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subject:"Zeitreihenanalyse"
~person:"Feng, Yuanhua"
~subject:"Schätztheorie"
~subject:"World"
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Zeitreihenanalyse
Schätztheorie
World
Theorie
65
Theory
65
Time series analysis
37
Nichtparametrisches Verfahren
35
Nonparametric statistics
35
Estimation theory
17
ARCH model
11
ARCH-Modell
11
ARMA model
10
ARMA-Modell
10
Deutschland
10
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10
Regression analysis
10
Regressionsanalyse
10
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9
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9
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9
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9
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8
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8
Decomposition method
7
Dekompositionsverfahren
7
Volatility
7
Volatilität
7
Börsenkurs
6
Saisonkomponente
6
Seasonal component
6
Share price
6
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5
Robustes Verfahren
5
bandwidth selection
5
Economic growth
4
Forecasting model
4
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4
USA
4
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4
Wirtschaftswachstum
4
long memory
4
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9
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38
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38
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38
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5
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49
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1
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Feng, Yuanhua
Phillips, Peter C. B.
164
Franses, Philip Hans
161
Härdle, Wolfgang
126
Koopman, Siem Jan
121
Pesaran, M. Hashem
120
Gil-Alaña, Luis A.
106
Caporale, Guglielmo Maria
97
McAleer, Michael
94
Lütkepohl, Helmut
86
Koop, Gary
77
Granger, C. W. J.
71
Swanson, Norman R.
70
Gouriéroux, Christian
69
Teräsvirta, Timo
66
Lucas, André
63
Robinson, Peter M.
60
Sibbertsen, Philipp
60
Marcellino, Massimiliano
59
Engle, Robert F.
57
Harvey, Andrew C.
57
Maravall Herrero, Agustín
57
Dijk, Herman K. van
56
Kilian, Lutz
56
Ghysels, Eric
55
Kunst, Robert M.
55
Bauwens, Luc
54
Hassler, Uwe
52
Perron, Pierre
51
Stock, James H.
51
Hendry, David F.
49
Hyndman, Rob J.
49
Andrews, Donald W. K.
48
Frankel, Jeffrey A.
48
Hallin, Marc
48
Saikkonen, Pentti
47
Diebold, Francis X.
46
Heckman, James J.
46
Staiger, Robert W.
46
Haldrup, Niels
45
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CoFE discussion papers
13
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
9
CIE working paper series
7
Diskussionsbeiträge / 2
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
Advanced Studies in Theoretical and Applied Econometrics
1
Advanced studies in theoretical and applied econometrics : ASTA
1
Akademische Abhandlungen zur Statistik
1
Business/economics
1
Econometric theory
1
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Economic modelling
1
Economics letters
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
Institutional arrangements for global economic integration
1
International journal of forecasting
1
Neuere Verfahren der Saisonbereinigung
1
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
1
Springer eBook Collection / Business and Economics
1
SpringerLink / Bücher
1
Zeitreihenanalyse in der empirischen Wirtschaftsforschung : Festschrift für Winfried Stier zum 65. Geburtstag
1
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ECONIS (ZBW)
50
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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
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:
4
An iterative plug-in algorithm for realized kernels
Feng, Yuanhua
;
Chen Zhou
-
2015
Persistent link: https://www.econbiz.de/10010484911
Saved in:
5
Secular stagnation? : is there statistical evidence of an unprecedented, systematic decline in growth?
Fritz, Marlon
;
Gries, Thomas
;
Feng, Yuanhua
- In:
Economics letters
181
(
2019
),
pp. 47-50
Persistent link: https://www.econbiz.de/10012121873
Saved in:
6
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:
7
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:
8
An iterative plug-in algorithm for decomposing seasonal time series using the Berlin Method
Feng, Yuanhua
-
2010
Persistent link: https://www.econbiz.de/10008937103
Saved in:
9
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
Feng, Yuanhua
;
Chen Zhou
- In:
International journal of forecasting
31
(
2015
)
2
,
pp. 349-363
Persistent link: https://www.econbiz.de/10011474104
Saved in:
10
Empirical economic and financial research : theory, methods and practice ; [Festschrift in honour of Professor Siegfried Heiler]
Beran, Jan
(
ed.
);
Heiler, Siegfried
(
honouree
); …
-
2015
Persistent link: https://www.econbiz.de/10010475442
Saved in:
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