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
~subject:"ARCH model"
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
Statistical Tests for Lyapunov...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Estimation theory
28
Schätztheorie
28
Zeitreihenanalyse
23
Time series analysis
22
Theorie
19
Theory
19
ARCH-Modell
12
HA Statistics
10
Volatility
10
Volatilität
10
Nichtparametrisches Verfahren
9
Nonparametric statistics
9
asymptotic normality
8
Time series
7
bootstrap
7
ARMA model
6
Autocorrelation
6
Autokorrelation
6
Financial econometrics
6
Statistical test
6
Statistischer Test
6
Stochastic process
6
Stochastischer Prozess
6
dimension reduction
6
local linear regression
6
time series
6
ARMA-Modell
5
Estimation
5
Finanzmarktökonometrie
5
Multivariate Analyse
5
Multivariate analysis
5
Nichtlineare Regression
5
Nonlinear regression
5
Schätzung
5
Statistical distribution
5
Statistische Verteilung
5
empirical likelihood
5
Electricity
4
Maximum likelihood estimation
4
more ...
less ...
Online availability
All
Free
4
Undetermined
2
Type of publication
All
Article
6
Book / Working Paper
6
Type of publication (narrower categories)
All
Article in journal
6
Aufsatz in Zeitschrift
6
Arbeitspapier
5
Working Paper
5
Collection of articles of several authors
1
Conference proceedings
1
Graue Literatur
1
Konferenzschrift
1
Non-commercial literature
1
Sammelwerk
1
more ...
less ...
Language
All
English
12
Author
All
Yao, Qiwei
9
Tong, Howell
3
Wang, Mingjin
3
Polonik, Wolfgang
2
Chan, Wai-Sum
1
Fan, Jianqing
1
Gao, Jing
1
Hall, Peter
1
Huang, Da
1
Li, Kunpeng
1
Li, Wai Keung
1
Li, Weiming
1
Pan, Jiazhu
1
Peng, Liang
1
Penzer, Jeremy
1
Wang, Hansheng
1
Wang, Hui
1
more ...
less ...
Institution
All
London School of Economics and Political Science
2
International Workshop on Statistics and Finance <1999, Hongkong>
1
Published in...
All
Research reports / LSE
5
Journal of econometrics
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
The econometrics journal
1
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Least absolute deviations estimation for ARCH and GARCH models
Peng, Liang
(
contributor
);
Yao, Qiwei
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001755629
Saved in:
2
Inference in ARCH and GARCH models with heavy-tailed errors
Hall, Peter
;
Yao, Qiwei
- In:
Econometrica : journal of the Econometric Society, an …
71
(
2003
)
1
,
pp. 285-317
Persistent link: https://www.econbiz.de/10001731116
Saved in:
3
Approximating volatilities by asymmetric power GARCH function
Penzer, Jeremy
(
contributor
);
Wang, Mingjin
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002075165
Saved in:
4
Modelling multivariate volatilities via conditionally uncorrelated components
Fan, Jianqing
(
contributor
);
Wang, Mingjin
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003164853
Saved in:
5
Modelling multivariate volatilities : an ad hoc method
Wang, Mingjin
(
contributor
);
Yao, Qiwei
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003165050
Saved in:
6
Testing for multivariate volatility functions using minimum volume sets and inverse regression
Polonik, Wolfgang
;
Yao, Qiwei
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 151-162
Persistent link: https://www.econbiz.de/10003783795
Saved in:
7
Estimating GARCH models : when to use what?
Huang, Da
;
Wang, Hansheng
;
Yao, Qiwei
- In:
The econometrics journal
11
(
2008
)
1
,
pp. 27-38
Persistent link: https://www.econbiz.de/10003648603
Saved in:
8
Modeling multivariate volatilities via latent common factors
Li, Weiming
;
Gao, Jing
;
Li, Kunpeng
;
Yao, Qiwei
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 564-573
Persistent link: https://www.econbiz.de/10011692411
Saved in:
9
Testing for multivariate volatility functions using minimum volume sets and inverse regression
Polonik, Wolfgang
(
contributor
);
Yao, Qiwei
(
contributor
)
-
2005
Persistent link: https://www.econbiz.de/10003164811
Saved in:
10
Proceedings of the Hong Kong International Workshop on Statistics and Finance: an Interface : Centre of Financial Time Series, the University of Hong Kong 4-8 July 1999
Chan, Wai-Sum
(
contributor
);
Li, Wai Keung
(
contributor
); …
-
International Workshop on Statistics and Finance <1999, …
-
2000
Persistent link: https://www.econbiz.de/10001490756
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
