//--> //--> //--> //-->
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:"International journal of forecasting"
~isPartOf:"Energy economics"
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:"Autocovariance"
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Autocorrelation
38
Autokorrelation
38
Time series analysis
26
Zeitreihenanalyse
26
Forecasting model
23
Prognoseverfahren
23
Theorie
16
Theory
16
Volatility
12
Volatilität
12
Estimation
9
Schätzung
9
ARCH model
7
ARCH-Modell
7
Oil price
6
USA
6
United States
6
Ölpreis
6
Estimation theory
4
Forecasting
4
Heterogeneous autoregressive model
4
Nichtlineare Regression
4
Nonlinear regression
4
Schätztheorie
4
VAR model
4
VAR-Modell
4
Volatility forecast
4
Capital income
3
Commodity derivative
3
Correlation
3
Einheitswurzeltest
3
Electric power industry
3
Elektrizitätswirtschaft
3
Forecast
3
Kapitaleinkommen
3
Korrelation
3
Neural networks
3
Neuronale Netze
3
Prognose
3
Rohstoffderivat
3
more ...
less ...
Online availability
All
Undetermined
21
Type of publication
All
Article
39
Type of publication (narrower categories)
All
Article in journal
39
Aufsatz in Zeitschrift
39
Language
All
English
39
Author
All
Teräsvirta, Timo
5
Dijk, Dick van
3
Medeiros, Marcelo C.
3
Qu, Hui
3
Falk, Barry
2
Gupta, Rangan
2
He, Changli
2
Kang, Jian
2
Niu, Mengyi
2
Novales, Alfonso
2
Pierdzioch, Christian
2
Çepni, Oğuzhan
2
Alvarez, Jesus
1
Alvarez-Ramirez, Jose
1
Amaral, Luiz Felipe Moreira do
1
Argiento, Raffaele
1
Barbaglia, Luca
1
Berloco, Claudia
1
Bokun, Kathryn O.
1
Bonato, Matteo
1
Cagli, Efe Çaglar
1
Canale, Antonio
1
Carriquiry, Miguel
1
Chen, Wei
1
Croux, Christophe
1
Cubadda, Gianluca
1
Demetrescu, Matei
1
Du, Xiaodong
1
Duan, Qingling
1
Ewing, Bradley T.
1
Galbraith, John W.
1
Golosnoy, Vasyl
1
Gonzalo, Jesús
1
González, Nicolás
1
Guardabascio, Barbara
1
Herrera, Rodrigo
1
Horta, Eduardo
1
Horváth, Lajos
1
Izzeldin, Marwan
1
Jackson, Laura
1
more ...
less ...
Published in...
All
International journal of forecasting
Energy economics
Journal of econometrics
135
Economics letters
78
Econometric theory
62
Econometric reviews
53
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
50
Discussion paper / Tinbergen Institute
32
Applied economics letters
31
Regional science & urban economics
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
29
The econometrics journal
29
Journal of forecasting
27
Cowles Foundation discussion paper
26
Applied economics
22
Economic modelling
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Journal of empirical finance
21
Working paper
21
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
18
CESifo working papers
17
The journal of real estate finance and economics
16
CREATES research paper
15
Journal of regional science
15
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
14
European journal of operational research : EJOR
13
Cowles Foundation Discussion Paper
12
Econometrics : open access journal
12
The European journal of finance
12
Journal of applied econometrics
11
Oxford bulletin of economics and statistics
11
SSE EFI working paper series in economics and finance
11
Spatial economic analysis : the journal of the Regional Studies Association
11
Série des documents de travail / Centre de Recherche en Économie et Statistique
11
Applied financial economics
10
Discussion papers in economics and econometrics
10
NBER Working Paper
10
Papers in regional science : the journal of the Regional Science Association International
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Working paper / National Bureau of Economic Research, Inc.
10
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
10
of
39
Sort
Relevance
Date (newest first)
Date (oldest first)
1
FRED-SD : a real-time database for state-level data with forecasting applications
Bokun, Kathryn O.
;
Jackson, Laura
;
Kliesen, Kevin L.
; …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 279-297
Persistent link: https://www.econbiz.de/10014462780
Saved in:
2
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014481089
Saved in:
3
Forecasting short-term defaults of firms in a commercial network via Bayesian spatial and spatio-temporal methods
Berloco, Claudia
;
Argiento, Raffaele
;
Montagna, Silvia
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1065-1077
Persistent link: https://www.econbiz.de/10014465243
Saved in:
4
Multi-perspective investor attention and oil futures volatility forecasting
Qu, Hui
;
Li, Guo
- In:
Energy economics
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279697
Saved in:
5
Forecasting the realized variance of oil-price returns using machine learning : is there a role for U.S. state-level uncertainty?
Çepni, Oğuzhan
;
Gupta, Rangan
;
Pienaar, Daniel
; …
- In:
Energy economics
114
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013477404
Saved in:
6
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
- In:
Energy economics
97
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012821325
Saved in:
7
Crude oil market autocorrelation : evidence from multiscale quantile regression analysis
Sun, Jie
;
Zhao, Xiaojun
;
Xu, Chao
- In:
Energy economics
98
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012822032
Saved in:
8
Spurious relationships in high-dimensional systems with strong or mild persistence
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
- In:
International journal of forecasting
37
(
2021
)
4
,
pp. 1480-1497
Persistent link: https://www.econbiz.de/10013274296
Saved in:
9
Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
Energy economics
104
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013364407
Saved in:
10
A functional time series analysis of forward curves derived from commodity futures
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Wang, Shixuan
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 646-665
Persistent link: https://www.econbiz.de/10012415316
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->