//--> //--> //--> //-->
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:"United States"
~isPartOf:"The journal of futures markets"
~subject:"Structural break"
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
| 3 applied filters
Year of publication
From:
To:
Subject
All
United States
Structural break
Time series analysis
39
Zeitreihenanalyse
39
USA
29
Commodity exchange
19
Warenbörse
19
Theorie
11
Theory
11
Currency derivative
7
Derivat
7
Derivative
7
Index futures
7
Index-Futures
7
Währungsderivat
7
Börsenkurs
6
Share price
6
Volatility
6
Volatilität
6
Estimation
5
Estimation theory
5
Oil market
5
Schätztheorie
5
Schätzung
5
Ölmarkt
5
Commodity derivative
4
Hedging
4
Rohstoffderivat
4
Forecasting model
3
Interest rate derivative
3
Prognoseverfahren
3
Sojabohne
3
Soybean
3
Zinsderivat
3
Aktienindex
2
Benzin
2
Cattle market
2
Chaos theory
2
Chaostheorie
2
Cointegration
2
Forecast
2
more ...
less ...
Type of publication
All
Article
29
Type of publication (narrower categories)
All
Article in journal
29
Aufsatz in Zeitschrift
29
Language
All
English
29
Author
All
Brorsen, B. Wade
2
Najand, Mohammad
2
Wang, George H. K.
2
Adkins, Lee Chester
1
Aggarwal, Reena
1
Baldauf, Brad
1
Banerjee, Aniruddha
1
Bessler, David A.
1
Brandt, Jon A.
1
Canarella, Giorgio
1
Caples, Stephen C.
1
Chatterjee, Sris
1
Cho, Jang Hyung
1
Covey, Ted
1
Crato, Nuno
1
Crowder, William J.
1
Cyr, Don J.
1
Daigler, Robert T.
1
DeCoster, Gregory P.
1
Fortenbery, T. Randall
1
Gao, Andre H.
1
Hall, Joyce A.
1
Hamed, Anas
1
Herbst, Anthony F.
1
Holt, Matthew T.
1
Inclan, Carla
1
Kare, Dilip D.
1
Krehbiel, Timothy L.
1
Labys, Walter C.
1
Lashgari, Malek K.
1
Llewellyn, Tanya
1
Ma, Cindy W.
1
Martens, Martin
1
McCarthy, Joseph
1
Melvin, Michael
1
Mitchell, Douglas W.
1
Pollard, Stephen K.
1
Ray, Bonnie K.
1
Santoni, Gary James
1
Schwarz, Thomas V.
1
more ...
less ...
Published in...
All
The journal of futures markets
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
103
Applied economics
75
Economics letters
68
Working paper / National Bureau of Economic Research, Inc.
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
55
Journal of econometrics
53
International journal of forecasting
51
Economic modelling
48
Journal of applied econometrics
43
Journal of macroeconomics
41
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
38
Applied economics letters
37
The review of economics and statistics
37
Discussion paper / Tinbergen Institute
36
Discussion paper / Centre for Economic Policy Research
33
Journal of money, credit and banking : JMCB
33
Working paper
32
CESifo working papers
30
Energy economics
30
Journal of forecasting
28
The journal of finance : the journal of the American Finance Association
28
CREATES research paper
25
Journal of monetary economics
23
Oxford bulletin of economics and statistics
22
Econometric reviews
21
International review of economics & finance : IREF
20
Applied financial economics
19
Economics and finance working paper series
19
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
19
NBER working paper series
18
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
18
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
17
The review of financial studies
17
Journal of economic dynamics & control
16
Journal of empirical finance
16
Macroeconomic dynamics
16
American journal of agricultural economics
15
Finance and economics discussion series
15
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
14
more ...
less ...
Source
All
ECONIS (ZBW)
29
Showing
1
-
10
of
29
Sort
Relevance
Date (newest first)
Date (oldest first)
1
A filtering process to remove the stochastic component from intraday seasonal volatility
Cho, Jang Hyung
;
Daigler, Robert T.
- In:
The journal of futures markets
34
(
2014
)
5
,
pp. 479-495
Persistent link: https://www.econbiz.de/10010370879
Saved in:
2
Volatility dynamics of NYMEX natural gas futures prices
Suenaga, Hiroaki
;
Smith, Aaron D.
;
Williams, Jeffrey
- In:
The journal of futures markets
28
(
2008
)
5
,
pp. 438-463
Persistent link: https://www.econbiz.de/10003699693
Saved in:
3
Predicting financial volatility : high-frequency time-series forecasts vis-à-Vis implied volatility
Martens, Martin
;
Zein, Jason
- In:
The journal of futures markets
24
(
2004
)
11
,
pp. 1005-1028
Persistent link: https://www.econbiz.de/10002248611
Saved in:
4
Memory in returns and volatilities of futures' contracts
Crato, Nuno
;
Ray, Bonnie K.
- In:
The journal of futures markets
20
(
2000
)
6
,
pp. 525-543
Persistent link: https://www.econbiz.de/10001509972
Saved in:
5
Modeling nonlinear dynamics of daily futures price changes
Gao, Andre H.
;
Wang, George H. K.
- In:
The journal of futures markets
19
(
1999
)
3
,
pp. 325-351
Persistent link: https://www.econbiz.de/10001377991
Saved in:
6
Detecting volatility changes across the oil sector
Wilson, Berry K.
- In:
The journal of futures markets
16
(
1996
)
3
,
pp. 313-330
Persistent link: https://www.econbiz.de/10001198874
Saved in:
7
A time series approach to testing for market linkage : unit root and cointegration tests
Wang, George H. K.
- In:
The journal of futures markets
14
(
1994
)
4
,
pp. 457-474
Persistent link: https://www.econbiz.de/10001169791
Saved in:
8
Price discovery in petroleum markets : arbitrage, cointegration, and the time interval of analysis
Schwarz, Thomas V.
- In:
The journal of futures markets
14
(
1994
)
2
,
pp. 147-167
Persistent link: https://www.econbiz.de/10001169804
Saved in:
9
A time series test of calendar seasonalities in the S & P 500 index since the introduction of index derivative securities
Cyr, Don J.
- In:
The journal of futures markets
14
(
1994
)
5
,
pp. 511-529
Persistent link: https://www.econbiz.de/10001169818
Saved in:
10
Nonlinear dynamics of daily futures prices : conditional heteroskedasticity or chaos?
Yang, Seung-ryong
- In:
The journal of futures markets
13
(
1993
)
2
,
pp. 175-191
Persistent link: https://www.econbiz.de/10001141886
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->