//--> //--> //-->
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:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~person:"Li, Jing"
~person:"Péguin-Feissolle, Anne"
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
Time series analysis
4
Zeitreihenanalyse
4
Estimation
3
Estimation theory
3
Schätztheorie
3
Schätzung
3
ARCH model
2
ARCH-Modell
2
GARCH
2
Volatility
2
Volatilität
2
ARCH
1
Autocorrelation
1
Autokorrelation
1
Band Pass filter
1
Hodrick-Prescott filter
1
Lagrange multiplier test
1
Simulation
1
State space model
1
Statistical test
1
Statistischer Test
1
Stochastic process
1
Stochastischer Prozess
1
Theorie
1
Theory
1
Zustandsraummodell
1
conditional heteroskedasticity
1
flexible Fourier form
1
misspecification test
1
moving average filter
1
nonlinear volatility time series
1
simulation
1
spurious almost-integration
1
threshold autoregression
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
4
Type of publication (narrower categories)
All
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
4
Author
All
Li, Jing
Péguin-Feissolle, Anne
Blazsek, Szabolcs
4
Escribano, Álvaro
4
Gupta, Rangan
4
Proietti, Tommaso
4
Jensen, Mark J.
3
Teräsvirta, Timo
3
Yamada, Hiroshi
3
Ayala, Astrid
2
Boubaker, Heni
2
Camacho, Maximo
2
Canarella, Giorgio
2
Diks, Cees G. H.
2
Donayre, Luiggi
2
Enders, Walter
2
Gallegati, Mauro
2
Haas, Markus
2
Harvey, David I.
2
Leybourne, Stephen James
2
Licht, Adrian
2
Lovcha, Yuliya
2
Martin, Vance
2
Miller, Stephen M.
2
Pavlidis, Efthymios G.
2
Payá, Ivan
2
Peel, David
2
Psaradakis, Zacharias G.
2
Pérez-Quirós, Gabriel
2
Stengos, Thanasēs
2
Sun, Edward W.
2
Wied, Dominik
2
Yazgan, Mustafa Ege
2
Abbara, Omar
1
Achim, Alin
1
Ahmad, Yamin
1
Ahmad, Yamin S.
1
Aknouche, Abdelhakim
1
Alanya-Beltran, Willy
1
Alencar, Airlane P.
1
more ...
less ...
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Computational economics
2
Applied financial economics
1
Economic modelling
1
International journal of forecasting
1
Journal of macroeconomics
1
SSE EFI working paper series in economics and finance
1
more ...
less ...
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Flexible Fourier form for volatility breaks
Li, Jing
;
Enders, Walter
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10011886596
Saved in:
2
Testing for misspecification in the short-run component of GARCH-type models
Chuffart, Thomas
;
Flachaire, Emmanuel
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-17
Persistent link: https://www.econbiz.de/10011965362
Saved in:
3
Effects of filtering data on testing asymmetry in threshold autoregressive models
Li, Jing
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
5
,
pp. 549-565
Persistent link: https://www.econbiz.de/10011649160
Saved in:
4
A smooth transition long-memory model
Aloy, Marcel
;
Dufrénot, Gilles
;
Lai-Tong, Charles
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
17
(
2013
)
3
,
pp. 281-296
Persistent link: https://www.econbiz.de/10009740335
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->