//--> //--> //--> //-->
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
subject:"Börsenkurs"
~isPartOf:"Journal of empirical finance"
~subject:"Cointegration"
~subject:"Theorie"
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
Börsenkurs
Cointegration
Theorie
Time series analysis
105
Zeitreihenanalyse
105
Theory
52
Volatility
47
Volatilität
47
Capital income
37
Kapitaleinkommen
37
ARCH model
36
ARCH-Modell
36
Estimation
33
Schätzung
33
Forecasting model
31
Prognoseverfahren
31
Share price
31
Estimation theory
24
Schätztheorie
24
USA
12
United States
12
Portfolio selection
10
Portfolio-Management
10
Stochastic process
10
Stochastischer Prozess
10
Aktienmarkt
9
Correlation
9
Korrelation
9
Stock market
9
Risikomaß
8
Risk measure
8
CAPM
7
Forecasting
7
Multivariate Verteilung
7
Multivariate distribution
7
Statistical distribution
7
Statistische Verteilung
7
Autocorrelation
6
Autokorrelation
6
Exchange rate
6
Long memory
6
more ...
less ...
Online availability
All
Undetermined
36
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
Kim, Chang-Jin
2
Nelson, Charles R.
2
Phillips, Peter C. B.
2
Taylor, Robert
2
Amado, Cristina
1
Arakelian, V.
1
Astill, Sam
1
Ball, Clifford A.
1
Bee, Marco
1
Bernardi, Mauro
1
Boudt, Kris
1
Broze, Laurence
1
Cai, Lili
1
Campbell, John Y.
1
Cassola, Nuno
1
Catania, Leopoldo
1
Cerrato, Mario
1
Chen Zhou
1
Crosby, John
1
Croux, Christophe
1
Dark, Jonathan
1
Davidson, James E. H.
1
Degiannakis, Stavros
1
Dendramis, Yiannis
1
Diewald, Laszlo
1
Ding, Zhuanxin
1
Dolatabadi, Sepideh
1
Donaldson, R. Glen
1
Dong, Yingjie
1
Doshi, Hitesh
1
Dupuis, Debbie J.
1
Engle, Robert F.
1
Fang, Tong
1
Faria, Gonçalo
1
Filis, George
1
Frey, Rüdiger
1
Gallegati, Marco
1
Ghose, Devajyoti
1
Giovannelli, Alessandro
1
Golosnoy, Vasyl
1
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of econometrics
392
International journal of forecasting
320
Economics letters
296
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
256
Journal of forecasting
231
Econometric theory
203
Discussion paper / Tinbergen Institute
183
Economic modelling
152
Econometric reviews
147
Applied economics
139
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
124
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Working paper / Department of Econometrics and Business Statistics, Monash University
97
Applied economics letters
94
Journal of applied econometrics
92
Working paper
83
CREATES research paper
81
Energy economics
81
Computational economics
78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
78
CESifo working papers
72
Journal of economic dynamics & control
70
NBER Working Paper
70
Cowles Foundation discussion paper
64
NBER working paper series
64
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
Econometrics : open access journal
61
EUI working paper / ECO
60
Working paper / National Bureau of Economic Research, Inc.
60
Oxford bulletin of economics and statistics
57
The econometrics journal
53
Journal of macroeconomics
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
European journal of operational research : EJOR
48
SFB 649 discussion paper
48
Discussion papers of interdisciplinary research project 373
47
Applied financial economics
44
Finance research letters
44
more ...
less ...
Source
All
ECONIS (ZBW)
67
Showing
1
-
10
of
67
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
2
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
3
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
4
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
5
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
6
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
7
Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
Qiu, Yue
;
Wang, Zongrun
;
Xie, Tian
;
Zhang, Xinyu
- In:
Journal of empirical finance
62
(
2021
),
pp. 179-201
Persistent link: https://www.econbiz.de/10012693338
Saved in:
8
Forecasting stock returns with large dimensional factor models
Giovannelli, Alessandro
;
Massacci, Daniele
;
Soccorsi, …
- In:
Journal of empirical finance
63
(
2021
),
pp. 252-269
Persistent link: https://www.econbiz.de/10013259267
Saved in:
9
Discussions on the spurious hyperbolic memory in the conditional variance and a new model
Ho, Kin-Yip
;
Shi, Yanlin
- In:
Journal of empirical finance
55
(
2020
),
pp. 83-103
Persistent link: https://www.econbiz.de/10012175262
Saved in:
10
Forecasting stock returns : a predictor-constrained approach
Pan, Zhiyuan
;
Pettenuzzo, Davide
;
Wang, Yudong
- In:
Journal of empirical finance
55
(
2020
),
pp. 200-217
Persistent link: https://www.econbiz.de/10012175754
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...
//-->