//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Applied economics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"ARCH model"
~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
Search: subject_exact:"Time series analysis"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Exchange rate
Time series analysis
376
Zeitreihenanalyse
376
Theorie
127
Theory
127
Estimation
115
Schätzung
115
Forecasting model
66
Prognoseverfahren
66
Volatility
57
Volatilität
57
Estimation theory
55
Schätztheorie
55
ARCH-Modell
45
USA
44
United States
44
Structural break
43
Strukturbruch
43
Einheitswurzeltest
36
Unit root test
36
Capital income
33
Cointegration
33
Kapitaleinkommen
33
Kointegration
33
Börsenkurs
27
Share price
27
Business cycle
24
Inflation
24
Konjunktur
24
Großbritannien
21
United Kingdom
21
National income
18
Nationaleinkommen
18
State space model
18
Zustandsraummodell
18
Nichtlineare Regression
17
Nonlinear regression
17
Kaufkraftparität
16
Purchasing power parity
16
more ...
less ...
Online availability
All
Undetermined
33
Free
2
Type of publication
All
Article
59
Type of publication (narrower categories)
All
Article in journal
59
Aufsatz in Zeitschrift
59
Language
All
English
59
Author
All
Moosa, Imad A.
7
Blazsek, Szabolcs
4
Burns, Kelly
4
Kim, Jong-Min
3
Hwang, Sun Young
2
Licht, Adrian
2
Österholm, Pär
2
Abuzayed, Bana
1
Al-Fayoumi, Nedal
1
Albulescu, Claudiu Tiberiu
1
Allen, David E.
1
Aubin, Christian
1
Ayala, Astrid
1
Ayala, Astrid Loretta
1
Bampinas, Georgios
1
Caporin, Massimiliano
1
Charbonneau, Alain
1
Charfeddine, Lanouar
1
Chatzikonstanti, Vasiliki
1
Cheng, Jen-chi
1
Choo, Wei Chong
1
Costola, Michele
1
Cremaschini, Alessandro
1
Di, Jianing
1
Engle, Robert F.
1
Fantazzini, Dean
1
Ftiti, Zied
1
Gagliardini, Patrick
1
Galeano, Pedro
1
Gangopadhyay, Ashis
1
Ghysels, Eric
1
Giraitis, Liudas
1
Goyeau, Daniel
1
Halbleib, Roxana
1
Han, Heejoon
1
He, Changli
1
Huang, Chuangxia
1
Jang, Hyun Jin
1
Javed, Farrukh
1
Jawadi, Fredj
1
more ...
less ...
Published in...
All
Applied economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
51
Discussion paper / Tinbergen Institute
49
Economic modelling
41
International journal of forecasting
40
Journal of empirical finance
40
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Energy economics
34
Economics letters
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
Finance research letters
30
The North American journal of economics and finance : a journal of financial economics studies
29
Journal of forecasting
27
International review of economics & finance : IREF
25
Working paper
23
International review of financial analysis
21
Journal of international money and finance
21
Research in international business and finance
21
CREATES research paper
20
Applied financial economics
19
Journal of risk and financial management : JRFM
19
Journal of international financial markets, institutions & money
18
Econometric reviews
17
International journal of finance & economics : IJFE
17
Journal of banking & finance
17
Econometric Institute research papers
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Applied economics letters
15
Computational economics
15
International Journal of Energy Economics and Policy : IJEEP
15
International journal of economics and finance
14
International journal of economics and financial issues : IJEFI
14
Econometrics : open access journal
13
Journal of time series econometrics
13
The European journal of finance
13
The econometrics journal
13
CESifo working papers
12
Journal of financial econometrics
12
Econometric theory
11
more ...
less ...
Source
All
ECONIS (ZBW)
59
Showing
1
-
10
of
59
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Analysts versus the random walk in financial forecasting : evidence from the Czech National Bank's Financial Market Inflation Expectations survey
Kladívko, Kamil
;
Österholm, Pär
- In:
Applied economics
56
(
2024
)
17
,
pp. 2077-2088
Persistent link: https://www.econbiz.de/10014475262
Saved in:
2
Performance analysis of nowcasting of GDP growth when allowing for conditional heteroscedasticity and non-Gaussianity
Javed, Farrukh
;
Kiss, Tamás
;
Österholm, Pär
- In:
Applied economics
54
(
2022
)
58
,
pp. 6669-6686
Persistent link: https://www.econbiz.de/10013494234
Saved in:
3
Score function scaling for QAR plus Beta-t-EGARCH : an empirical application to the S&P 500
Ayala, Astrid Loretta
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
56
(
2024
)
31
,
pp. 3684-3697
Persistent link: https://www.econbiz.de/10014528626
Saved in:
4
On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
Saved in:
5
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
6
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
7
Measuring systemic risk with a dynamic copula-based approach
Jang, Hyun Jin
;
Pan, Xiao
;
Park, Sumin
- In:
Applied economics
53
(
2021
)
50
,
pp. 5843-5863
Persistent link: https://www.econbiz.de/10012627102
Saved in:
8
The risks of cryptocurrencies with long memory in volatility, non-normality and behavioural insights
Siu, Tak Kuen
- In:
Applied economics
53
(
2021
)
17
,
pp. 1991-2014
Persistent link: https://www.econbiz.de/10012500918
Saved in:
9
The role of high-frequency data in volatility forecasting : evidence from the China stock market
Liu, Min
;
Lee, Chien-chiang
;
Choo, Wei Chong
- In:
Applied economics
53
(
2021
)
22
,
pp. 2500-2526
Persistent link: https://www.econbiz.de/10012501284
Saved in:
10
Dynamic conditional score models : a review of their applications
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Applied economics
52
(
2020
)
11
,
pp. 1181-1199
Persistent link: https://www.econbiz.de/10012197522
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->