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subject:"Time series analysis"
~isPartOf:"Handbook of financial time series"
~type_genre:"Aufsatz im Buch"
~type_genre:"Lehrbuch"
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Time series analysis
Theorie
19
Theory
19
Zeitreihenanalyse
9
Stochastic process
5
Stochastischer Prozess
5
Volatility
5
Volatilität
5
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Aufsatz im Buch
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English
9
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Hurvich, Clifford M.
2
Lindner, Alexander M.
2
Andreou, Elena
1
Chen, Willa W.
1
Ghysels, Eric
1
Johannes, Michael
1
Lange, Theis
1
Paparoditis, Efstathios
1
Politis, Dimitris N.
1
Polson, Nicholas G.
1
Rahbek, Anders
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Handbook of financial time series
Long memory in economics : with 50 tables
10
Analyse saisonaler Zeitreihen
9
Lehr- und Handbücher der Statistik
9
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
9
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
7
Universitext
7
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
6
Wiley series in probability and statistics
6
Bootstrap inference in time series econometrics
5
Classification and clustering in business cycle analysis
5
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]
5
Handbook of econometrics ; Vol. 2
5
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
5
Progress in financial markets research
5
Springer texts in statistics
5
State space and unobserved component models : theory and applications
5
The Oxford handbook of economic forecasting
5
Applied quantitative finance
4
Bioenvironmental and public health statistics
4
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
4
Econometric analysis of financial and economic time series ; part B
4
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
4
On testing and forecasting in fractionally integrated time series models
4
Statistical methods in finance
4
Statistical properties of GARCH processes
4
Cointegration for the applied economist
3
Contributions to financial econometrics : theoretical and practical issues
3
Count data autoregression modelling
3
Econometric analysis of financial markets
3
Econometric modelling of durations between economic events
3
Econometrics of short and unreliable time series
3
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
3
Growth and cycle in the Euro-zone
3
Handbook of economic forecasting ; Vol. 1
3
Implikationen der Währungsunion für makroökonometrische Modelle
3
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]
3
Managementwissen für Studium und Praxis
3
Monetary transmission mechanisms and central bank policy : essays in econometric modelling
3
Neuere Entwicklungen in der angewandten Ökonometrie : Beiträge zum 1. Karlsruher Ökonometrie-Workshop
3
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1
An introduction to univariate GARCH models
Teräsvirta, Tim
- In:
Handbook of financial time series
,
(pp. 17-42)
.
2009
Persistent link: https://www.econbiz.de/10003833776
Saved in:
2
Stationary, mixing, distributional properties and moments of GARCH (p,q)-processes
Lindner, Alexander M.
- In:
Handbook of financial time series
,
(pp. 43-69)
.
2009
Persistent link: https://www.econbiz.de/10003833778
Saved in:
3
Stochastic volatility models with long memory
Hurvich, Clifford M.
;
Soulier, Philippe
- In:
Handbook of financial time series
,
(pp. 345-354)
.
2009
Persistent link: https://www.econbiz.de/10003833970
Saved in:
4
Continuous time approximations to GARCH and stochastic volatility models
Lindner, Alexander M.
- In:
Handbook of financial time series
,
(pp. 481-496)
.
2009
Persistent link: https://www.econbiz.de/10003834175
Saved in:
5
Fractional cointegration
Chen, Willa W.
;
Hurvich, Clifford M.
- In:
Handbook of financial time series
,
(pp. 709-726)
.
2009
Persistent link: https://www.econbiz.de/10003834216
Saved in:
6
Structural breaks in financial time series
Andreou, Elena
;
Ghysels, Eric
- In:
Handbook of financial time series
,
(pp. 839-870)
.
2009
Persistent link: https://www.econbiz.de/10003834237
Saved in:
7
An introduction to regime switching time series models
Lange, Theis
;
Rahbek, Anders
- In:
Handbook of financial time series
,
(pp. 871-887)
.
2009
Persistent link: https://www.econbiz.de/10003834264
Saved in:
8
Resampling and subsampling for financial time series
Paparoditis, Efstathios
;
Politis, Dimitris N.
- In:
Handbook of financial time series
,
(pp. 983-999)
.
2009
Persistent link: https://www.econbiz.de/10003834282
Saved in:
9
Particle filtering
Johannes, Michael
;
Polson, Nicholas G.
- In:
Handbook of financial time series
,
(pp. 1015-1029)
.
2009
Persistent link: https://www.econbiz.de/10003834288
Saved in:
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