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subject:"Zeitreihenanalyse"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Portfolio selection"
~subject:"Welfare analysis"
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Zeitreihenanalyse
Portfolio selection
Welfare analysis
Theorie
876
Theory
876
Time series analysis
237
Estimation theory
198
Schätztheorie
198
USA
189
United States
189
Estimation
170
Schätzung
170
Forecasting model
139
Prognoseverfahren
139
Volatility
75
Volatilität
75
Statistical test
69
Statistischer Test
69
Bayes-Statistik
68
Bayesian inference
68
Statistical theory
68
Statistische Methodenlehre
68
Nichtparametrisches Verfahren
64
Nonparametric statistics
64
Capital income
60
Kapitaleinkommen
60
Stochastic process
53
Stochastischer Prozess
53
Statistical distribution
50
Statistische Verteilung
50
Regression analysis
42
Regressionsanalyse
42
Markov chain
38
Markov-Kette
38
Simulation
38
VAR model
34
VAR-Modell
34
ARCH model
33
ARCH-Modell
33
Börsenkurs
33
Share price
33
Monte Carlo simulation
31
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75
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9
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Article
263
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Article in journal
259
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259
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2
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2
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2
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English
263
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Ghysels, Eric
7
Engle, Robert F.
5
Leybourne, Stephen James
5
Harvey, Andrew C.
4
Li, Wai Keung
4
Marcellino, Massimiliano
4
Perron, Pierre
4
Taylor, Robert
4
Andrews, Donald W. K.
3
Diebold, Francis X.
3
Dijk, Herman K. van
3
Franses, Philip Hans
3
Gregory, Allan W.
3
Hamilton, James D.
3
Kim, Chang-jin
3
Koop, Gary
3
Koopman, Siem Jan
3
Lucas, André
3
McCabe, Brendan Peter Martin
3
Nijman, Theodore E.
3
Palm, Franz C.
3
Stock, James H.
3
West, Mike
3
Zhu, Ke
3
Zivot, Eric
3
Aastveit, Knut Are
2
Alba, Enrique de
2
Bera, Anil K.
2
Brunner, Allan D.
2
Camacho, Maximo
2
Canova, Fabio
2
Cheung, Yin-Wong
2
Christiano, Lawrence J.
2
Creal, Drew
2
Delle Monache, Davide
2
Fiorentini, Gabriele
2
Granger, C. W. J.
2
Gómez, Víctor
2
Haldrup, Niels
2
Hall, Alastair R.
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
NBER working paper series
566
Working paper / National Bureau of Economic Research, Inc.
538
NBER Working Paper
509
Economics letters
439
Journal of econometrics
356
Discussion paper / Centre for Economic Policy Research
352
CESifo working papers
343
International journal of forecasting
334
European journal of operational research : EJOR
325
Insurance / Mathematics & economics
299
Journal of economic dynamics & control
277
Journal of banking & finance
264
Discussion paper / Tinbergen Institute
260
Economic modelling
260
Journal of forecasting
238
Finance research letters
225
Working paper
199
Econometric theory
191
Applied economics
167
Finance and stochastics
158
International journal of theoretical and applied finance
155
Mathematical finance : an international journal of mathematics, statistics and financial theory
155
Quantitative finance
148
Computational economics
144
Econometric reviews
140
Journal of empirical finance
140
Management science : journal of the Institute for Operations Research and the Management Sciences
136
International review of economics & finance : IREF
135
Research paper series / Swiss Finance Institute
134
Risks : open access journal
131
Discussion paper
122
Applied economics letters
121
Journal of financial economics
118
The journal of finance : the journal of the American Finance Association
117
The review of financial studies
116
Discussion paper series / IZA
114
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
109
SpringerLink / Bücher
107
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
105
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ECONIS (ZBW)
263
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1
Forecasting a nonstationary time series using a mixture of stationary and nonstationary factors as predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 122-134
Persistent link: https://www.econbiz.de/10014449839
Saved in:
2
Bayesian nonparametric panel Markov-switching GARCH models
Casarin, Roberto
;
Costantini, Mauro
;
Osuntuyi, Anthony
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 135-146
Persistent link: https://www.econbiz.de/10014449842
Saved in:
3
Probabilistic forecast reconciliation under the Gaussian framework
Wickramasuriya, Shanika L.
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 272-285
Persistent link: https://www.econbiz.de/10014449925
Saved in:
4
A general framework for constructing locally self-normalized multiple-change-point tests
Cheng, Cheuk Hin
;
Chan, Kin Wai
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
2
,
pp. 719-731
Persistent link: https://www.econbiz.de/10015053448
Saved in:
5
Modeling and forecasting macroeconomic downside risk
Delle Monache, Davide
;
De Polis, Andrea
;
Petrella, Ivan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
3
,
pp. 1010-1025
Persistent link: https://www.econbiz.de/10015053528
Saved in:
6
Quantifying time-varying forecast uncertainty and risk for the real price of oil
Aastveit, Knut Are
;
Cross, Jamie
;
Dijk, Herman K. van
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 523-537
Persistent link: https://www.econbiz.de/10014448307
Saved in:
7
Detection of multiple structural breaks in large covariance matrices
Li, Yu-Ning
;
Li, Degui
;
Fryzlewicz, Piotr
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 846-861
Persistent link: https://www.econbiz.de/10014448448
Saved in:
8
Identifying structural vector autoregression via leptokurtic economic shocks
Lanne, Markku
;
Liu, Keyan
;
Luoto, Jani
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
4
,
pp. 1341-1351
Persistent link: https://www.econbiz.de/10014448648
Saved in:
9
Realized quantiles
Dimitriadis, Timo
;
Halbleib, Roxana
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1346-1361
Persistent link: https://www.econbiz.de/10013539526
Saved in:
10
A one-sided refined symmetrized data aggregation approach to robust mutual fund selection
Feng, Long
;
Liu, Binghui
;
Ma, Yanyuan
- In:
Journal of business & economic statistics : JBES ; a …
42
(
2024
)
1
,
pp. 257-271
Persistent link: https://www.econbiz.de/10014449920
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