//--> //--> //--> //-->
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
person:"Kapetanios, George"
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Lütkepohl, Helmut"
~person:"Podolskij, Mark"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
14
Zeitreihenanalyse
14
Theorie
9
Theory
9
Estimation theory
6
Schätztheorie
6
Estimation
3
Market microstructure
3
Marktmikrostruktur
3
Noise Trading
3
Noise trading
3
Schätzung
3
Analysis of variance
2
Börsenkurs
2
Deutschland
2
Forecasting model
2
Germany
2
Martingal
2
Martingale
2
Prognoseverfahren
2
Share price
2
Stochastic process
2
Stochastischer Prozess
2
VAR model
2
VAR-Modell
2
Varianzanalyse
2
1973-1980
1
ARMA model
1
ARMA-Modell
1
Cereal product
1
Correlation
1
Econometrics
1
Economic indicator
1
Economy
1
Getreideprodukt
1
Heteroscedasticity
1
Heteroskedastizität
1
High frequency data
1
Identification through heteroscedasticity
1
Jump diffusions
1
more ...
less ...
Online availability
All
Free
9
Undetermined
1
Type of publication
All
Book / Working Paper
9
Article
5
Type of publication (narrower categories)
All
Arbeitspapier
9
Graue Literatur
9
Non-commercial literature
9
Working Paper
9
Article in journal
5
Aufsatz in Zeitschrift
5
Language
All
English
14
Author
All
Kapetanios, George
Lütkepohl, Helmut
Podolskij, Mark
Teräsvirta, Timo
19
Nielsen, Morten Ørregaard
17
Johansen, Søren
15
Kruse, Robinson
12
Taylor, Robert
12
Ghysels, Eric
8
Grassi, Stefano
8
Haldrup, Niels
8
Proietti, Tommaso
8
Cavaliere, Giuseppe
7
Santucci de Magistris, Paolo
7
Ergemen, Yunus Emre
6
Hansen, Peter Reinhard
6
Koop, Gary
6
Engle, Robert F.
5
Gao, Jiti
5
Harvey, Andrew C.
5
Hillebrand, Eric
5
Koopman, Siem Jan
5
Leybourne, Stephen James
5
Li, Wai Keung
5
Perron, Pierre
5
Voev, Valeri
5
Zhu, Ke
5
Amado, Cristina
4
Christensen, Kim
4
Dijk, Herman K. van
4
Franses, Philip Hans
4
Hounyo, Ulrich
4
Kang, Jian
4
Kristensen, Dennis
4
Lanne, Markku
4
Lucas, André
4
Lunde, Asger
4
Marcellino, Massimiliano
4
Nielsen, Bent
4
Nonejad, Nima
4
Rahbek, Anders
4
Silvennoinen, Annastiina
4
more ...
less ...
Published in...
All
CREATES research paper
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion papers / Deutsches Institut für Wirtschaftsforschung
17
Working paper
15
Journal of econometrics
12
Discussion papers of interdisciplinary research project 373
8
EUI working paper
8
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
7
International journal of forecasting
7
SFB 649 discussion paper
7
CESifo working papers
6
Econometric theory
6
Economics letters
6
Journal of economic dynamics & control
6
Bank of England Working Paper
5
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
4
DIW Berlin Discussion Paper
4
Working papers / Bank of England
4
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
3
Econometric reviews
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Staff working papers / Bank of England
3
Themes in modern econometrics
3
Working paper series / European Central Bank
3
Working paper series / European Central Bank ; Eurosystem
3
CAMA Working Paper
2
CAMA working paper series
2
Discussion papers / CEPR
2
ECB Working Paper
2
Journal of applied econometrics
2
Journal of empirical finance
2
Oxford bulletin of economics and statistics
2
Staff Reports / Federal Reserve Bank of New York
2
Studien zur angewandten Wirtschaftsforschung und Statistik aus dem Institut für Statistik und Ökonometrie der Universität Hamburg
2
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
2
The econometrics journal
2
Vorträge auf der ... Jahreshauptversammlung der Deutschen Statistischen Gesellschaft
2
A companion to economic forecasting
1
Beiträge des Fachbereichs Wirtschaftswissenschaften der Universität Osnabrück
1
CESifo Working Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Heteroscedastic proxy vector autoregressions
Lütkepohl, Helmut
;
Schlaak, Thore
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1268-1281
Persistent link: https://www.econbiz.de/10013539510
Saved in:
2
On critical cases in limit theory for stationary increments Lévy driven moving averages
Basse-O'Connor, Andreas
;
Podolskij, Mark
-
2015
Persistent link: https://www.econbiz.de/10011398667
Saved in:
3
Forecasting medium and large datasets with Vector Autoregressive Moving Average (VARMA) models
Dias, Gustavo Fruet
;
Kapetanios, George
-
2014
Persistent link: https://www.econbiz.de/10010419000
Saved in:
4
On spectral distribution of high dimensional covariation matrices
Heinrich, Claudio
;
Podolskij, Mark
-
2014
Persistent link: https://www.econbiz.de/10010442408
Saved in:
5
On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes
Christensen, Kim
;
Podolskij, Mark
;
Vetter, Mathias
-
2011
Persistent link: https://www.econbiz.de/10009413031
Saved in:
6
Asymptotic theory of range-based multipower variation
Christensen, Kim
;
Podolskij, Mark
-
2011
Persistent link: https://www.econbiz.de/10009385084
Saved in:
7
Pre-averaging based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
-
2010
Persistent link: https://www.econbiz.de/10008651782
Saved in:
8
Realised quantile-based estimation of the integrated variance
Christensen, Kim
;
Oomen, Roel
;
Podolskij, Mark
-
2009
Persistent link: https://www.econbiz.de/10003849570
Saved in:
9
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data
Christensen, Kim
;
Kinnebrock, Silja
;
Podolskij, Mark
-
2009
Persistent link: https://www.econbiz.de/10003883608
Saved in:
10
Understanding limit theorems for semimartingales: a short survey
Podolskij, Mark
;
Vetter, Mathias
-
2009
Persistent link: https://www.econbiz.de/10003883610
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->