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subject:"Zeitreihenanalyse"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of empirical finance"
~type_genre:"Article in journal"
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Search: subject_exact:"Theory"
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Zeitreihenanalyse
Theorie
976
Theory
976
Time series analysis
176
Estimation
171
Schätzung
171
Estimation theory
148
Schätztheorie
148
Capital income
134
Kapitaleinkommen
134
Volatility
132
Volatilität
132
Forecasting model
111
Prognoseverfahren
111
Portfolio selection
99
Portfolio-Management
99
Börsenkurs
95
Share price
95
CAPM
80
Stochastic process
79
Stochastischer Prozess
79
Statistical test
78
Statistischer Test
78
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77
ARCH-Modell
77
USA
74
United States
74
Bayes-Statistik
58
Bayesian inference
58
Statistical distribution
56
Statistische Verteilung
56
Panel
53
Panel study
53
Statistical theory
53
Statistische Methodenlehre
53
Nichtparametrisches Verfahren
49
Nonparametric statistics
49
Regression analysis
47
Regressionsanalyse
47
Einheitswurzeltest
46
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69
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1
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Article
175
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1
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Article in journal
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176
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1
Rezension
1
Sammelwerk
1
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1
Übersichtsarbeit
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English
176
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Phillips, Peter C. B.
7
Taylor, Robert
7
Spanos, Aris
6
Andreou, Elena
4
Kilian, Lutz
4
Dagum, Estela Bee
3
Franses, Philip Hans
3
Harvey, David I.
3
Kapetanios, George
3
Leybourne, Stephen James
3
Maasoumi, Esfandiar
3
Proietti, Tommaso
3
Psaradakis, Zacharias G.
3
Ashley, Richard A.
2
Astill, Sam
2
Audrino, Francesco
2
Cavaliere, Giuseppe
2
Granger, C. W. J.
2
He, Changli
2
Hendry, David F.
2
Hodgson, Douglas J.
2
Jawadi, Fredj
2
Johansen, Søren
2
Kočenda, Evžen
2
Lee, Tae-hwy
2
Lucas, André
2
McAleer, Michael
2
McElroy, Tucker
2
Osborn, Denise R.
2
Swanson, Norman R.
2
Teräsvirta, Timo
2
Wang, Shixuan
2
Abaye, A.
1
Alcalá-Fdez, Jesús
1
Alexandrov, Theodore
1
Allen, David E.
1
Anatolyev, Stanislav
1
Anderson, Richard G.
1
Antoch, Jaromír
1
Aoki, Masanao
1
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Published in...
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Econometric reviews
Journal of empirical finance
Journal of econometrics
323
International journal of forecasting
303
Economics letters
270
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
231
Journal of forecasting
223
Econometric theory
190
Economic modelling
112
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
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
Applied economics letters
67
Journal of economic dynamics & control
65
Energy economics
54
Oxford bulletin of economics and statistics
54
The econometrics journal
47
European journal of operational research : EJOR
45
Econometrics : open access journal
41
The review of economics and statistics
41
Journal of macroeconomics
39
Macroeconomic dynamics
36
Finance research letters
34
Applied financial economics
30
Journal of economic surveys
30
Journal of the American Statistical Association : JASA
30
Journal of international money and finance
28
Journal of time series econometrics
28
Risks : open access journal
28
Journal of banking & finance
27
Journal of risk and financial management : JRFM
27
Management science : journal of the Institute for Operations Research and the Management Sciences
27
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
26
International review of economics & finance : IREF
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
International economic review
24
The North American journal of economics and finance : a journal of financial economics studies
24
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ECONIS (ZBW)
176
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176
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1
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
2
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:
3
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:
4
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:
5
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:
6
Forward detrending for heteroskedasticity-robust panel unit root testing
Herwartz, Helmut
;
Maxand, Simone
;
Yabibal Mulualem Walle
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 28-53
Persistent link: https://www.econbiz.de/10014305436
Saved in:
7
Smooth structural changes and common factors in nonstationary panel data : an analysis of healthcare expenditures†
Nazlıoğlu, Şaban
;
Lee, Junsoo
;
Tieslau, Margie A.
; …
- In:
Econometric reviews
42
(
2023
)
1
,
pp. 78-97
Persistent link: https://www.econbiz.de/10014305439
Saved in:
8
A robust score-driven filter for multivariate time series
D'Innocenzo, Enzo
;
Luati, Alessandra
;
Mazzocchi, Mario
- In:
Econometric reviews
42
(
2023
)
5
,
pp. 441-470
Persistent link: https://www.econbiz.de/10014305555
Saved in:
9
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:
10
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
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