//--> //--> //--> //-->
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:"Zeitreihenanalyse"
~isPartOf:"Applied economics letters"
~isPartOf:"Applied economics"
~subject:"ARCH model"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
ARCH model
Theorie
2,576
Theory
2,576
Estimation
480
Schätzung
480
USA
258
United States
257
Time series analysis
169
Forecasting model
138
Prognoseverfahren
138
Welt
113
World
113
Geldpolitik
112
Monetary policy
112
Economic growth
109
Wirtschaftswachstum
109
Volatility
102
Volatilität
102
Börsenkurs
97
Share price
97
Portfolio selection
94
Portfolio-Management
94
Risiko
93
Risk
92
Capital income
87
Kapitaleinkommen
87
Großbritannien
86
United Kingdom
86
Inflation
84
Cointegration
78
Kointegration
78
Exchange rate
71
Wechselkurs
71
Einheitswurzeltest
67
Produktivität
67
Unit root test
67
Productivity
66
Kaufkraftparität
64
Purchasing power parity
64
more ...
less ...
Online availability
All
Undetermined
79
Free
3
Type of publication
All
Article
213
Type of publication (narrower categories)
All
Article in journal
213
Aufsatz in Zeitschrift
213
Language
All
English
213
Author
All
Gil-Alaña, Luis A.
12
Moosa, Imad A.
6
Bahmani-Oskooee, Mohsen
4
Caporale, Guglielmo Maria
4
Cook, Steven
4
Blazsek, Szabolcs
3
Burns, Kelly
3
Franses, Philip Hans
3
Leybourne, Stephen James
3
Newbold, Paul
3
Amador, Rosa Badillo
2
Balcombe, Kelvin G.
2
Belaire-Franch, Jorge
2
Brorsen, B. Wade
2
Bukenya, James
2
Carcel, Hector
2
Chambers, Marcus J.
2
Chang, Tsangyao
2
Diao, Xundi
2
Dixon, Robert J.
2
Fukuda, Kosei
2
Giles, David E. A.
2
Guesmi, Khaled
2
Gupta, Rangan
2
Harvey, David I.
2
Hatemi-J, Abdulnasser
2
Kim, Jong-Min
2
Lai, Kon-sun
2
Lim, Guay C.
2
Narayan, Paresh Kumar
2
Narayan, Seema
2
Paudel, Krishna P.
2
Payne, James E.
2
Ranjbar, Omid
2
Shin, Dong-wan
2
Speight, Alan E. H.
2
Vougas, Dimitrios V.
2
Wang, Yi-Hsien
2
Yoon, Gawon
2
Abdullah, Dewan A.
1
more ...
less ...
Published in...
All
Applied economics letters
Applied economics
Journal of econometrics
365
International journal of forecasting
330
Economics letters
296
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
255
Journal of forecasting
252
Econometric theory
221
Discussion paper / Tinbergen Institute
185
Econometric reviews
150
Economic modelling
125
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
112
Journal of applied econometrics
110
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
106
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
102
Journal of empirical finance
86
Working paper
84
Computational economics
83
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
83
Working paper / Department of Econometrics and Business Statistics, Monash University
80
Journal of economic dynamics & control
79
CREATES research paper
77
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
71
Energy economics
68
NBER Working Paper
63
The econometrics journal
62
EUI working paper / ECO
60
Working paper / National Bureau of Economic Research, Inc.
60
Oxford bulletin of economics and statistics
59
Série des documents de travail / Centre de Recherche en Économie et Statistique
58
Cowles Foundation discussion paper
57
Finance research letters
57
NBER working paper series
57
CESifo working papers
53
Discussion papers of interdisciplinary research project 373
53
Journal of banking & finance
53
SFB 649 discussion paper
51
European journal of operational research : EJOR
49
Econometrics : open access journal
45
International review of economics & finance : IREF
44
more ...
less ...
Source
All
ECONIS (ZBW)
213
Showing
1
-
10
of
213
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
2
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
3
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
4
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
Saved in:
5
Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
Saved in:
6
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
7
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
Saved in:
8
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
9
On the convergence of metals price - a series of Fourier DF unit root tests
Cai, Yifei
;
Chang, Tsangyao
- In:
Applied economics letters
30
(
2023
)
17
,
pp. 2450-2454
Persistent link: https://www.econbiz.de/10014365933
Saved in:
10
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
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...
//-->