//--> //--> //-->
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:"Computational economics"
~isPartOf:"EUI working paper / ECO"
~subject:"Financial market"
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
Financial market
Zeitreihenanalyse
210
Time series analysis
209
Theorie
130
Theory
129
Estimation theory
60
Schätztheorie
60
Forecasting model
50
Prognoseverfahren
50
Estimation
36
Schätzung
36
State space model
35
Zustandsraummodell
35
Volatility
21
Volatilität
21
Stochastic process
18
Stochastischer Prozess
18
ARCH model
14
ARCH-Modell
14
Cointegration
14
Kointegration
14
USA
14
United States
14
Monte Carlo simulation
13
Monte-Carlo-Simulation
13
Neural networks
13
Neuronale Netze
13
Markov chain
12
Markov-Kette
12
VAR model
12
VAR-Modell
12
Nichtlineare Regression
11
Nonlinear regression
11
ARMA model
10
ARMA-Modell
10
Business cycle
10
Finanzmarkt
10
Konjunktur
10
Saisonale Schwankungen
10
Seasonal variations
10
more ...
less ...
Online availability
All
Undetermined
10
Type of publication
All
Article
9
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
10
Aufsatz in Zeitschrift
10
Aufsatzsammlung
1
Language
All
English
10
Author
All
Jawadi, Fredj
2
Antognini, Jonathan
1
Arce, Paola
1
Beyaztas, Beste H.
1
Beyaztas, Ufuk
1
Chaudhary, Sanjay
1
Dabhi, Vipul K.
1
Diks, Cees G. H.
1
Fu, Junhui
1
Ghosh, Indranil
1
Huang, Ya-Chi
1
Jana, R. K.
1
Kristjanpoller Rodríguez, Werner
1
Kugiumtzis, Dimitris
1
Kyrtsou, Catherine
1
LeBaron, Blake Dean
1
Liu, Yufang
1
Papana, Angeliki
1
Salinas, Luis
1
Sanyal, Manas K.
1
Tsao, Chueh-Yung
1
Wu, Xiang
1
Zhang, Weiguo
1
more ...
less ...
Published in...
All
Computational economics
EUI working paper / ECO
Finance research letters
10
Journal of econometrics
10
Applied economics
9
Journal of risk and financial management : JRFM
9
Discussion paper / Tinbergen Institute
7
Journal of banking & finance
7
SFB 649 discussion paper
7
Universitext
7
CESifo working papers
6
Economic modelling
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
International journal of forecasting
6
International journal of theoretical and applied finance
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Economics working paper
5
International journal of economics and finance
5
International review of financial analysis
5
Journal of empirical finance
5
Long memory in economics : with 50 tables
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
5
The European journal of finance
5
Applied quantitative finance
4
Economics and finance working paper series
4
Handbook of financial time series
4
International journal of financial engineering
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of financial economic policy
4
Quantitative finance
4
Research paper series / Swiss Finance Institute
4
Working papers
4
Applied financial economics
3
Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society
3
Cambridge working papers in economics
3
DIW Berlin Discussion Paper
3
Discussion paper
3
Discussion paper / Centre for Economic Policy Research
3
Discussion papers / Deutsches Institut für Wirtschaftsforschung
3
Econometric reviews
3
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Co-movement and dynamic correlation of financial and energy markets : an integrated framework of nonlinear dynamics, wavelet analysis and DCC-GARCH
Ghosh, Indranil
;
Sanyal, Manas K.
;
Jana, R. K.
- In:
Computational economics
57
(
2021
)
2
,
pp. 503-527
Persistent link: https://www.econbiz.de/10012486945
Saved in:
2
Microconsistency in simple empirical agent-based financial models
LeBaron, Blake Dean
- In:
Computational economics
58
(
2021
)
1
,
pp. 83-101
Persistent link: https://www.econbiz.de/10012587794
Saved in:
3
Introduction to topics in modelling financial and macroeconomic time series
Jawadi, Fredj
- In:
Computational economics
56
(
2020
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10012272013
Saved in:
4
Multifractal analysis of realized volatilities in Chinese stock market
Liu, Yufang
;
Zhang, Weiguo
;
Fu, Junhui
;
Wu, Xiang
- In:
Computational economics
56
(
2020
)
2
,
pp. 319-336
Persistent link: https://www.econbiz.de/10012272033
Saved in:
5
Special issue: modelling financial and macroeconomic time series
Jawadi, Fredj
(
ed.
)
-
2020
Persistent link: https://www.econbiz.de/10012272051
Saved in:
6
Fast and adaptive cointegration based model for forecasting high frequency financial time series
Arce, Paola
;
Antognini, Jonathan
;
Kristjanpoller …
- In:
Computational economics
54
(
2019
)
1
,
pp. 99-112
Persistent link: https://www.econbiz.de/10012134087
Saved in:
7
On Jackknife-after-bootstrap method for dependent data
Beyaztas, Ufuk
;
Beyaztas, Beste H.
- In:
Computational economics
53
(
2019
)
4
,
pp. 1613-1632
Persistent link: https://www.econbiz.de/10012135579
Saved in:
8
Discovering traders' heterogeneous behavior in high-frequency financial data
Huang, Ya-Chi
;
Tsao, Chueh-Yung
- In:
Computational economics
51
(
2018
)
4
,
pp. 821-846
Persistent link: https://www.econbiz.de/10011971267
Saved in:
9
Financial time series modeling and prediction using Postfix-GP
Dabhi, Vipul K.
;
Chaudhary, Sanjay
- In:
Computational economics
47
(
2016
)
2
,
pp. 219-253
Persistent link: https://www.econbiz.de/10011712338
Saved in:
10
Detecting causality in non-stationary time series using partial symbolic transfer entropy : evidence in financial data
Papana, Angeliki
;
Kyrtsou, Catherine
;
Kugiumtzis, Dimitris
- In:
Computational economics
47
(
2016
)
3
,
pp. 341-365
Persistent link: https://www.econbiz.de/10011712376
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->