//--> //--> //--> //-->
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:"Harvey, Andrew C."
subject:"Time series analysis"
~subject:"Volatilität"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Volatilität
Theorie
67
Theory
67
Zeitreihenanalyse
55
Estimation theory
14
Schätztheorie
14
State space model
13
Zustandsraummodell
13
Volatility
10
Stochastic process
9
Stochastischer Prozess
9
Statistical distribution
8
Statistische Verteilung
8
Estimation
7
Schätzung
7
ARCH model
6
ARCH-Modell
6
Forecasting model
6
Großbritannien
6
Prognoseverfahren
6
Statistical test
6
Statistischer Test
6
United Kingdom
6
Ökonometrie
6
Capital income
5
Kapitaleinkommen
5
USA
5
United States
5
Econometrics
4
Exchange rate
4
Random Walk
4
Random walk
4
Saisonale Schwankungen
4
Seasonal variations
4
Wechselkurs
4
Balanced growth
3
Cointegration
3
Coronavirus
3
Economic indicator
3
more ...
less ...
Online availability
All
Free
14
Undetermined
1
Type of publication
All
Book / Working Paper
34
Article
28
Type of publication (narrower categories)
All
Article in journal
25
Aufsatz in Zeitschrift
25
Arbeitspapier
17
Graue Literatur
17
Non-commercial literature
17
Working Paper
17
Lehrbuch
6
Textbook
6
Aufsatz im Buch
4
Book section
4
Collection of articles of several authors
3
Sammelwerk
3
Aufsatzsammlung
1
Book review
1
Konferenzschrift
1
Mehrbändiges Werk
1
Multi-volume publication
1
Rezension
1
more ...
less ...
Language
All
English
61
German
1
Author
All
Harvey, Andrew C.
Franses, Philip Hans
141
Koopman, Siem Jan
134
Phillips, Peter C. B.
132
Gil-Alaña, Luis A.
108
Caporale, Guglielmo Maria
93
McAleer, Michael
88
Härdle, Wolfgang
87
Bollerslev, Tim
82
Lütkepohl, Helmut
80
Diebold, Francis X.
78
Koop, Gary
70
Pesaran, M. Hashem
69
Teräsvirta, Timo
64
Engle, Robert F.
61
Ghysels, Eric
59
Granger, C. W. J.
57
Sibbertsen, Philipp
57
Swanson, Norman R.
56
Lucas, André
55
Maravall Herrero, Agustín
55
Kunst, Robert M.
54
Bauwens, Luc
53
Marcellino, Massimiliano
53
Dijk, Herman K. van
51
Lux, Thomas
50
Herwartz, Helmut
49
Taylor, Robert
49
Timmermann, Allan
49
Andersen, Torben
47
Hallin, Marc
47
Hyndman, Rob J.
47
Hassler, Uwe
46
Proietti, Tommaso
43
Gupta, Rangan
42
Caporin, Massimiliano
41
Feng, Yuanhua
41
Gao, Jiti
41
Kapetanios, George
41
Perron, Pierre
41
more ...
less ...
Institution
All
University of Cambridge / Department of Applied Economics
2
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Econometrisch Instituut <Rotterdam>
1
Published in...
All
Cambridge working papers in economics
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Suntory and Toyota International Centres for Economics and Related Disciplines
4
An Elgar reference collection
3
Journal of econometrics
3
The international library of critical writings in econometrics
3
Advanced texts in econometrics
2
Journal of applied econometrics
2
The economic journal : the journal of the Royal Economic Society
2
Advanced Texts in Econometrics Ser
1
Advances in econometrics
1
DAE working paper
1
Discussion paper
1
Discussion paper series / LSE Financial Markets Group
1
Discussion papers / National Institute of Economic and Social Research
1
Documentos de trabajo / Banco Central de Chile
1
Econometric Institute research papers
1
Econometric theory
1
Economic time series with random walk and other nonstationary components
1
Economics discussion papers
1
Forecasting volatility in the financial markets
1
Handbook of economic forecasting ; Vol. 1
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of economic dynamics & control
1
Journal of economic literature
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
LSE handbooks in economics
1
Lehr- und Handbücher der Statistik
1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
On modelling the long run in applied economics
1
State space and unobserved component models : theory and applications
1
Statistical methods in finance
1
The econometrics journal
1
The review of economic studies
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
62
Showing
1
-
10
of
62
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Time series modelling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
- In:
National Institute economic review : journal of the …
257
(
2021
),
pp. 83-100
Persistent link: https://www.econbiz.de/10012656420
Saved in:
2
Time series modeling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013254171
Saved in:
3
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
4
Time series models for epidemics: : leading indicators, control groups and policy assessment
Harvey, Andrew C.
-
2020
Persistent link: https://www.econbiz.de/10012672008
Saved in:
5
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
-
2019
Persistent link: https://www.econbiz.de/10012703124
Saved in:
6
Modeling time series with zero observations
Harvey, Andrew C.
;
Ito, Ryoko
-
2017
Persistent link: https://www.econbiz.de/10011631471
Saved in:
7
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
-
2014
Persistent link: https://www.econbiz.de/10010504846
Saved in:
8
Time series models with an EGB2 conditional distribution
Caivano, Michele
;
Harvey, Andrew C.
-
2013
Persistent link: https://www.econbiz.de/10009772448
Saved in:
9
The dynamic location/scale model : with applications to intra-day financial data
Andrès, Philippe
;
Harvey, Andrew C.
-
2012
Persistent link: https://www.econbiz.de/10009667180
Saved in:
10
Exponential conditional volatility models
Harvey, Andrew C.
-
2010
Persistent link: https://www.econbiz.de/10008649425
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...
//-->