//--> //--> //--> //-->
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"
~subject:"ARCH model"
~subject:"Exchange rate"
~subject:"Schätztheorie"
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
Schätztheorie
Time series analysis
320
Zeitreihenanalyse
320
Theorie
102
Theory
102
Estimation
98
Schätzung
98
Forecasting model
51
Prognoseverfahren
51
USA
41
United States
41
Structural break
40
Strukturbruch
40
Einheitswurzeltest
35
Estimation theory
35
Unit root test
35
Volatility
33
Volatilität
33
Cointegration
32
Kointegration
32
ARCH-Modell
27
Business cycle
24
Inflation
24
Konjunktur
24
Capital income
21
Großbritannien
21
Kapitaleinkommen
21
United Kingdom
21
National income
17
Nationaleinkommen
17
Börsenkurs
16
Kaufkraftparität
16
Purchasing power parity
16
Share price
16
State space model
16
Zustandsraummodell
16
Economic growth
15
Nichtlineare Regression
15
more ...
less ...
Online availability
All
Undetermined
32
Free
2
Type of publication
All
Article
67
Type of publication (narrower categories)
All
Article in journal
66
Aufsatz in Zeitschrift
66
Language
All
English
67
Author
All
Moosa, Imad A.
8
Blazsek, Szabolcs
4
Burns, Kelly
4
Kim, Jong-Min
3
Hwang, Sun Young
2
Licht, Adrian
2
Perron, Pierre
2
Österholm, Pär
2
Abuzayed, Bana
1
Ahmad, Yamin
1
Al-Fayoumi, Nedal
1
Albulescu, Claudiu Tiberiu
1
Allen, David E.
1
Aubin, Christian
1
Ayala, Astrid
1
Ayala, Astrid Loretta
1
Balli, Hatice Ozer
1
Bampinas, Georgios
1
Barnett, William A.
1
Bianchi, Marco
1
Bonham, Carl Stanley
1
Caporale, Tony
1
Caporin, Massimiliano
1
Charbonneau, Alain
1
Charfeddine, Lanouar
1
Chatzikonstanti, Vasiliki
1
Chen, Li-Hsueh
1
Chen, W. D.
1
Cheng, Jen-chi
1
Choo, Wei Chong
1
Choudhary, M. Ali
1
Chun, Sungju
1
Chung, Sang-Kuck
1
Costola, Michele
1
Cremaschini, Alessandro
1
Darvas, Zsolt M.
1
Dropsy, Vincent
1
Dubey, Amlendu Kumar
1
Emirmahmutoglu, Furkan
1
Fabozzi, Frank J.
1
more ...
less ...
Published in...
All
Applied economics
Journal of econometrics
335
Econometric theory
166
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
162
Economics letters
159
Discussion paper / Tinbergen Institute
132
Econometric reviews
95
International journal of forecasting
95
Journal of forecasting
77
CREATES research paper
72
Economic modelling
71
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
70
Working paper / Department of Econometrics and Business Statistics, Monash University
64
Applied economics letters
62
Journal of empirical finance
58
Econometrics : open access journal
56
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
49
Computational economics
45
Journal of time series econometrics
44
Working paper
44
The econometrics journal
43
Energy economics
42
NBER Working Paper
42
Cowles Foundation discussion paper
41
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
41
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Finance research letters
36
Journal of applied econometrics
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
35
Journal of the American Statistical Association : JASA
35
The North American journal of economics and finance : a journal of financial economics studies
35
EUI working paper / ECO
33
SFB 649 discussion paper
30
NBER working paper series
29
Série des documents de travail / Centre de Recherche en Économie et Statistique
29
Journal of risk and financial management : JRFM
28
Umeå economic studies
27
Discussion paper / Center for Economic Research, Tilburg University
26
International review of economics & finance : IREF
26
Journal of banking & finance
26
more ...
less ...
Source
All
ECONIS (ZBW)
67
Showing
1
-
10
of
67
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
Comparison of optimization algorithms for selecting the fractional frequency in Fourier form unit root tests
Omay, Tolga
;
Emirmahmutoglu, Furkan
;
Shahzad, Syed …
- In:
Applied economics
53
(
2021
)
7
,
pp. 761-780
Persistent link: https://www.econbiz.de/10012416087
Saved in:
8
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:
9
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:
10
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:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->