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subject:"Zeitreihenanalyse"
~person:"Feng, Yuanhua"
~person:"Granger, C. W. J."
~person:"Teräsvirta, Timo"
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Zeitreihenanalyse
Theorie
277
Theory
277
Time series analysis
138
Estimation theory
58
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58
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52
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52
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English
134
German
2
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Feng, Yuanhua
Granger, C. W. J.
Teräsvirta, Timo
Franses, Philip Hans
135
Phillips, Peter C. B.
125
Koopman, Siem Jan
115
Gil-Alaña, Luis A.
106
Caporale, Guglielmo Maria
86
Lütkepohl, Helmut
72
Härdle, Wolfgang
68
Koop, Gary
67
Pesaran, M. Hashem
64
McAleer, Michael
58
Sibbertsen, Philipp
56
Harvey, Andrew C.
55
Maravall Herrero, Agustín
55
Kunst, Robert M.
52
Swanson, Norman R.
52
Dijk, Herman K. van
47
Hassler, Uwe
47
Hyndman, Rob J.
47
Lucas, André
47
Engle, Robert F.
46
Hallin, Marc
45
Marcellino, Massimiliano
45
Bauwens, Luc
44
Proietti, Tommaso
43
Taylor, Robert
42
Ghysels, Eric
41
Perron, Pierre
41
Gao, Jiti
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Stock, James H.
39
Kapetanios, George
37
Johansen, Søren
36
Lux, Thomas
36
Timmermann, Allan
36
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Ekonomiska forskningsinstitutet <Stockholm>
11
Norges Bank / Utredningsavdelingen
3
International Symposium in Economic Theory and Econometrics <11, 1995, Århus>
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
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Discussion paper / Department of Economics, University of California San Diego
12
SSE EFI working paper series in economics and finance
12
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9
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7
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6
Journal of econometrics
6
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6
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4
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3
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3
Diskussionsbeiträge / 2
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
Annales d'économie et de statistique
2
CREATES research paper
2
Discussion paper / Tinbergen Institute
2
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2
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2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
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2
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2
A companion to economic forecasting
1
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1
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Cahier / Département de Sciences Économiques, Université de Montréal
1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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1
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1
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1
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Dynamique des marchés financiers et prévisions
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
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Handbook of econometrics ; Vol. 2
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ECONIS (ZBW)
138
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1
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
-
2023
Persistent link: https://www.econbiz.de/10014281994
Saved in:
2
FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series
Feng, Yuanhua
;
Gries, Thomas
;
Letmathe, Sebastian
-
2023
Persistent link: https://www.econbiz.de/10014282334
Saved in:
3
Semiparametric GARCH models with long memory applied to value at risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
-
2021
Persistent link: https://www.econbiz.de/10012508951
Saved in:
4
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014481089
Saved in:
5
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
Saved in:
6
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
- In:
Energy economics
97
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012821325
Saved in:
7
Growth trends and systematic patterns of booms and busts : testing 200 years of business cycle dynamics
Fritz, Marlon
;
Gries, Thomas
;
Feng, Yuanhua
-
2016
Persistent link: https://www.econbiz.de/10011520469
Saved in:
8
An iterative plug-in algorithm for realized kernels
Feng, Yuanhua
;
Chen Zhou
-
2015
Persistent link: https://www.econbiz.de/10010484911
Saved in:
9
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
Feng, Yuanhua
;
Chen Zhou
-
2013
Persistent link: https://www.econbiz.de/10010194513
Saved in:
10
A multivariate random walk model with slowly changing drift and cross-correlation applied to finance
Feng, Yuanhua
;
Hand, D. J.
;
Yu, Keming
-
2012
Persistent link: https://www.econbiz.de/10009572920
Saved in:
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