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subject:"Deutschland"
type_genre:"Article in journal"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of empirical finance"
~subject:"Zeitreihenanalyse"
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Search: subject_exact:"Theory"
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Deutschland
Zeitreihenanalyse
Theorie
976
Theory
976
Time series analysis
176
Estimation
171
Schätzung
171
Estimation theory
148
Schätztheorie
148
Capital income
134
Kapitaleinkommen
134
Volatility
132
Volatilität
132
Forecasting model
111
Prognoseverfahren
111
Portfolio selection
99
Portfolio-Management
99
Börsenkurs
95
Share price
95
CAPM
80
Stochastic process
79
Stochastischer Prozess
79
Statistical test
78
Statistischer Test
78
ARCH model
77
ARCH-Modell
77
USA
74
United States
74
Bayes-Statistik
58
Bayesian inference
58
Statistical distribution
56
Statistische Verteilung
56
Panel
53
Panel study
53
Statistical theory
53
Statistische Methodenlehre
53
Nichtparametrisches Verfahren
49
Nonparametric statistics
49
Regression analysis
47
Regressionsanalyse
47
Einheitswurzeltest
46
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71
Free
1
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Article
182
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1
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Article in journal
Aufsatz in Zeitschrift
183
Collection of articles of several authors
1
Rezension
1
Sammelwerk
1
Systematic review
1
Übersichtsarbeit
1
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Language
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English
183
Author
All
Phillips, Peter C. B.
7
Taylor, Robert
7
Spanos, Aris
6
Andreou, Elena
4
Kilian, Lutz
4
Dagum, Estela Bee
3
Franses, Philip Hans
3
Harvey, David I.
3
Kapetanios, George
3
Leybourne, Stephen James
3
Maasoumi, Esfandiar
3
Proietti, Tommaso
3
Psaradakis, Zacharias G.
3
Ashley, Richard A.
2
Astill, Sam
2
Audrino, Francesco
2
Cavaliere, Giuseppe
2
Granger, C. W. J.
2
He, Changli
2
Hendry, David F.
2
Herwartz, Helmut
2
Hodgson, Douglas J.
2
Jawadi, Fredj
2
Johansen, Søren
2
Kočenda, Evžen
2
Lee, Tae-hwy
2
Lucas, André
2
McAleer, Michael
2
McElroy, Tucker
2
Moon, Hyungsik Roger
2
Osborn, Denise R.
2
Swanson, Norman R.
2
Teräsvirta, Timo
2
Wang, Shixuan
2
Abaye, A.
1
Alcalá-Fdez, Jesús
1
Alexandrov, Theodore
1
Allen, David E.
1
Anatolyev, Stanislav
1
Anderson, Richard G.
1
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Published in...
All
Econometric reviews
Journal of empirical finance
Journal of econometrics
329
International journal of forecasting
310
Economics letters
283
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
243
Journal of forecasting
229
Econometric theory
191
Economic modelling
126
Applied economics
125
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
108
Journal of applied econometrics
98
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
79
Applied economics letters
74
Journal of economic dynamics & control
73
Computational economics
72
Energy economics
66
Jahrbücher für Nationalökonomie und Statistik
64
Oxford bulletin of economics and statistics
61
Journal of international money and finance
55
European journal of operational research : EJOR
49
The econometrics journal
49
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
49
The review of economics and statistics
48
Journal of macroeconomics
47
Econometrics : open access journal
42
Journal of business economics : JBE
42
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
41
Macroeconomic dynamics
38
Applied financial economics
36
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
36
Finance research letters
35
International review of economics & finance : IREF
33
Journal of banking & finance
33
Journal of monetary economics
32
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
32
Journal of economic surveys
31
Kredit und Kapital
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
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ECONIS (ZBW)
183
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183
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1
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Forward detrending for heteroskedasticity-robust panel unit root testing
Herwartz, Helmut
;
Maxand, Simone
;
Yabibal Mulualem Walle
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 28-53
Persistent link: https://www.econbiz.de/10014305436
Saved in:
7
Smooth structural changes and common factors in nonstationary panel data : an analysis of healthcare expenditures†
Nazlıoğlu, Şaban
;
Lee, Junsoo
;
Tieslau, Margie A.
; …
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 78-97
Persistent link: https://www.econbiz.de/10014305439
Saved in:
8
A robust score-driven filter for multivariate time series
D'Innocenzo, Enzo
;
Luati, Alessandra
;
Mazzocchi, Mario
- In:
Econometric reviews
42
(
2023
)
5
,
pp. 441-470
Persistent link: https://www.econbiz.de/10014305555
Saved in:
9
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:
10
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
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