//--> //--> //--> //-->
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
~source:"econis"
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
MONITORING CONSTANCY OF VARIAN...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Theorie
18
Theory
18
ARCH model
14
ARCH-Modell
14
Time series analysis
12
Zeitreihenanalyse
12
Estimation theory
9
Schätztheorie
9
Statistical test
5
Statistischer Test
5
Volatility
5
Volatilität
5
Forecasting model
4
Prognoseverfahren
4
Stochastic process
4
Stochastischer Prozess
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Börsenkurs
3
Capital income
3
Estimation
3
Kapitaleinkommen
3
Regression analysis
3
Regressionsanalyse
3
Schätzung
3
Share price
3
Statistical distribution
3
Statistical method
3
Statistische Methode
3
Statistische Verteilung
3
Correlation
2
Factor analysis
2
Faktorenanalyse
2
Functional data
2
Heteroscedasticity
2
Heteroskedastizität
2
Korrelation
2
Oil price
2
Risikomanagement
2
Risk management
2
more ...
less ...
Online availability
All
Free
9
Undetermined
6
CC license
1
Type of publication
All
Article
24
Book / Working Paper
11
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Arbeitspapier
8
Working Paper
8
Graue Literatur
7
Non-commercial literature
7
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
35
Author
All
Kokoszka, Piotr
35
Horváth, Lajos
14
Teyssière, Gilles
6
Leipus, Remigijus
5
Miao, Hong
5
Giraitis, Liudas
4
Berkes, István
3
Gabrys, Robertas
3
Wolf, Michael
3
Burdejova, Petra
2
Härdle, Wolfgang
2
Reimherr, Matthew
2
Shang, Han Lin
2
Xiong, Q.
2
Zitikis, Ričardas
2
Aue, Alexander
1
Bardsley, Patrick
1
Butler, Sunil
1
Gombay, Edit
1
Hassler, Uwe
1
Hayne, Stephen
1
Hušková, Marie
1
Hörmann, Siegfried
1
Lin, Mengting
1
Petersen, Alexander
1
Rice, Gregory
1
Stoev, Stilian
1
Taoufik, Bahaeddine
1
Tessière, Gilles
1
Wang, Haonan
1
Young, Gabriel
1
Zhang, Aonan
1
Zhang, Xi
1
Zheng, Ben
1
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Universitat Pompeu Fabra / Departament d'Economia i Empresa
1
Published in...
All
Econometric theory
7
CORE discussion paper : DP
3
Journal of econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
The econometrics journal
3
Discussion papers of interdisciplinary research project 373
2
Journal of the American Statistical Association : JASA
2
Journal of time series econometrics
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Energy economics
1
International journal of forecasting
1
Measuring risk in complex stochastic systems
1
SFB 649 discussion paper
1
Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland
1
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
1
more ...
less ...
Source
All
ECONIS (ZBW)
RePEc
51
OLC EcoSci
14
Other ZBW resources
6
EconStor
3
Showing
1
-
10
of
35
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Monitoring constancy of variance in conditionally heteroskedastic time series
Horváth, Lajos
;
Kokoszka, Piotr
;
Zhang, Aonan
- In:
Econometric theory
22
(
2006
)
3
,
pp. 373-402
Persistent link: https://www.econbiz.de/10003307471
Saved in:
2
Large sample distribution of weighted sums of ARCH(p) squared residual correlations
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
17
(
2001
)
2
,
pp. 283-295
Persistent link: https://www.econbiz.de/10001568398
Saved in:
3
Stationary ARCH models : dependence structure and central limit theorem
Giraitis, Liudas
;
Kokoszka, Piotr
;
Leipus, Remigijus
- In:
Econometric theory
16
(
2000
)
1
,
pp. 3-22
Persistent link: https://www.econbiz.de/10001568487
Saved in:
4
Detection and estimation of changes in ARCH processes
Kokoszka, Piotr
;
Leipus, Remigijus
- In:
Measuring risk in complex stochastic systems
,
(pp. 149-160)
.
2000
Persistent link: https://www.econbiz.de/10001579730
Saved in:
5
Subsampling the mean of heavy-tailed dependent observations
Kokoszka, Piotr
(
contributor
);
Wolf, Michael
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001641515
Saved in:
6
Empirical process of the squared residuals of an ARCH sequence
Horváth, Lajos
;
Kokoszka, Piotr
;
Teyssière, Gilles
-
1999
Persistent link: https://www.econbiz.de/10001424868
Saved in:
7
Bootstrap misspecification tests for ARCH based on the empirical process of squared residuals
Horváth, Lajos
;
Kokoszka, Piotr
;
Tessière, Gilles
-
2003
Persistent link: https://www.econbiz.de/10001790731
Saved in:
8
On the power of R/S-type tests under contiguous and semi long memory alternatives
Giraitis, Liudas
;
Kokoszka, Piotr
;
Leipus, Remigijus
; …
-
2002
Persistent link: https://www.econbiz.de/10001720510
Saved in:
9
Asymptotics for GARCH squared residual correlations
Berkes, István
;
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
19
(
2003
)
4
,
pp. 515-540
Persistent link: https://www.econbiz.de/10001777176
Saved in:
10
Estimation of the maximal moment exponent of a GARCH (1,1) sequence
Berkes, István
;
Horváth, Lajos
;
Kokoszka, Piotr
- In:
Econometric theory
19
(
2003
)
4
,
pp. 565-586
Persistent link: https://www.econbiz.de/10001777182
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->