//--> //--> //-->
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:"Forecasting model"
~person:"Sibbertsen, Philipp"
~subject:"Structural break"
~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
Forecasting model
Structural break
Time series analysis
22
Zeitreihenanalyse
22
Theorie
13
Theory
13
Estimation
7
Schätzung
7
Strukturbruch
7
Long memory
6
Volatility
6
Volatilität
6
Fractional integration
5
ARMA model
4
ARMA-Modell
4
Börsenkurs
4
Cointegration
4
Estimation theory
4
Kointegration
4
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Schätztheorie
4
Share price
4
Capital income
3
Kapitaleinkommen
3
Nichtlineare Regression
3
Nonlinear regression
3
Persistence
3
semiparametric estimation
3
ARCH model
2
ARCH-Modell
2
CAPM
2
Changing persistence
2
EU countries
2
EU-Staaten
2
Euro area
2
Eurozone
2
Fractional cointegration
2
Kaufkraftparität
2
Markov chain
2
more ...
less ...
Online availability
All
Undetermined
4
Free
2
Type of publication
All
Article
8
Type of publication (narrower categories)
All
Article in journal
Graue Literatur
20
Non-commercial literature
20
Arbeitspapier
17
Working Paper
17
Aufsatz in Zeitschrift
8
Hochschulschrift
3
Aufsatzsammlung
2
Collection of articles of several authors
1
Collection of articles written by one author
1
Forschungsbericht
1
Sammelwerk
1
Sammlung
1
Thesis
1
more ...
less ...
Language
All
English
8
Author
All
Sibbertsen, Philipp
Gupta, Rangan
41
Gil-Alaña, Luis A.
28
Franses, Philip Hans
22
Petropoulos, Fotios
22
Hyndman, Rob J.
20
Moosa, Imad A.
19
Clements, Michael P.
17
Leybourne, Stephen James
17
Spiliotis, Evangelos
17
Chang, Tsangyao
16
Hendry, David F.
16
Perron, Pierre
16
Swanson, Norman R.
16
Assimakopoulos, V.
15
Bratu, Mihaela
15
Koop, Gary
15
Makridakis, Spyros G.
15
Marcellino, Massimiliano
15
Harvey, David I.
14
Koopman, Siem Jan
14
Athanasopoulos, George
13
Ma, Feng
13
Narayan, Paresh Kumar
13
Taylor, Robert
13
Kang, Yanfei
12
Wang, Yudong
12
Castle, Jennifer
11
Kapetanios, George
11
Kourentzes, Nikolaos
11
Omay, Tolga
11
Pincheira, Pablo
11
Ravazzolo, Francesco
11
Shang, Han Lin
11
Weron, Rafał
11
Camacho, Maximo
10
Caporale, Guglielmo Maria
10
Degiannakis, Stavros
10
Enders, Walter
9
Hassani, Hossein
9
Korobilis, Dimitris
9
more ...
less ...
Published in...
All
Economics letters
2
Journal of banking & finance
2
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of forecasting
1
Open economies review
1
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Long memory, spurious memory : persistence in range-based volatility of exchange rates
Afzal, Alia
;
Sibbertsen, Philipp
- In:
Open economies review
34
(
2023
)
4
,
pp. 789-811
Persistent link: https://www.econbiz.de/10014383572
Saved in:
2
Optimal forecasts in the presence of discrete structural breaks under long memory
Mboya, Mwasi Paza
;
Sibbertsen, Philipp
- In:
Journal of forecasting
42
(
2023
)
7
,
pp. 1889-1908
Persistent link: https://www.econbiz.de/10014432798
Saved in:
3
Measuring macroeconomic convergence and divergence within EMU using long memory
Dräger, Lena
;
Kolaiti, Theoplasti
;
Sibbertsen, Philipp
- In:
Empirical economics : a quarterly journal of the …
65
(
2023
)
5
,
pp. 2333-2356
Persistent link: https://www.econbiz.de/10014388932
Saved in:
4
The memory of beta
Becker, Janis
;
Hollstein, Fabian
;
Prokopczuk, Marcel
; …
- In:
Journal of banking & finance
124
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012816442
Saved in:
5
Distinguishing between breaks in the mean and breaks in persistence under long memory
Wingert, Simon
;
Mboya, Mwasi Paza
;
Sibbertsen, Philipp
- In:
Economics letters
193
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012509210
Saved in:
6
A simple test on structural change in long-memory time series
Wenger, Kai
;
Leschinski, Christian
;
Sibbertsen, Philipp
- In:
Economics letters
163
(
2018
),
pp. 90-94
Persistent link: https://www.econbiz.de/10011982960
Saved in:
7
Testing for a break in the persistence in yield spreads of EMU government bonds
Sibbertsen, Philipp
;
Wegener, Christoph
;
Basse, Tobias
- In:
Journal of banking & finance
41
(
2014
),
pp. 109-118
Persistent link: https://www.econbiz.de/10010408487
Saved in:
8
Long memory vs. structural change in financial time series
Krämer, Walter
;
Sibbertsen, Philipp
;
Kleiber, Christian
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
86
(
2002
)
1
,
pp. 83-96
Persistent link: https://www.econbiz.de/10001650471
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->