//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
type_genre:"Article in journal"
~person:"Engle, Robert F."
~person:"Peña, Daniel"
~subject:"Zeitreihenanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Theorie
59
Theory
59
Time series analysis
30
USA
14
United States
14
Forecasting model
11
Prognoseverfahren
11
ARCH model
10
ARCH-Modell
10
Estimation
10
Schätzung
10
Estimation theory
9
Schätztheorie
9
Börsenkurs
7
Share price
7
Capital income
6
Kapitaleinkommen
6
Portfolio selection
6
Portfolio-Management
6
Volatility
6
Volatilität
6
Correlation
5
Korrelation
5
Option pricing theory
5
Optionspreistheorie
5
Financial market
4
Finanzmarkt
4
Factor analysis
3
Faktorenanalyse
3
Multivariate Analyse
3
Multivariate analysis
3
Analysis of variance
2
Arbitrage
2
CAPM
2
Econometric model
2
GARCH
2
Hedging
2
Market microstructure
2
Markowitz portfolio selection
2
more ...
less ...
Online availability
All
Undetermined
3
Type of publication
All
Article
30
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
30
Arbeitspapier
12
Working Paper
12
Graue Literatur
9
Non-commercial literature
9
Aufsatzsammlung
4
Collection of articles of several authors
3
Sammelwerk
3
Festschrift
2
Aufsatz im Buch
1
Book section
1
Interview
1
Rezension
1
more ...
less ...
Language
All
English
26
Spanish
3
German
1
Author
All
Engle, Robert F.
Peña, Daniel
Phillips, Peter C. B.
55
Franses, Philip Hans
52
Gil-Alaña, Luis A.
42
Perron, Pierre
29
Taylor, Robert
28
Koopman, Siem Jan
24
Leybourne, Stephen James
24
Koop, Gary
23
Caporale, Guglielmo Maria
22
Harvey, Andrew C.
22
Hecq, Alain W. J.
22
Lütkepohl, Helmut
22
Granger, C. W. J.
20
Newbold, Paul
20
Hong, Yongmiao
19
Ghysels, Eric
18
Hassler, Uwe
18
Mills, Terence C.
18
Petropoulos, Fotios
18
Swanson, Norman R.
18
Teräsvirta, Timo
18
Hendry, David F.
17
Hyndman, Rob J.
17
McAleer, Michael
17
Assimakopoulos, V.
15
Chan, Joshua
15
Gupta, Rangan
15
Haldrup, Niels
15
Herwartz, Helmut
15
Makridakis, Spyros G.
15
Proietti, Tommaso
15
Saikkonen, Pentti
15
Lucas, André
14
Marcellino, Massimiliano
14
McElroy, Tucker
14
Pesaran, M. Hashem
14
Spiliotis, Evangelos
14
Yu, Jun
14
more ...
less ...
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of econometrics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
International journal of forecasting
3
Journal of forecasting
3
Journal of the American Statistical Association : JASA
2
Advances in futures and options research : a research annual
1
Información comercial española / Cuadernos económicos
1
Investigaciones económicas
1
Journal of applied econometrics
1
Journal of international money and finance
1
Journal of monetary economics
1
Oxford bulletin of economics and statistics
1
The econometrics of economic policy
1
The journal of finance : the journal of the American Finance Association
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1
ohne Titel
1
more ...
less ...
Source
All
ECONIS (ZBW)
30
Showing
1
-
10
of
30
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Sparse estimation of dynamic principal components for forecasting high-dimensional time series
Peña, Daniel
;
Smucler, Ezequiel
;
Yohai, Victor J.
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1498-1508
Persistent link: https://www.econbiz.de/10013274304
Saved in:
2
Agustín Maravall : an interview with the International Journal of Forecasting
Maravall Herrero, Agustín
(
interviewee
); …
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1241-1251
Persistent link: https://www.econbiz.de/10012546634
Saved in:
3
A robust procedure to build dynamic factor models with cluster structure
Alonso, Andrés M.
;
Galeano, Pedro
;
Peña, Daniel
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 35-52
Persistent link: https://www.econbiz.de/10012439635
Saved in:
4
Testing and valuing dynamic correlations for asset allocation
Engle, Robert F.
;
Colacito, Riccardo
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 238-253
Persistent link: https://www.econbiz.de/10003317174
Saved in:
5
Outlier detection in multivariate time series by projection pursuit
Galeano, Pedro
;
Peña, Daniel
;
Tsay, Ruey S.
- In:
Journal of the American Statistical Association : JASA
101
(
2006
),
pp. 654-669
Persistent link: https://www.econbiz.de/10003334667
Saved in:
6
Multifold predictive validation in ARMAX time series models
Peña, Daniel
;
Sánchez, Ismael
- In:
Journal of the American Statistical Association : JASA
100
(
2005
)
469
,
pp. 135-146
Persistent link: https://www.econbiz.de/10002703157
Saved in:
7
Detecting nonlinearity in time series by model selection criteria
Peña, Daniel
;
Rodríguez, Julio
- In:
International journal of forecasting
21
(
2005
)
4
,
pp. 731-748
Persistent link: https://www.econbiz.de/10003150704
Saved in:
8
Forecasting with nonstationary dynamic factor models
Peña, Daniel
;
Poncela, Pilar
- In:
Journal of econometrics
119
(
2004
)
2
,
pp. 291-321
Persistent link: https://www.econbiz.de/10001956221
Saved in:
9
Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
(
2003
)
12
,
pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
Saved in:
10
The econometrics of ultra-high-frequency data
Engle, Robert F.
- In:
Econometrica : journal of the Econometric Society, an …
68
(
2000
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001449346
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->