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subject:"Time series analysis"
~isPartOf:"Econometric theory"
~subject:"Volatilität"
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Time series analysis
Volatilität
Theorie
714
Theory
714
Estimation theory
284
Schätztheorie
284
Zeitreihenanalyse
190
Nichtparametrisches Verfahren
64
Nonparametric statistics
64
Regression analysis
64
Regressionsanalyse
64
Statistical test
60
Statistischer Test
60
Einheitswurzeltest
55
Unit root test
55
Stochastic process
42
Stochastischer Prozess
42
Cointegration
40
Kointegration
40
ARCH model
37
ARCH-Modell
37
Statistical theory
36
Statistische Methodenlehre
36
Autocorrelation
26
Autokorrelation
26
Econometrics
26
Ökonometrie
26
Statistical distribution
25
Statistische Verteilung
25
Bootstrap approach
24
Bootstrap-Verfahren
24
Heteroscedasticity
23
Heteroskedastizität
23
Estimation
21
Schätzung
21
Panel
19
Panel study
19
VAR model
19
VAR-Modell
19
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16
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16
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Article
198
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198
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198
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2
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2
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2
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2
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2
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1
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English
198
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Phillips, Peter C. B.
11
Hong, Yongmiao
6
Saikkonen, Pentti
6
Lütkepohl, Helmut
5
Chambers, Marcus J.
4
Johansen, Søren
4
Linton, Oliver
4
Park, Joon Y.
4
Robinson, Peter M.
4
Taylor, Robert
4
Wang, Qiying
4
Bierens, Herman J.
3
Chen, Bin
3
Choi, In
3
Gao, Jiti
3
Grégoir, Stéphane
3
Harris, David
3
Jong, Robert M. de
3
Meitz, Mika
3
Moon, Hyungsik Roger
3
Perron, Pierre
3
Vogelsang, Timothy J.
3
Abadir, Karim Maher
2
Bandi, Federico M.
2
Barrio Castro, Tomás del
2
Breitung, Jörg
2
Cai, Zongwu
2
Carrasco, Marine
2
Cavaliere, Giuseppe
2
Chen, Xiaohong
2
Chong, Terence Tai-Leung
2
Deo, Rohit S.
2
Florens, Jean-Pierre
2
Francq, Christian
2
Hassler, Uwe
2
Hidalgo, Javier
2
Hurvich, Clifford M.
2
Jansson, Michael
2
Jeganathan, P.
2
Larsson, Rolf
2
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Econometric theory
Journal of econometrics
414
Economics letters
340
International journal of forecasting
335
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
277
Journal of forecasting
256
NBER working paper series
219
Working paper / National Bureau of Economic Research, Inc.
213
Discussion paper / Tinbergen Institute
207
NBER Working Paper
207
Econometric reviews
166
Economic modelling
165
Applied economics
151
Journal of economic dynamics & control
127
Journal of banking & finance
126
Working paper
126
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
124
Journal of applied econometrics
116
Discussion paper / Centre for Economic Policy Research
115
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
111
Applied economics letters
109
Journal of empirical finance
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
CREATES research paper
102
Computational economics
100
Energy economics
99
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
91
Finance research letters
90
Journal of international money and finance
90
Working paper / Department of Econometrics and Business Statistics, Monash University
86
International journal of theoretical and applied finance
85
Journal of financial economics
83
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
78
EUI working paper / ECO
75
International review of economics & finance : IREF
75
International review of financial analysis
75
CESifo working papers
73
Mathematical finance : an international journal of mathematics, statistics and financial theory
72
Macroeconomic dynamics
70
The European journal of finance
69
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ECONIS (ZBW)
198
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31
Realized volatility when sampling times are possibly endogenous
Li, Yingying
;
Mykland, Per A.
;
Renault, Eric
;
Zhang, Lan
; …
- In:
Econometric theory
30
(
2014
)
3
,
pp. 580-605
Persistent link: https://www.econbiz.de/10010500887
Saved in:
32
Nonparametric nonstationarity tests
Bandi, Federico M.
;
Corradi, Valentina
- In:
Econometric theory
30
(
2014
)
1
,
pp. 127-149
Persistent link: https://www.econbiz.de/10010399784
Saved in:
33
A fixed-b perspective on the Phillips-Perron unit root tests
Vogelsang, Timothy J.
;
Wagner, Martin
- In:
Econometric theory
29
(
2013
)
3
,
pp. 609-628
Persistent link: https://www.econbiz.de/10009778503
Saved in:
34
A nonparametric goodness-of-fit-based test for conditional heteroskedasticity
Su, Liangjun
;
Ullah, Aman
- In:
Econometric theory
29
(
2013
)
1
,
pp. 187-212
Persistent link: https://www.econbiz.de/10009747860
Saved in:
35
The impact of persistent cycles on zero frequency unit root tests
Barrio Castro, Tomás del
;
Rodrigues, Paulo M. M.
; …
- In:
Econometric theory
29
(
2013
)
6
,
pp. 1289-1313
Persistent link: https://www.econbiz.de/10010343724
Saved in:
36
Detection of nonconstant long memory parameter
Lavancier, Frédéric
;
Leipus, Remigijus
;
Philippe, Anne
; …
- In:
Econometric theory
29
(
2013
)
5
,
pp. 1009-1056
Persistent link: https://www.econbiz.de/10010248314
Saved in:
37
Nonparametric inference for conditional quantiles of time series
Xu, Ke-li
- In:
Econometric theory
29
(
2013
)
4
,
pp. 673-698
Persistent link: https://www.econbiz.de/10010210168
Saved in:
38
Sums of exponentials of random walks with drift
Qu, Xi
;
Jong, Robert M. de
- In:
Econometric theory
28
(
2012
)
4
,
pp. 915-924
Persistent link: https://www.econbiz.de/10009669724
Saved in:
39
A necessary moment condition for the fractional functional central limit theorem
Johansen, Søren
;
Ørregaard Nielsen, Morten
- In:
Econometric theory
28
(
2012
)
3
,
pp. 671-679
Persistent link: https://www.econbiz.de/10009545803
Saved in:
40
A new panel data treatment for heterogeneity in time trends
Kneip, Alois
;
Sickles, Robin C.
;
Song, Wonho
- In:
Econometric theory
28
(
2012
)
3
,
pp. 590-628
Persistent link: https://www.econbiz.de/10009545823
Saved in:
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