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subject:"Time series analysis"
type_genre:"Glossary included"
~subject:"Finanzsektor"
~type_genre:"Book section"
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Bootstrap inference in time series econometrics
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Classification and clustering in business cycle analysis
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
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Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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On testing and forecasting in fractionally integrated time series models
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Statistical methods in finance
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Statistical properties of GARCH processes
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Handbook of economic forecasting ; Vol. 1
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Implikationen der Währungsunion für makroökonometrische Modelle
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Kondratieffs Zyklen der Wirtschaft : an der Schwelle neuer Vollbeschäftigung? ; (Beiträge zur Theorie der Langen Wellen und ihrer praktischen Anwendung - ein interdisziplinärer Dialog) ; [erarbeitet auf der Grundlage von Beiträgen zur Internationalen Fachtagung "Offensiv zu Arbeitsplätzen: Weltmärkte 2010" des Lindenthal-Instituts Köln am 14. und 15. September 1996 über die Theorie der Langen Wellen und ihre praktische Anwendung]
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Monetary transmission mechanisms and central bank policy : essays in econometric modelling
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Neuere Entwicklungen in der angewandten Ökonometrie : Beiträge zum 1. Karlsruher Ökonometrie-Workshop
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On turning point detection in cyclical processes : with applications to the monitoring of business cycles
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ECONIS (ZBW)
677
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1
Discrete fourier transforms of fractional processes with econometric applications
Phillips, Peter C. B.
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 3-71)
.
2023
Persistent link: https://www.econbiz.de/10014313196
Saved in:
2
Powerful self-normalizing tests for stationarity against the alternative of a unit root
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Essays in honor of Joon Y. Park : econometric theory
,
(pp. 97-114)
.
2023
Persistent link: https://www.econbiz.de/10014313262
Saved in:
3
Markov switching rationality
Odendahl, Florens
;
Rossi, Barbara
;
Sekhposyan, Tatevik
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 35-64)
.
2023
Persistent link: https://www.econbiz.de/10014315144
Saved in:
4
Quantile impulse response analysis with applications in macroeconomics and finance
Jung, Whayoung
;
Lee, Ji Hyung
- In:
Essays in honor of Joon Y. Park : econometric …
,
(pp. 99-131)
.
2023
Persistent link: https://www.econbiz.de/10014315152
Saved in:
5
Determining the impact of different forms of stationarity on financial time series analysis
Greunen, Jan van
;
Heymans, André
- In:
Business research : an illustrative guide to practical …
,
(pp. 61-76)
.
2023
Persistent link: https://www.econbiz.de/10014317749
Saved in:
6
Incorporating external factors into time series forecasts
Baets, Shari de
;
Harvey, Nigel
- In:
Judgment in Predictive Analytics
,
(pp. 265-287)
.
2023
Persistent link: https://www.econbiz.de/10014301366
Saved in:
7
Finance and financial economics : a philosophy of science perspective
Vergara-Fernández, Melissa
;
Bruin, Boudewijn Paul de
- In:
The Routledge handbook of the philosophy of economics
,
(pp. 198-207)
.
2022
Persistent link: https://www.econbiz.de/10013166553
Saved in:
8
Innovation and financialization in the corporate economy
Lazonick, William
- In:
The new enlightenment : reshaping capitalism and the …
,
(pp. 26-34)
.
2022
Persistent link: https://www.econbiz.de/10013413419
Saved in:
9
Statistical arbitrage using cointegration and principal component analysis approach
Bartkoviak, Oleksandr
;
Shpyrko, Viktor
;
Chernyak, Oleksandr
- In:
Business Development and Economic Governance in …
,
(pp. 167-182)
.
2022
Persistent link: https://www.econbiz.de/10013413520
Saved in:
10
Heterogeneous switching in FAVAR models
Guérin, Pierre
;
Leiva-León, Danilo
- In:
Essays in honour of Fabio Canova
,
(pp. 65-98)
.
2022
Persistent link: https://www.econbiz.de/10013443910
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