//--> //--> //-->
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:"Börsenkurs"
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
Estimation of the cointegratin...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Börsenkurs
Time series analysis
19
Zeitreihenanalyse
19
Estimation theory
15
Schätztheorie
15
Cointegration
14
Kointegration
14
Asymptotic normality
8
Fractional cointegration
8
Theorie
7
Theory
7
Estimation
6
Schätzung
6
consistency
6
deterministic trend
6
fractional process
6
generalized polynomial trend
6
noninvertibility
6
nonstationarity
6
Nichtlineare Regression
5
Nonlinear regression
5
Statistical distribution
4
Statistische Verteilung
4
unknown integration orders
4
Financial crisis
3
Financial market
3
Finanzkrise
3
Finanzmarkt
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Risikomanagement
3
Risk management
3
Statistical test
3
Statistischer Test
3
fractional cointegration
3
generalized power law trend
3
mixed normal asymptotics
3
sum-of-squares estimation
3
system estimates
3
truncated sum of squares estimation
3
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
1
Book / Working Paper
1
Type of publication (narrower categories)
All
Arbeitspapier
1
Article in journal
1
Aufsatz in Zeitschrift
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
2
Author
All
Escanciano, Juan Carlos
2
Hualde, Javier
2
Published in...
All
CAEPR working papers
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Measuring asset market linkages : nonlinear dependence and tail risk
Escanciano, Juan Carlos
;
Hualde, Javier
-
2017
Persistent link: https://www.econbiz.de/10011763135
Saved in:
2
Measuring asset market linkages : nonlinear dependence and tail risk
Escanciano, Juan Carlos
;
Hualde, Javier
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
2
,
pp. 453-465
Persistent link: https://www.econbiz.de/10012499091
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->