//--> //--> //--> //-->
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 econometrics journal"
~subject:"ARCH model"
~subject:"National income"
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
National income
Time series analysis
413
Zeitreihenanalyse
413
Theorie
149
Theory
149
Estimation
114
Schätzung
114
Estimation theory
72
Schätztheorie
72
Forecasting model
60
Prognoseverfahren
60
Structural break
47
Strukturbruch
47
USA
47
United States
47
Einheitswurzeltest
46
Unit root test
46
Volatility
46
Volatilität
46
Cointegration
42
Kointegration
42
ARCH-Modell
40
Business cycle
26
Konjunktur
26
Inflation
24
Capital income
23
Großbritannien
23
Kapitaleinkommen
23
State space model
23
United Kingdom
23
Zustandsraummodell
23
Nichtlineare Regression
22
Nonlinear regression
22
VAR model
21
VAR-Modell
21
Nationaleinkommen
19
Regression analysis
18
Regressionsanalyse
18
Börsenkurs
17
more ...
less ...
Online availability
All
Undetermined
28
Free
6
Type of publication
All
Article
58
Type of publication (narrower categories)
All
Article in journal
58
Aufsatz in Zeitschrift
58
Language
All
English
58
Author
All
Blazsek, Szabolcs
3
Kim, Jong-Min
3
Gil-Alaña, Luis A.
2
Gupta, Rangan
2
Hwang, Sun Young
2
Licht, Adrian
2
Miller, Stephen M.
2
Abadir, Karim Maher
1
Abuzayed, Bana
1
Al-Fayoumi, Nedal
1
Albulescu, Claudiu Tiberiu
1
Allen, David E.
1
Aubin, Christian
1
Ayala, Astrid Loretta
1
Balcilar, Mehmet
1
Bampinas, Georgios
1
Barigozzi, Matteo
1
Bhargava, Alok
1
Bianchi, Marco
1
Brown, Bryan W.
1
Canarella, Giorgio
1
Caporale, Guglielmo Maria
1
Caporin, Massimiliano
1
Charbonneau, Alain
1
Charfeddine, Lanouar
1
Chatzikonstanti, Vasiliki
1
Cheng, Jen-chi
1
Cho, Myeong-hyeon
1
Choo, Wei Chong
1
Clements, Michael P.
1
Costola, Michele
1
Cremaschini, Alessandro
1
Darné, Olivier
1
Drake, Leigh M.
1
Dungey, Mardi H.
1
Escribano, Álvaro
1
Feng, Hui
1
Franses, Philip Hans
1
Ftiti, Zied
1
Goyeau, Daniel
1
more ...
less ...
Published in...
All
Applied economics
The econometrics journal
International journal of forecasting
49
Economic modelling
48
Discussion paper / Tinbergen Institute
44
Journal of econometrics
44
Energy economics
40
Economics letters
36
Journal of empirical finance
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
29
Journal of forecasting
29
Finance research letters
26
Applied economics letters
23
Working paper
22
International Journal of Energy Economics and Policy : IJEEP
21
The North American journal of economics and finance : a journal of financial economics studies
21
CREATES research paper
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
19
International review of economics & finance : IREF
18
International review of financial analysis
18
Econometric reviews
17
Journal of risk and financial management : JRFM
17
Econometric Institute research papers
16
Research in international business and finance
16
CESifo working papers
15
International journal of economics and financial issues : IJEFI
15
Journal of banking & finance
14
Computational economics
13
Journal of time series econometrics
13
Econometrics : open access journal
12
Journal of financial econometrics
12
Applied financial economics
11
Econometric theory
11
Journal of applied econometrics
11
Journal of international financial markets, institutions & money
11
Journal of risk
11
Empirical economics : a quarterly journal of the Institute for Advanced Studies
10
International journal of economics and finance
10
more ...
less ...
Source
All
ECONIS (ZBW)
58
Showing
1
-
10
of
58
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Testing for parameter change epochs in GARCH time series
Richter, Stefan
;
Wang, Weining
;
Wu, Wei Biao
- In:
The econometrics journal
26
(
2023
)
3
,
pp. 467-491
Persistent link: https://www.econbiz.de/10014391712
Saved in:
2
Explicit minimal representation of variance matrices, and its implication for dynamic volatility models
Abadir, Karim Maher
- In:
The econometrics journal
26
(
2023
)
1
,
pp. 88-104
Persistent link: https://www.econbiz.de/10013543279
Saved in:
3
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
4
R-estimators in GARCH models : asymptotics and applications
Liu, Hang
;
Mukherjee, Kanchan
- In:
The econometrics journal
25
(
2022
)
1
,
pp. 98-113
Persistent link: https://www.econbiz.de/10012878893
Saved in:
5
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:
6
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:
7
Persistence in the private debt-t- GDP ratio : evidence from 43 OECD countries
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics
53
(
2021
)
43
,
pp. 5018-5027
Persistent link: https://www.econbiz.de/10012609922
Saved in:
8
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:
9
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:
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
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->