//--> //--> //--> //-->
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:"Time series analysis"
~isPartOf:"Journal of forecasting"
~subject:"CAPM"
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:"Theory"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
CAPM
Theorie
585
Theory
585
Forecasting model
434
Prognoseverfahren
434
Zeitreihenanalyse
223
Estimation
74
Schätzung
74
Volatility
55
Volatilität
55
Capital income
47
Kapitaleinkommen
47
Estimation theory
45
Schätztheorie
45
USA
42
United States
42
ARCH model
38
ARCH-Modell
38
Forecast
38
Prognose
38
Börsenkurs
36
Share price
36
Bayes-Statistik
35
Bayesian inference
35
Neural networks
33
Neuronale Netze
33
forecasting
32
Economic forecast
29
Wirtschaftsprognose
29
Frühindikator
28
Leading indicator
28
Regression analysis
28
Regressionsanalyse
28
Exchange rate
27
Wechselkurs
27
Statistical distribution
26
Statistische Verteilung
26
VAR model
26
VAR-Modell
26
Inflation
23
more ...
less ...
Online availability
All
Undetermined
44
Free
9
Type of publication
All
Article
228
Type of publication (narrower categories)
All
Article in journal
228
Aufsatz in Zeitschrift
228
Collection of articles of several authors
4
Sammelwerk
4
Conference proceedings
1
Konferenzschrift
1
Language
All
English
228
Author
All
Brooks, Chris
5
Franses, Philip Hans
5
García-Ferrer, Antonio
5
Kunst, Robert M.
3
Peña, Daniel
3
Ravishanker, Nalini
3
Smith, Jim Q.
3
Souza, Reinaldo Castro
3
Biswas, Atanu
2
Brännäs, Kurt
2
Cai, Yuzhi
2
Chan, Wai-Sum
2
Chen, Cathy W. S.
2
Dua, Pami
2
Gooijer, Jan G. de
2
Guerrero, Víctor M.
2
Gupta, Rangan
2
Harrison, P. Jeff
2
Hecq, Alain W. J.
2
Herwartz, Helmut
2
Hoyo, Juan del
2
Hyndman, Rob J.
2
Jun, Duk Bin
2
Koop, Gary
2
Lee, Jack C.
2
Maiti, Raju
2
Mills, Terence C.
2
Nieto, Fabio H.
2
O'Connor, Marcus J.
2
Pittis, Nikitas
2
Ray, Bonnie K.
2
Reeves, Jonathan J.
2
Settimi, Raffaella
2
Swift, A. L.
2
Wu, Haifeng
2
Abraham, Bovas
1
Abu-Mostafa, Yaser S.
1
Aczel, Amir D.
1
Aiube, Fernando Antônio Lucena
1
Aksu, Celal
1
more ...
less ...
Published in...
All
Journal of forecasting
Journal of econometrics
361
Economics letters
339
International journal of forecasting
304
NBER working paper series
260
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
256
Working paper / National Bureau of Economic Research, Inc.
223
NBER Working Paper
213
Discussion paper / Tinbergen Institute
195
Econometric theory
195
Journal of economic dynamics & control
181
The journal of finance : the journal of the American Finance Association
171
Journal of financial economics
166
Journal of banking & finance
146
The review of financial studies
145
Economic modelling
144
Econometric reviews
135
Applied economics
132
Journal of empirical finance
123
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
115
Finance research letters
107
Working paper
106
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
101
Journal of applied econometrics
98
Applied economics letters
90
Computational economics
87
Discussion paper / Centre for Economic Policy Research
86
Management science : journal of the Institute for Operations Research and the Management Sciences
86
CREATES research paper
81
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Mathematical finance : an international journal of mathematics, statistics and financial theory
78
European journal of operational research : EJOR
76
Journal of monetary economics
76
International review of economics & finance : IREF
72
CESifo working papers
70
Journal of international money and finance
69
Research paper series / Swiss Finance Institute
68
International review of financial analysis
67
more ...
less ...
Source
All
ECONIS (ZBW)
228
Showing
31
-
40
of
228
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
31
A model sufficiency test using permutation entropy
Huang, Xin
;
Shang, Han Lin
;
Pitt, David C.
- In:
Journal of forecasting
41
(
2022
)
5
,
pp. 1017-1036
Persistent link: https://www.econbiz.de/10013287897
Saved in:
32
Forecasting ability of a periodic component extracted from large-cap index time series
O'Shea, Michael J.
- In:
Journal of forecasting
36
(
2017
)
1
,
pp. 43-55
Persistent link: https://www.econbiz.de/10011729053
Saved in:
33
Ensemble forecasting for complex time series using sparse representation and neural networks
Yu, Lean
;
Zhao, Yang
;
Tang, Ling
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 122-138
Persistent link: https://www.econbiz.de/10011729109
Saved in:
34
On the modelling and forecasting of multivariate realized volatility : generalized heterogeneous autoregressive (GHAR) model
Čech, František
;
Baruník, Jozef
- In:
Journal of forecasting
36
(
2017
)
2
,
pp. 181-206
Persistent link: https://www.econbiz.de/10011729136
Saved in:
35
Bayesian forecasting for time series of categorical data
Angers, Jean-François
;
Biswas, Atanu
;
Maiti, Raju
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 217-229
Persistent link: https://www.econbiz.de/10011729239
Saved in:
36
Forecast combinations in a DSGE-VAR lab
Costantini, Mauro
;
Gunter, Ulrich
;
Kunst, Robert M.
- In:
Journal of forecasting
36
(
2017
)
3
,
pp. 305-324
Persistent link: https://www.econbiz.de/10011729264
Saved in:
37
Time‐varying parameter realized volatility models
Wang, Yudong
;
Pan, Zhiyuan
;
Wu, Chongfeng
- In:
Journal of forecasting
36
(
2017
)
5
,
pp. 566-580
Persistent link: https://www.econbiz.de/10011860698
Saved in:
38
Prediction‐based adaptive compositional model for seasonal time series analysis
Chang, Kun
;
Chen, Rong
;
Fomby, Thomas B.
- In:
Journal of forecasting
36
(
2017
)
7
,
pp. 842-853
Persistent link: https://www.econbiz.de/10011860758
Saved in:
39
Nonlinearities in the CAPM : evidence from developed and emerging markets
Neslihanoglu, Serdar
;
Sogiakas, Vasilios
;
McColl, John H.
; …
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 867-897
Persistent link: https://www.econbiz.de/10011860846
Saved in:
40
Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR
Gupta, Rangan
;
Olson, Eric
;
Wohar, Mark E.
- In:
Journal of forecasting
36
(
2017
)
6
,
pp. 640-650
Persistent link: https://www.econbiz.de/10011861401
Saved in:
First
Prev
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->