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subject:"Zeitreihenanalyse"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Journal of empirical finance"
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Zeitreihenanalyse
Theorie
672
Theory
672
Estimation
130
Schätzung
130
Capital income
113
Kapitaleinkommen
113
Portfolio selection
100
Portfolio-Management
100
Time series analysis
97
Volatility
93
Volatilität
93
Börsenkurs
91
Share price
91
Forecasting model
78
Prognoseverfahren
78
CAPM
75
Stochastic process
66
Stochastischer Prozess
66
ARCH model
63
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63
Risiko
47
Risk
47
USA
47
United States
47
Yield curve
39
Zinsstruktur
39
Risikomaß
37
Risk measure
37
Nichtparametrisches Verfahren
35
Nonparametric statistics
35
Cointegration
33
Kointegration
33
Risk premium
33
Exchange rate
32
Risikoprämie
32
Wechselkurs
32
Estimation theory
30
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30
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45
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52
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51
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45
Graue Literatur
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Non-commercial literature
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English
97
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Gil-Alaña, Luis A.
9
Härdle, Wolfgang
7
Lütkepohl, Helmut
5
Saikkonen, Pentti
5
Lanne, Markku
4
Tschernig, Rolf
4
Breitung, Jörg
3
Kleinow, Torsten
3
Kreiß, Jens-Peter
3
Candelon, Bertrand
2
Chen, Song Xi
2
Kim, Chang-Jin
2
Nakano, Junji
2
Nelson, Charles R.
2
Neumann, Michael H.
2
Paparoditis, Efstathios
2
Phillips, Peter C. B.
2
Sekkat, Khalid
2
Swanson, Norman R.
2
Taylor, Robert
2
Teyssière, Gilles
2
Yamamoto, Yoshikazu
2
Yang, Lijian
2
Arakelian, V.
1
Astill, Sam
1
Ball, Clifford A.
1
Bee, Marco
1
Beine, Michel
1
Benkwitz, Alexander
1
Bernardi, Mauro
1
Boudt, Kris
1
Broze, Laurence
1
Cai, Lili
1
Cai, Zongwu
1
Campbell, John Y.
1
Caporale, Guglielmo Maria
1
Catania, Leopoldo
1
Cerrato, Mario
1
Chen Zhou
1
Choi, In
1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
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Discussion papers of interdisciplinary research project 373
Journal of empirical finance
Journal of econometrics
326
International journal of forecasting
303
Economics letters
275
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
235
Journal of forecasting
223
Econometric theory
190
Discussion paper / Tinbergen Institute
168
Econometric reviews
131
Economic modelling
112
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Applied economics
102
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
94
Journal of applied econometrics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Computational economics
71
Working paper
71
CREATES research paper
70
Applied economics letters
67
Journal of economic dynamics & control
66
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
EUI working paper / ECO
58
NBER Working Paper
57
Cowles Foundation discussion paper
55
Working paper / National Bureau of Economic Research, Inc.
55
Energy economics
54
Oxford bulletin of economics and statistics
54
NBER working paper series
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
CESifo working papers
48
European journal of operational research : EJOR
47
The econometrics journal
47
SFB 649 discussion paper
45
Discussion paper / Center for Economic Research, Tilburg University
41
Econometrics : open access journal
41
The review of economics and statistics
41
Journal of macroeconomics
39
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ECONIS (ZBW)
97
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97
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1
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
2
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
3
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
4
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
5
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
6
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
7
Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
Qiu, Yue
;
Wang, Zongrun
;
Xie, Tian
;
Zhang, Xinyu
- In:
Journal of empirical finance
62
(
2021
),
pp. 179-201
Persistent link: https://www.econbiz.de/10012693338
Saved in:
8
Forecasting stock returns with large dimensional factor models
Giovannelli, Alessandro
;
Massacci, Daniele
;
Soccorsi, …
- In:
Journal of empirical finance
63
(
2021
),
pp. 252-269
Persistent link: https://www.econbiz.de/10013259267
Saved in:
9
Discussions on the spurious hyperbolic memory in the conditional variance and a new model
Ho, Kin-Yip
;
Shi, Yanlin
- In:
Journal of empirical finance
55
(
2020
),
pp. 83-103
Persistent link: https://www.econbiz.de/10012175262
Saved in:
10
Predicting the long-term stock market volatility : a GARCH-MIDAS model with variable selection
Fang, Tong
;
Lee, Tae-hwy
;
Su, Zhi
- In:
Journal of empirical finance
58
(
2020
),
pp. 36-49
Persistent link: https://www.econbiz.de/10012430452
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