//--> //--> //-->
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:"Kapetanios, George"
~isPartOf:"Journal of empirical finance"
~isPartOf:"The econometrics journal"
~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:"Time series analysis"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
3
Zeitreihenanalyse
3
Estimation theory
2
Schätztheorie
2
ARMA model
1
ARMA-Modell
1
Autocorrelation
1
Autokorrelation
1
Autoregressive approximation
1
Börsenkurs
1
Capital income
1
Confidence intervals
1
Cross-validation
1
Erwartungsbildung
1
Estimation
1
Expectation formation
1
Expected returns
1
Filtering
1
Forecasting
1
Forecasting model
1
Fractional integration
1
Impulse response function
1
Induktive Statistik
1
Kapitaleinkommen
1
Large shocks
1
Level shifts
1
Long memory
1
Persistence
1
Prognoseverfahren
1
Regime-shifts
1
Schock
1
Schätzung
1
Share price
1
Shock
1
State space model
1
Statistical inference
1
Theorie
1
Theory
1
Threshold models
1
VAR model
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Kapetanios, George
Taylor, Robert
6
Phillips, Peter C. B.
5
Leybourne, Stephen James
4
Perron, Pierre
4
Harvey, David I.
3
Koop, Gary
3
Koopman, Siem Jan
3
Saikkonen, Pentti
3
Teräsvirta, Timo
3
Astill, Sam
2
Baillie, Richard
2
Chambers, Marcus J.
2
Dark, Jonathan
2
Ding, Zhuanxin
2
Engsted, Tom
2
Harvey, Andrew C.
2
Kristensen, Dennis
2
Larsson, Rolf
2
Li, Youwei
2
Lucas, André
2
McElroy, Tucker
2
McKenzie, Michael D.
2
Nielsen, Bent
2
Nielsen, Morten Ørregaard
2
Potter, Simon M.
2
Rahbek, Anders
2
Santucci de Magistris, Paolo
2
Satchell, Stephen
2
Velasco, Carlos
2
Wied, Dominik
2
Wongwachara, Warapong
2
Yu, Jun
2
Abadir, Karim Maher
1
Abergel, Frédéric
1
Amado, Cristina
1
Arakelian, V.
1
Asai, Manabu
1
Astill, S.
1
Bailey, Ralph W.
1
more ...
less ...
Published in...
All
Journal of empirical finance
The econometrics journal
Journal of econometrics
4
Econometric reviews
3
International journal of forecasting
3
Economics letters
2
Journal of applied econometrics
2
Journal of economic dynamics & control
2
Oxford bulletin of economics and statistics
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of forecasting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
2
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
3
Estimation and inference for impulse response functions from univariate strongly persistent processes
Baillie, Richard
;
Kapetanios, George
- In:
The econometrics journal
16
(
2013
)
3
,
pp. 373-399
Persistent link: https://www.econbiz.de/10010253634
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->