//--> //--> //--> //-->
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:"Econometric reviews"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Volatility"
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
Volatility
Time series analysis
421
Zeitreihenanalyse
421
Theorie
225
Theory
225
Estimation theory
137
Schätztheorie
137
Estimation
101
Schätzung
101
Volatilität
67
Forecasting model
58
Prognoseverfahren
58
Nichtlineare Regression
55
Nonlinear regression
55
Einheitswurzeltest
49
Unit root test
49
ARCH model
46
ARCH-Modell
46
Stochastic process
45
Stochastischer Prozess
45
Cointegration
40
Kointegration
39
Autocorrelation
38
Autokorrelation
38
Statistical test
37
Statistischer Test
37
State space model
36
Zustandsraummodell
36
USA
34
United States
34
Nichtparametrisches Verfahren
31
Nonparametric statistics
31
Business cycle
30
Konjunktur
30
Markov chain
30
Markov-Kette
30
Monte Carlo simulation
25
Monte-Carlo-Simulation
25
Structural break
25
Strukturbruch
25
more ...
less ...
Online availability
All
Undetermined
54
Free
2
Type of publication
All
Article
66
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
67
Aufsatz in Zeitschrift
67
Collection of articles of several authors
1
Sammelwerk
1
Language
All
English
67
Author
All
Teräsvirta, Timo
4
Cavaliere, Giuseppe
3
McAleer, Michael
3
Taylor, Robert
3
Audrino, Francesco
2
Blazsek, Szabolcs
2
Jawadi, Fredj
2
Maasoumi, Esfandiar
2
Phillips, Peter C. B.
2
Silvennoinen, Annastiina
2
Abbara, Omar
1
Achim, Alin
1
Alanya-Beltran, Willy
1
Alexeev, Vitali
1
Amado, Cristina
1
Anatolyev, Stanislav
1
Asai, Manabu
1
Baruník, Jozef
1
Baur, Dirk G.
1
Bennedsen, Mikkel
1
Bermudez, P. de Zea
1
Bethel, Brandon J.
1
Boswijk, Herman Peter
1
Brechmann, E. C.
1
Bu, Ruijun
1
Cai, Yuzhi
1
Cai, Zongwu
1
Cappuccio, Nunzio
1
Catani, Paul
1
Chan, Jennifer S. K.
1
Chan, Joshua
1
Chen, Jun
1
Chen, Ping
1
Choi, Seungmoon
1
Chuffart, Thomas
1
Corsi, Fulvio
1
De Angelis, Luca
1
Dimitrakopoulos, Stefanos
1
Dimpfl, Thomas
1
Dionysopoulos, Thomas
1
more ...
less ...
Published in...
All
Econometric reviews
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
100
Discussion paper / Tinbergen Institute
76
Energy economics
67
International journal of forecasting
58
Economic modelling
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Journal of empirical finance
47
Finance research letters
39
Economics letters
35
Journal of forecasting
34
Applied economics
33
The North American journal of economics and finance : a journal of financial economics studies
31
International review of economics & finance : IREF
28
International review of financial analysis
28
Journal of financial econometrics
27
CREATES research paper
25
Working paper
25
Journal of banking & finance
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Quantitative finance
24
Journal of risk and financial management : JRFM
23
Research in international business and finance
21
Computational economics
20
SFB 649 discussion paper
18
Journal of economic dynamics & control
17
CAMA working paper series
16
Applied economics letters
15
CESifo working papers
15
Econometrics : open access journal
15
Applied financial economics
14
Economics working paper
14
Journal of financial economics
13
Journal of international financial markets, institutions & money
13
The econometrics journal
13
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
12
Econometric Institute research papers
12
Econometric theory
12
International Journal of Energy Economics and Policy : IJEEP
12
more ...
less ...
Source
All
ECONIS (ZBW)
67
Showing
1
-
10
of
67
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Adaptive information-based methods for determining the co-integration rank in heteroskedastic VAR models
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
De Angelis, Luca
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 725-757
Persistent link: https://www.econbiz.de/10014420355
Saved in:
2
Modelling volatility dependence with score copula models
Alanya-Beltran, Willy
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 649-668
Persistent link: https://www.econbiz.de/10014506814
Saved in:
3
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
4
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
5
Integrated variance of irregularly spaced high-frequency data : a state space approach based on pre-averaging
Alexeev, Vitali
;
Chen, Jun
;
Ignatieva, Ekaterina
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 733-763
Persistent link: https://www.econbiz.de/10014506869
Saved in:
6
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
7
Prediction of stock index of two-scale long short-term memory model based on multiscale nonlinear integration
Tang, Decai
;
Pan, Zhiwei
;
Bethel, Brandon J.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
5
,
pp. 723-735
Persistent link: https://www.econbiz.de/10013554949
Saved in:
8
Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data
Segnon, Mawuli
;
Lau, Chi Keung
;
Wilfling, Bernd
;
Gupta, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10013334628
Saved in:
9
Large dimensional portfolio allocation based on a mixed frequency dynamic factor model
Peng, Siyang
;
Shaojun, Guo
;
Long, Yonghong
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 539-563
Persistent link: https://www.econbiz.de/10013364893
Saved in:
10
An effcient exact Bayesian method for state space models with stochastic volatility
Huang, Yu-Fan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
25
(
2021
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10012507436
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->