//--> //--> //--> //-->
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:"The North American journal of economics and finance : a journal of financial economics studies"
~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
396
Zeitreihenanalyse
396
Estimation
132
Schätzung
132
Theorie
126
Theory
126
Forecasting model
77
Prognoseverfahren
77
Volatility
64
Volatilität
64
USA
49
United States
49
ARCH-Modell
48
Estimation theory
44
Schätztheorie
44
Structural break
44
Strukturbruch
44
Cointegration
42
Kointegration
42
Capital income
40
Kapitaleinkommen
40
Einheitswurzeltest
37
Unit root test
37
Börsenkurs
32
Share price
32
Inflation
27
Wechselkurs
26
Business cycle
24
Konjunktur
24
State space model
23
Zustandsraummodell
23
Großbritannien
22
United Kingdom
22
Aktienmarkt
21
Nichtlineare Regression
21
Nonlinear regression
21
Stock market
21
VAR model
21
more ...
less ...
Online availability
All
Undetermined
50
Free
2
Type of publication
All
Article
69
Type of publication (narrower categories)
All
Article in journal
69
Aufsatz in Zeitschrift
69
Language
All
English
69
Author
All
Moosa, Imad A.
7
Blazsek, Szabolcs
4
Burns, Kelly
4
Kim, Jong-Min
3
Allen, David E.
2
Gupta, Rangan
2
Hwang, Sun Young
2
Licht, Adrian
2
McAleer, Michael
2
Nonejad, Nima
2
Tiwari, Aviral Kumar
2
Österholm, Pär
2
Abuzayed, Bana
1
Al-Fayoumi, Nedal
1
Albulescu, Claudiu Tiberiu
1
Alves, Isabel Fraga
1
Andrada Félix, Julián
1
Anjum, Hassan
1
Aubin, Christian
1
Ayala, Astrid
1
Ayala, Astrid Loretta
1
Balcilar, Mehmet
1
Bampinas, Georgios
1
Ben Omrane, Walid
1
Caporin, Massimiliano
1
Carcel, Hector
1
Chaim, Pedro
1
Chan, Jennifer So-kuen
1
Chang, Chia-Lin
1
Chang, Kuang-Liang
1
Charbonneau, Alain
1
Charfeddine, Lanouar
1
Chatzikonstanti, Vasiliki
1
Cheng, Jen-chi
1
Choo, Wei Chong
1
Costola, Michele
1
Cremaschini, Alessandro
1
Demiralay, Sercan
1
Demirer, Rıza
1
Ferrer, Román
1
more ...
less ...
Published in...
All
Applied economics
The North American journal of economics and finance : a journal of financial economics studies
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
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 financial econometrics : official journal of the Society for Financial Econometrics
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)
69
Showing
1
-
10
of
69
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
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
5
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:
6
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:
7
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
8
A novel estimation of time-varying quantile correlation for financial contagion detection
Ye, Wuyi
;
Li, Mingge
;
Wu, Yuehua
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014225731
Saved in:
9
Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence
Pérez Rodríguez, Jorge V.
;
Andrada Félix, Julián
; …
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012822266
Saved in:
10
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:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->