//--> //--> //-->
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
subject:"Zeitreihenanalyse"
~person:"Nielsen, Morten Ørregaard"
~person:"Ellwanger, Reinhard"
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:"Rohstoffpreis"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Commodity price
4
Rohstoffpreis
4
Time series analysis
4
ARMA model
2
ARMA-Modell
2
Commodity Prices
2
Commodity derivative
2
Estimation
2
Forecasting and Prediction Methods
2
Forecasting model
2
Interest Rates
2
Interest rate
2
Prognoseverfahren
2
Rohstoffderivat
2
Schätzung
2
Theorie
2
Theory
2
Volatility
2
Volatilität
2
Zins
2
Aggregation
1
AssetPrices
1
Bootstrap
1
Bootstrap approach
1
Bootstrap-Verfahren
1
Commodity market
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Estimation theory
1
Exchange Rates
1
Exchange rate
1
Forecast
1
Fractional integration
1
Heteroscedasticity
1
Heteroskedastizität
1
Oil Prices
1
Oil price
1
Prognose
1
Rohstoffmarkt
1
more ...
less ...
Online availability
All
Free
3
Undetermined
1
Type of publication
All
Book / Working Paper
3
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
4
Author
All
Nielsen, Morten Ørregaard
Ellwanger, Reinhard
De Pace, Pierangelo
6
Hernandez, Manuel A.
6
Pfaffenzeller, Stephan
4
Taylor, Robert
4
Aggarwal, Radhika
3
De Nicola, Francesca
3
Gaiha, Raghav
3
Kaicker, Nidhi
3
Labys, Walter C.
3
Lee, Junsoo
3
McDermott, C. John
3
Newbold, Paul
3
Winkelried, Diego
3
de Nicola, Francesca
3
Cashin, Paul A.
2
Casoli, Chiara
2
Cavaliere, Giuseppe
2
Chen, Mei-hsiu
2
Cole, Arthur Harrison
2
Deaton, Angus
2
Diewald, Laszlo
2
Ghoshray, Atanu
2
Gupta, Rangan
2
Holt, Matthew T.
2
Issler, João Victor
2
Laroque, Guy
2
List, John A.
2
Lucchetti, Riccardo
2
Lutz, Matthias G.
2
Oglend, Atle
2
Persson, Anna
2
Población, Javier
2
Prokopczuk, Marcel
2
Rayner, Anthony J.
2
Serna, Gregorio
2
Snudden, Stephen
2
Spargoli, Fabrizio
2
Teräsvirta, Timo
2
more ...
less ...
Published in...
All
LCERPA working paper / LCERPA, Laurier Centre for Economic Research and Policy Analysis
2
CREATES research paper
1
Journal of econometrics
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Seize the last day : period-end-point sampling for forecasts of temporally aggregated data
Ellwanger, Reinhard
;
Snudden, Stephen
;
Arango-Castillo, …
-
2023
Persistent link: https://www.econbiz.de/10014437443
Saved in:
2
Predictability of aggregated time series
Ellwanger, Reinhard
;
Snudden, Stephen
-
2021
Persistent link: https://www.econbiz.de/10012617693
Saved in:
3
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA Models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2014
Persistent link: https://www.econbiz.de/10010394614
Saved in:
4
Bootstrap score tests for fractional integration in heteroskedastic ARFIMA models, with an application to price dynamics in commodity spot and futures markets
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 557-579
Persistent link: https://www.econbiz.de/10011499761
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->