//--> //--> //--> //-->
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:"olc"
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
Intraday periodicity, long mem...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
156
Language
All
Undetermined
153
English
3
Author
All
Bollerslev, Tim
65
Cai, Jun
35
Andersen, Torben G.
27
Song, Frank
17
Song, Frank M.
17
Diebold, Francis X.
16
Bollerslev, T.
9
Chatrath, Arjun
9
Cai, J.
8
Baillie, Richard T.
6
Ho, Richard Y.K.
6
Labys, Paul
6
Song, F.
6
Hamao, Yasushi
5
Lin, Chen
5
Ramchander, Sanjay
5
Zhou, Hao
5
Ahn, Hee-Joon
4
Chatrath, A.
4
Lin, Ping
4
Tauchen, George
4
Anderson, Torben G.
3
Barth, James R.
3
Chen, Tao
3
Cheung, Yan Leung
3
Cheung, Yan-Leung
3
Todorov, Viktor
3
Vega, Clara
3
Willmot, Gordon E.
3
Andersen, T.G.
2
Andrews, D.W.K.
2
Bailey, Warren
2
Breitung, J.
2
Brillinger, D.R.
2
Christoffersen, Peter F.
2
Das, Ashish
2
Dickson, David C.M.
2
Dobrev, Dobrislav
2
Domowitz, Ian
2
Ebens, Heiko
2
more ...
less ...
Published in...
All
Journal of econometrics
16
Working paper / National Bureau of Economic Research, Inc
14
Insurance / Mathematics & economics
11
The journal of futures markets
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
The journal of finance : the journal of the American Finance Association
6
Applied financial economics
5
Econometric theory
5
Journal of banking & finance
5
Pacific-Basin finance journal
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of empirical finance
4
Journal of financial economics
4
Journal of international money and finance
4
China economic review : an international journal
3
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries
3
IEEE transactions on reliability : R ; IEEE T R
2
International economic review
2
Japan and the world economy : international journal of theory and policy
2
Journal of international economics
2
Southern economic journal
2
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
2
The review of economics and statistics
2
The review of financial studies
2
Asia-Pacific journal of financial studies
1
Economic inquiry : journal of the Western Economic Association International
1
Economic modelling
1
Economics letters
1
Emerging markets review
1
European financial management : the journal of the European Financial Management Association
1
International journal of auditing : IJA
1
International review of economics & finance : IREF
1
Journal of Asian economics
1
Journal of applied econometrics
1
Journal of business finance & accounting : JBFA
1
Journal of comparative economics : the journal of the Association for Comparative Economic Studies
1
Journal of development economics
1
Journal of economic dynamics & control
1
Journal of economics and business
1
Journal of financial intermediation
1
more ...
less ...
Source
All
OLC EcoSci
ECONIS (ZBW)
491
RePEc
273
BASE
14
EconStor
11
Other ZBW resources
8
USB Cologne (EcoSocSci)
2
more ...
less ...
Showing
1
-
10
of
156
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
ON THE STATIONARITY OF MARKOV-SWITCHING GARCH PROCESSES
Abramson, Ari
;
Cohen, Israel
;
Alexander, C.
;
Lazar, E.
; …
- In:
Econometric theory
23
(
2007
)
3
,
pp. 485-500
Persistent link: https://www.econbiz.de/10007718227
Saved in:
2
Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market
Bollerslev, T.
;
Cai, J.
;
Song, F.M.
- In:
Journal of empirical finance
7
(
2000
)
1
,
pp. 37-56
Persistent link: https://www.econbiz.de/10007242671
Saved in:
3
Intraday and interday volatility in the Japanese stock market
Andersen, Torben G.
;
Bollerslev, Tim
;
Cai, Jun
- In:
Journal of international financial markets, …
10
(
2000
)
2
,
pp. 107-130
Persistent link: https://www.econbiz.de/10007118982
Saved in:
4
ON THE PARAMETRIZATION OF MULTIVARIATE GARCH MODELS
Scherrer, Wolfgang
;
Ribarits, Eva
;
Baba, Y.
;
Engle, R.F.
; …
- In:
Econometric theory
23
(
2007
)
3
,
pp. 464-484
Persistent link: https://www.econbiz.de/10007718228
Saved in:
5
HIGHER ORDER ASYMPTOTIC THEORY WHEN A PARAMETER IS ON A BOUNDARY WITH AN APPLICATION TO GARCH MODELS
Iglesias, Emma M.
;
Linton, Oliver B.
;
Andrews, D.W.K.
; …
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1136-1161
Persistent link: https://www.econbiz.de/10007869213
Saved in:
6
Are market perceptions of corporate layoffs changing?
Chatrath, A.
;
Ramchander, S.
;
Song, F.
- In:
Economics letters
47
(
1995
)
3-4
,
pp. 335-342
Persistent link: https://www.econbiz.de/10006799189
Saved in:
7
Computer-Aided Risk Evaluation System for Capital Investment
Liang, P.
;
Song, F.
- In:
Omega : the international journal of management science
22
(
1994
)
4
,
pp. 391-400
Persistent link: https://www.econbiz.de/10006805152
Saved in:
8
Three value estimates of input variables and health manpower projections
Song, F.
;
Rathwell, T.
;
Long, A.
;
Clayden, D.
- In:
Journal of the Operational Research Society : OR
45
(
1994
)
5
,
pp. 559-566
Persistent link: https://www.econbiz.de/10006073098
Saved in:
9
Futures trading activity and stock price volatility: some extensions
Song, F.
;
Adrangi, B.
;
Chatrath, A.
- In:
Applied financial economics
13
(
2003
)
9
,
pp. 655-664
Persistent link: https://www.econbiz.de/10007655162
Saved in:
10
Stock prices, inflation and output: Evidence from India
Chatrath, A.
;
Ramachander, S.
;
Song, F.
- In:
Applied financial economics
7
(
1997
)
4
,
pp. 439
Persistent link: https://www.econbiz.de/10007700937
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...
//-->