//--> //--> //--> //-->
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:"Journal of applied econometrics"
~isPartOf:"Energy economics"
~isPartOf:"Quantitative finance"
~subject:"Autocorrelation"
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
| 4 applied filters
Year of publication
From:
To:
Subject
All
Autocorrelation
Time series analysis
389
Zeitreihenanalyse
388
Theorie
163
Theory
163
Estimation
106
Schätzung
106
Forecasting model
105
Prognoseverfahren
105
Volatility
102
Volatilität
102
Oil price
80
Ölpreis
80
Welt
55
World
55
USA
51
United States
51
Estimation theory
49
Schätztheorie
49
ARCH model
40
ARCH-Modell
40
Cointegration
33
Börsenkurs
32
Kointegration
32
Share price
32
Electricity price
31
Strompreis
31
Capital income
30
Kapitaleinkommen
30
State space model
28
Stochastic process
28
Stochastischer Prozess
28
Zustandsraummodell
28
Energiekonsum
27
Energy consumption
27
Commodity derivative
25
Electric power industry
25
Elektrizitätswirtschaft
25
Rohstoffderivat
25
VAR model
25
VAR-Modell
25
more ...
less ...
Online availability
All
Undetermined
12
Free
1
Type of publication
All
Article
19
Type of publication (narrower categories)
All
Article in journal
19
Aufsatz in Zeitschrift
19
Language
All
English
19
Author
All
Gupta, Rangan
2
He, Changli
2
Kang, Jian
2
Niu, Mengyi
2
Pierdzioch, Christian
2
Qu, Hui
2
Teräsvirta, Timo
2
Çepni, Oğuzhan
2
Billé, Anna Gloria
1
Bonato, Matteo
1
Cagli, Efe Çaglar
1
Catania, Leopoldo
1
Chen, May-Ru
1
Chen, Wei
1
Clements, Michael P.
1
Creal, Drew
1
Duan, Qingling
1
Franses, Philip Hans
1
Guo, Meihui
1
Heinen, Florian
1
Hizmeri, Rodrigo
1
Hong, Yongmiao
1
Huang, Shih-Feng
1
Izzeldin, Marwan
1
Kaufmann, Hendrik
1
Kisswani, Khalid M.
1
Koopman, Siem Jan
1
Lanne, Markku
1
Li, Xindan
1
Lof, Matthijs
1
Lu, Quanying
1
Lucas, André
1
Luoma, Arto
1
Luoto, Jani
1
Mandacı, Pınar Evrım
1
Nolte, Ingmar
1
Nusair, Salah
1
Nyberg, Henri
1
Paap, Richard
1
Pappas, Vasileios
1
more ...
less ...
Published in...
All
Journal of applied econometrics
Energy economics
Quantitative finance
Journal of econometrics
38
Economics letters
21
Econometric reviews
19
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
19
Discussion paper / Tinbergen Institute
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
International journal of forecasting
16
Econometric theory
15
Journal of forecasting
13
Applied economics letters
11
CREATES research paper
9
Cowles Foundation discussion paper
9
The econometrics journal
8
Applied economics
6
CESifo working papers
6
Cowles Foundation Discussion Paper
6
Journal of empirical finance
6
SSE EFI working paper series in economics and finance
6
Working paper
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Discussion papers / Helsinki Center of Economic Research : discussion paper
5
Economic modelling
5
Cambridge working papers in economics
4
Discussion papers in economics
4
Econometric Institute research papers
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Econometrics : open access journal
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
International journal of economics and financial issues : IJEFI
4
International review of financial analysis
4
Journal of financial econometrics
4
Oxford bulletin of economics and statistics
4
The empirical economics letters : a monthly international journal of economics
4
CBN journal of applied statistics
3
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
3
CEIS Working Paper
3
CORE discussion paper : DP
3
more ...
less ...
Source
All
ECONIS (ZBW)
19
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A generalized heterogeneous autoregressive model using market information
Hizmeri, Rodrigo
;
Izzeldin, Marwan
;
Nolte, Ingmar
; …
- In:
Quantitative finance
22
(
2022
)
8
,
pp. 1513-1534
Persistent link: https://www.econbiz.de/10013367925
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 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:
4
Forecasting interval-valued crude oil prices using asymmetric interval models
Lu, Quanying
;
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2047-2061
Persistent link: https://www.econbiz.de/10013490921
Saved in:
5
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:
6
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
7
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:
8
Stock market trend prediction using a functional time series approach
Huang, Shih-Feng
;
Guo, Meihui
;
Chen, May-Ru
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10012194855
Saved in:
9
The short- and long-run efficiency of energy, precious metals, and base metals markets : evidence from the exponential smooth transition autoregressive models
Cagli, Efe Çaglar
;
Taskin, Dilvin
;
Mandacı, Pınar Evrım
- In:
Energy economics
84
(
2019
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012183301
Saved in:
10
Modeling the volatility of realized volatility to improve volatility forecasts in electricity markets
Qu, Hui
;
Duan, Qingling
;
Niu, Mengyi
- In:
Energy economics
74
(
2018
),
pp. 767-776
Persistent link: https://www.econbiz.de/10011972967
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->