//--> //--> //--> //-->
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
person:"Granger, C. W. J."
subject:"Zeitreihenanalyse"
~person:"Engle, Robert F."
~subject:"Econometric model"
~type_genre:"Article in journal"
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:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Econometric model
Theorie
100
Theory
100
Time series analysis
33
Estimation theory
24
Schätztheorie
24
USA
18
United States
18
Forecasting model
15
Prognoseverfahren
15
Estimation
13
Schätzung
13
ARCH model
11
ARCH-Modell
11
Volatility
9
Volatilität
9
Börsenkurs
8
Capital income
8
Econometrics
8
Kapitaleinkommen
8
Share price
8
Ökonometrie
8
Portfolio selection
7
Portfolio-Management
7
Statistical theory
6
Statistische Methodenlehre
6
Correlation
5
Korrelation
5
Option pricing theory
5
Optionspreistheorie
5
Financial market
4
Finanzmarkt
4
Risiko
4
Risk
4
Yield curve
4
Zinsstruktur
4
Autocorrelation
3
Autokorrelation
3
Cointegration
3
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
35
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
35
Arbeitspapier
16
Working Paper
16
Graue Literatur
13
Non-commercial literature
13
Aufsatz im Buch
6
Book section
6
Aufsatzsammlung
5
Collection of articles of several authors
3
Sammelwerk
3
Festschrift
2
Collection of articles written by one author
1
Lehrbuch
1
Reprint
1
Rezension
1
Sammlung
1
Statistik
1
Systematic review
1
Textbook
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
33
German
1
Spanish
1
Author
All
Granger, C. W. J.
Engle, Robert F.
Phillips, Peter C. B.
56
Franses, Philip Hans
52
Gil-Alaña, Luis A.
43
Perron, Pierre
29
Taylor, Robert
28
Koopman, Siem Jan
24
Leybourne, Stephen James
24
Lütkepohl, Helmut
24
Caporale, Guglielmo Maria
23
Koop, Gary
23
Harvey, Andrew C.
22
Hecq, Alain W. J.
22
Hong, Yongmiao
20
Newbold, Paul
20
Swanson, Norman R.
19
Ghysels, Eric
18
Hassler, Uwe
18
Hendry, David F.
18
Mills, Terence C.
18
Petropoulos, Fotios
18
Teräsvirta, Timo
18
Hyndman, Rob J.
17
McAleer, Michael
17
Saikkonen, Pentti
17
Marcellino, Massimiliano
16
Peña, Daniel
16
Proietti, Tommaso
16
Assimakopoulos, V.
15
Chan, Joshua
15
Gupta, Rangan
15
Haldrup, Niels
15
Herwartz, Helmut
15
Makridakis, Spyros G.
15
Lucas, André
14
McElroy, Tucker
14
Pesaran, M. Hashem
14
Spiliotis, Evangelos
14
Stock, James H.
14
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of econometrics
4
Oxford bulletin of economics and statistics
3
Annales d'économie et de statistique
2
Econometric reviews
2
Jingji-lunwen
2
The economic journal : the journal of the Royal Economic Society
2
Advances in futures and options research : a research annual
1
Dynamique des marchés financiers et prévisions
1
Economics letters
1
Información comercial española / Cuadernos económicos
1
Journal of applied econometrics
1
Journal of international money and finance
1
Journal of monetary economics
1
On modelling the long run in applied economics
1
Proceedings of a Conference on New Approaches to Empirical Macroeconomics : Ebeltoft, Denmark, May 1990
1
Special section on small-sample properties of generalized method of moments (GMM)
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The econometrics of economic policy
1
The economic record : er
1
The journal of finance : the journal of the American Finance Association
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1
more ...
less ...
Source
All
ECONIS (ZBW)
35
Showing
1
-
10
of
35
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Non-linear models : where do we go next : time varying parameter models?
Granger, C. W. J.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
3
,
pp. 1-9
Persistent link: https://www.econbiz.de/10009513629
Saved in:
2
Testing and valuing dynamic correlations for asset allocation
Engle, Robert F.
;
Colacito, Riccardo
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 238-253
Persistent link: https://www.econbiz.de/10003317174
Saved in:
3
Common factors in conditional distributions for bivariate time series
Granger, C. W. J.
;
Teräsvirta, Timo
;
Patton, Andrew J.
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 43-57
Persistent link: https://www.econbiz.de/10003320239
Saved in:
4
Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
(
2003
)
12
,
pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
Saved in:
5
Time series concepts for conditional distributions
Granger, C. W. J.
- In:
Oxford bulletin of economics and statistics
65
(
2003
)
suppl
,
pp. 689-701
Persistent link: https://www.econbiz.de/10001859644
Saved in:
6
Financial econometrics: a new discipline with new methods
Engle, Robert F.
- In:
Journal of econometrics
100
(
2001
)
1
,
pp. 53-56
Persistent link: https://www.econbiz.de/10001546140
Saved in:
7
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
Saved in:
8
Current perspectives on long memory processes
Granger, C. W. J.
- In:
Jingji-lunwen
28
(
2000
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10001532440
Saved in:
9
The effect of aggregation on nonlinearity
Granger, C. W. J.
;
Lee, Tae-hwy
- In:
Econometric reviews
18
(
1999
)
3
,
pp. 259-269
Persistent link: https://www.econbiz.de/10001404815
Saved in:
10
A simple nonlinear time series model with misleading linear properties
Granger, C. W. J.
;
Teräsvirta, Timo
- In:
Economics letters
62
(
1999
)
2
,
pp. 161-165
Persistent link: https://www.econbiz.de/10001255471
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->