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subject:"Zeitreihenanalyse"
~person:"Feng, Yuanhua"
~person:"Taylor, Robert"
~subject:"Saisonkomponente"
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Zeitreihenanalyse
Saisonkomponente
Theorie
147
Theory
147
Time series analysis
79
Einheitswurzeltest
49
Unit root test
49
Nichtparametrisches Verfahren
37
Nonparametric statistics
37
Saisonale Schwankungen
26
Seasonal variations
26
Volatility
20
Volatilität
20
Stochastic process
18
Stochastischer Prozess
18
Estimation theory
17
Schätztheorie
17
Statistical test
17
Statistischer Test
17
Bootstrap approach
15
Bootstrap-Verfahren
15
Estimation
14
Regression analysis
14
Regressionsanalyse
14
Schätzung
14
Seasonal component
14
ARCH model
11
ARCH-Modell
11
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11
ARMA-Modell
11
Börsenkurs
10
Deutschland
10
Germany
10
Share price
10
Statistical error
9
Statistischer Fehler
9
Cointegration
8
Forecasting model
8
Heteroscedasticity
8
Heteroskedastizität
8
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Free
28
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11
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Book / Working Paper
46
Article
34
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Arbeitspapier
42
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42
Graue Literatur
38
Non-commercial literature
38
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31
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31
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3
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3
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1
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English
79
German
1
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Feng, Yuanhua
Taylor, Robert
Franses, Philip Hans
139
Phillips, Peter C. B.
125
Koopman, Siem Jan
117
Gil-Alaña, Luis A.
112
Caporale, Guglielmo Maria
87
Lütkepohl, Helmut
72
Härdle, Wolfgang
70
Koop, Gary
68
Pesaran, M. Hashem
64
Teräsvirta, Timo
61
McAleer, Michael
58
Harvey, Andrew C.
57
Sibbertsen, Philipp
57
Maravall Herrero, Agustín
56
Kunst, Robert M.
52
Swanson, Norman R.
52
Hassler, Uwe
51
Granger, C. W. J.
50
Hyndman, Rob J.
50
Dijk, Herman K. van
47
Lucas, André
47
Engle, Robert F.
46
Hallin, Marc
46
Marcellino, Massimiliano
45
Bauwens, Luc
44
Ghysels, Eric
43
Proietti, Tommaso
43
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
Haldrup, Niels
37
Kapetanios, George
37
Timmermann, Allan
37
Johansen, Søren
36
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CoFE discussion papers
9
CIE working paper series
7
Department of Economics discussion paper / Department of Economics, The University of Birmingham
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Econometric reviews
5
Econometric theory
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of econometrics
4
Diskussionsbeiträge / 2
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
The econometrics journal
3
Journal of empirical finance
2
Oxford bulletin of economics and statistics
2
Akademische Abhandlungen zur Statistik
1
DAE working paper
1
Discussion papers in economics
1
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
1
Economics discussion paper series : EDP
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International journal of forecasting
1
Journal of time series econometrics
1
Neuere Verfahren der Saisonbereinigung
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
1
The Manchester School
1
The economic journal : the journal of the Royal Economic Society
1
Tinbergen Institute
1
Univ. of Copenhagen Dept. of Economics Discussion Paper
1
Zeitreihenanalyse in der empirischen Wirtschaftsforschung : Festschrift für Winfried Stier zum 65. Geburtstag
1
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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:
5
An iterative plug-in algorithm for realized kernels
Feng, Yuanhua
;
Chen Zhou
-
2015
Persistent link: https://www.econbiz.de/10010484911
Saved in:
6
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
7
Wild bootstrap seasonal unit root tests for time series with periodic nonstationary volatility
Cavaliere, Giuseppe
;
Skrobotov, Anton
;
Taylor, Robert
- In:
Econometric reviews
38
(
2019
)
5
,
pp. 509-532
Persistent link: https://www.econbiz.de/10012181330
Saved in:
8
Semi-parametric seasonal unit root tests
Barrio Castro, Tomás del
;
Rodrigues, Paulo M. M.
; …
- In:
Econometric theory
34
(
2018
)
2
,
pp. 447-476
Persistent link: https://www.econbiz.de/10011950979
Saved in:
9
Robust tests for deterministic seasonality and seasonal mean shifts
Astill, S.
;
Taylor, Robert
- In:
The econometrics journal
21
(
2018
)
3
,
pp. 277-297
Persistent link: https://www.econbiz.de/10012166629
Saved in:
10
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:
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