driven by large shocks
Kapetanios, George
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003370484
Saved in:
4
Detection of structural breaks in linear dynamic panel data models
Wachter, Stefan de
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920683
Saved in:
5
Pricing American options under stochastic volatility : a new method using Chebyshev polynomials to approximate the early exercise boundary
Tzavalis, Elias
(
contributor
);
Wang, Shi-jun
(
contributor
)
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867455
Saved in:
6
Is the currency risk priced in equity markets?
Giurda, Francesco
(
contributor
);
Tzavalis, Elias
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002024385
Saved in:
7
A Bayesian analysis of unit roots and structural breaks in the level and the error variance of autoregressive models
Meligkotsidou, Loukia
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002153105
Saved in:
8
Panel data unit roots tests : the role of serial correlation and the time dimension
De Wachter, Stefan
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003262998
Saved in:
9
Dynamic factor extraction of cross-sectional dependence in panel unit root tests
Kapetanios, George
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920602
Saved in:
10
A bootstrap invariance principle for highly nonstationary long memory processes
Kapetanios, George
(
contributor
)
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001920618
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...
