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
Detecting for Smooth Structura...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
ARCH model
Theorie
54
Theory
53
Time series analysis
43
Zeitreihenanalyse
43
Schätztheorie
41
Estimation theory
40
China
25
Statistical test
20
Statistischer Test
20
Nichtparametrisches Verfahren
17
Estimation
16
Forecasting model
16
Nonparametric statistics
16
Prognoseverfahren
16
Schätzung
16
ARCH-Modell
11
Correlation
11
Korrelation
11
Stochastic process
11
Stochastischer Prozess
11
Structural change
11
Strukturwandel
11
Volatility
11
Modellierung
10
Regression analysis
10
Regressionsanalyse
10
Scientific modelling
10
USA
10
United States
10
Volatilität
10
Structural break
9
Strukturbruch
9
Optionspreistheorie
8
Statistical theory
8
Statistische Methodenlehre
8
Welt
8
World
8
Method of moments
7
Momentenmethode
7
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
11
Type of publication (narrower categories)
All
Article in journal
11
Aufsatz in Zeitschrift
11
Language
All
English
11
Author
All
Hong, Yongmiao
9
Chen, Bin
3
Sun, Yuying
2
Wang, Shouyang
2
Xia, Xiaohua
2
Han, Ai
1
He, Yanan
1
Hu, Chunyang
1
Lee, Jin
1
Li, Haitao
1
Li, Hongquan
1
Li, Jinyi
1
Linton, Oliver
1
Liu, Xinheng
1
McCabe, Brendan Peter Martin
1
McCloud, Nadine
1
Pan, Bin
1
Sun, Jiajing
1
Wen, Fenghua
1
Xiao, Jihong
1
Xiao, Zhengyan
1
Zhang, Xun
1
Zhao, Feng
1
more ...
less ...
Published in...
All
Econometric theory
2
Journal of econometrics
2
Econometric reviews
1
Economics letters
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
1
Energy economics
1
Finance research letters
1
International economic review
1
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Detecting for smooth structural changes in GARCH models
Chen, Bin
;
Hong, Yongmiao
- In:
Econometric theory
32
(
2016
)
3
,
pp. 740-791
Persistent link: https://www.econbiz.de/10011606827
Saved in:
2
A test for volatility spillover with application to exchange rates
Hong, Yongmiao
- In:
Journal of econometrics
103
(
2001
)
1/2
,
pp. 183-224
Persistent link: https://www.econbiz.de/10001585360
Saved in:
3
One-sided testing for ARCH effects using wavelets
Hong, Yongmiao
;
Lee, Jin
- In:
Econometric theory
17
(
2001
)
6
,
pp. 1051-1081
Persistent link: https://www.econbiz.de/10001638375
Saved in:
4
Testing the structure of conditional correlations in multivariate GARCH models : a generalized cross-spectrum approach
McCloud, Nadine
;
Hong, Yongmiao
- In:
International economic review
52
(
2011
)
4
,
pp. 991-1037
Persistent link: https://www.econbiz.de/10009385429
Saved in:
5
Financial volatility forecasting with range-based autoregressive volatility model
Li, Hongquan
;
Hong, Yongmiao
- In:
Finance research letters
8
(
2011
)
2
,
pp. 69-76
Persistent link: https://www.econbiz.de/10009301308
Saved in:
6
Can the random walk model be beaten in out-of-sample density forecasts? : Evidence form intraday foreign exchange rates
Hong, Yongmiao
;
Li, Haitao
;
Zhao, Feng
- In:
Journal of econometrics
141
(
2007
)
2
,
pp. 736-776
Persistent link: https://www.econbiz.de/10003571349
Saved in:
7
Forecasting crude oil price intervals and return volatility via autoregressive conditional interval models
He, Yanan
;
Han, Ai
;
Hong, Yongmiao
;
Sun, Yuying
;
Wang, …
- In:
Econometric reviews
40
(
2021
)
6
,
pp. 584-606
Persistent link: https://www.econbiz.de/10012624525
Saved in:
8
Asymmetric pass-through of oil prices to gasoline prices with interval time series modelling
Sun, Yuying
;
Zhang, Xun
;
Hong, Yongmiao
;
Wang, Shouyang
- In:
Energy economics
78
(
2019
),
pp. 165-173
Persistent link: https://www.econbiz.de/10012159915
Saved in:
9
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
10
Oil prices and chinese stock market : nonlinear causality and volatility persistence
Wen, Fenghua
;
Xiao, Jihong
;
Xia, Xiaohua
;
Chen, Bin
; …
- In:
Emerging markets, finance & trade : a journal of the …
55
(
2019
)
6
,
pp. 1247-1263
Persistent link: https://www.econbiz.de/10012210710
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
