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:"Exchange rate"
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
Asymptotically UMP Panel Unit...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Exchange rate
Theorie
39
Theory
39
Time series analysis
31
Zeitreihenanalyse
31
Estimation theory
26
Schätztheorie
26
Nichtparametrisches Verfahren
22
Nonparametric statistics
22
Einheitswurzeltest
17
Unit root test
17
Panel
8
Panel study
8
Statistical distribution
8
Statistical test
8
Statistische Verteilung
8
Statistischer Test
8
Maximum likelihood estimation
7
Maximum-Likelihood-Schätzung
7
ARCH model
6
ARCH-Modell
6
Multivariate Verteilung
5
Multivariate distribution
5
Wechselkurs
5
Aggregation
4
Autocorrelation
4
Autokorrelation
4
Cointegration
4
Estimation
4
Kointegration
4
Local Asymptotic Normality
4
Cointegration model
3
Dickey-Fuller test
3
Elliptical densities
3
GARCH Models
3
Lagrange multiplier test
3
Local asymptotic normality
3
Option pricing theory
3
Optionspreistheorie
3
Time
3
more ...
less ...
Type of publication
All
Book / Working Paper
3
Article
2
Type of publication (narrower categories)
All
Arbeitspapier
3
Working Paper
3
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
5
Author
All
Drost, Feike C.
5
Nijman, Theodore E.
5
Werker, Bas J. M.
2
Published in...
All
Discussion paper / Center for Economic Research, Tilburg University
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
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Temporal aggregation of GARCH processes
Drost, Feike C.
;
Nijman, Theodore E.
-
1990
Persistent link: https://www.econbiz.de/10000801756
Saved in:
2
Estimation and testing in models containing both jumps and conditional heteroskedasticity
Drost, Feike C.
;
Nijman, Theodore E.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000904675
Saved in:
3
Estimation and testing in models containing both jumps and conditional heteroscedasticity
Drost, Feike C.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
2
,
pp. 237-243
Persistent link: https://www.econbiz.de/10001244002
Saved in:
4
Temporal aggregation of GARCH processes
Drost, Feike C.
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
4
,
pp. 909-927
Persistent link: https://www.econbiz.de/10001147137
Saved in:
5
Temporal aggregation of GARCH processes
Drost, Feike C.
;
Nijman, Theodore E.
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000847144
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
