//--> //--> //--> //-->
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
~isPartOf:"CREATES research paper"
~language:"eng"
~subject:"Kapitaleinkommen"
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:"Time series analysis"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Time series analysis
164
Zeitreihenanalyse
164
Theorie
70
Theory
70
Estimation theory
59
Schätztheorie
59
Forecasting model
28
Prognoseverfahren
28
Estimation
25
Schätzung
25
Volatility
25
Volatilität
25
ARCH model
19
ARCH-Modell
19
Cointegration
15
Kointegration
15
USA
15
United States
15
Nichtlineare Regression
13
Nonlinear regression
13
VAR model
13
VAR-Modell
13
Modellierung
12
Scientific modelling
12
Capital income
11
Statistical test
11
Statistischer Test
11
Stochastic process
11
Stochastischer Prozess
11
Structural break
11
Strukturbruch
11
Nichtparametrisches Verfahren
10
Nonparametric statistics
10
Autocorrelation
9
Autokorrelation
9
State space model
9
Zustandsraummodell
9
Regression analysis
8
Regressionsanalyse
8
more ...
less ...
Online availability
All
Free
11
Type of publication
All
Book / Working Paper
11
Type of publication (narrower categories)
All
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Language
All
English
Author
All
Teräsvirta, Timo
3
Amado, Cristina
2
Silvennoinen, Annastiina
2
Andersen, Torben
1
Bollerslev, Tim
1
Engsted, Tom
1
Ergemen, Yunus Emre
1
Gonc̜alves, Sílva
1
Grassi, Stefano
1
Hansen, Peter Reinhard
1
Hounyo, Ulrich
1
Huang, Zhuowei
1
Meddahi, Nour
1
Pedersen, Thomas Q.
1
Rangvid, Jesper
1
Schmeling, Maik
1
Schrimpf, Andreas
1
Shek, Howard Howan
1
Sizova, Natalia
1
Tauchen, George Eugene
1
Todorov, Viktor
1
Violante, Francesco
1
more ...
less ...
Published in...
All
CREATES research paper
Journal of econometrics
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Journal of empirical finance
37
Finance research letters
28
International journal of forecasting
28
Economic modelling
25
International review of financial analysis
25
International review of economics & finance : IREF
24
Journal of forecasting
22
Applied economics
21
Discussion paper / Tinbergen Institute
20
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of banking & finance
18
Economics letters
17
Journal of financial economics
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Applied economics letters
14
Journal of financial econometrics
14
Journal of international financial markets, institutions & money
14
Research in international business and finance
14
The journal of finance : the journal of the American Finance Association
14
Applied financial economics
13
Energy economics
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of risk and financial management : JRFM
12
NBER working paper series
12
Pacific-Basin finance journal
11
Quantitative finance
11
Working paper / National Bureau of Economic Research, Inc.
11
CESifo working papers
10
Working paper
10
Computational economics
9
Economics working paper
9
Review of quantitative finance and accounting
9
The European journal of finance
9
Applied financial economics letters
8
Cambridge working papers in economics
8
Econometric reviews
8
International journal of theoretical and applied finance
8
more ...
less ...
Source
All
ECONIS (ZBW)
11
Showing
1
-
10
of
11
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
2
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
3
Modelling and forecasting WIG20 daily returns
Amado, Cristina
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2017
Persistent link: https://www.econbiz.de/10011721046
Saved in:
4
Bootstrap inference for pre-averaged realized volatility based on non-overlapping returns
Gonc̜alves, Sílva
;
Hounyo, Ulrich
;
Meddahi, Nour
-
2013
Persistent link: https://www.econbiz.de/10009719165
Saved in:
5
Modelling conditional correlations of asset returns : a smooth transition approach
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2012
Persistent link: https://www.econbiz.de/10009502490
Saved in:
6
Modelling changes in the uncondizional variance of long stock return series
Amado, Cristina
;
Teräsvirta, Timo
-
2012
Persistent link: https://www.econbiz.de/10009502504
Saved in:
7
Realized GARCH : a complete model of returns and realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuowei
;
Shek, Howard Howan
-
2010
Persistent link: https://www.econbiz.de/10003941851
Saved in:
8
Cash flow-predictability : still going strong
Rangvid, Jesper
;
Schmeling, Maik
;
Schrimpf, Andreas
-
2010
Persistent link: https://www.econbiz.de/10003926071
Saved in:
9
The dividend-price ratio does predict dividend growth : international evidence
Engsted, Tom
;
Pedersen, Thomas Q.
-
2009
Persistent link: https://www.econbiz.de/10003865691
Saved in:
10
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10003849492
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->