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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~isPartOf:"Handbook of economic forecasting ; Vol. 1"
~isPartOf:"Long memory in economics : with 50 tables"
~isPartOf:"Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995"
~isPartOf:"Statistical properties of GARCH processes"
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Time series analysis
Theorie
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Theory
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Zeitreihenanalyse
24
Estimation theory
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Forecasting model
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Prognoseverfahren
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Aufsatz im Buch
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He, Changli
4
Teyssière, Gilles
3
Abry, Patrice
1
Alfarano, Simone
1
Ara, Ismat
1
Bairam, Erkin İbrahim
1
Bhansali, Raj
1
Brooks, Robert
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1
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1
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1
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Handbook of economic forecasting ; Vol. 1
Long memory in economics : with 50 tables
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
Statistical properties of GARCH processes
Analyse saisonaler Zeitreihen
9
Handbook of financial time series
9
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
9
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
6
Bootstrap inference in time series econometrics
5
Classification and clustering in business cycle analysis
5
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
5
Handbook of econometrics ; Vol. 2
5
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
5
Progress in financial markets research
5
State space and unobserved component models : theory and applications
5
The Oxford handbook of economic forecasting
5
Applied quantitative finance
4
Bioenvironmental and public health statistics
4
Computational finance and its applications II : [Second International Conference on Computational Finance - Computational finance II ; held in London in June 2006]
4
Econometric analysis of financial and economic time series ; part B
4
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
4
On testing and forecasting in fractionally integrated time series models
4
Statistical methods in finance
4
Cointegration for the applied economist
3
Contributions to financial econometrics : theoretical and practical issues
3
Count data autoregression modelling
3
Econometric analysis of financial markets
3
Econometric modelling of durations between economic events
3
Econometrics of short and unreliable time series
3
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
3
Growth and cycle in the Euro-zone
3
Implikationen der Währungsunion für makroökonometrische Modelle
3
Kondratieffs Zyklen der Wirtschaft : an der Schwelle neuer Vollbeschäftigung? ; (Beiträge zur Theorie der Langen Wellen und ihrer praktischen Anwendung - ein interdisziplinärer Dialog) ; [erarbeitet auf der Grundlage von Beiträgen zur Internationalen Fachtagung "Offensiv zu Arbeitsplätzen: Weltmärkte 2010" des Lindenthal-Instituts Köln am 14. und 15. September 1996 über die Theorie der Langen Wellen und ihre praktische Anwendung]
3
Monetary transmission mechanisms and central bank policy : essays in econometric modelling
3
Neuere Entwicklungen in der angewandten Ökonometrie : Beiträge zum 1. Karlsruher Ökonometrie-Workshop
3
New tools of economic dynamics
3
On turning point detection in cyclical processes : with applications to the monitoring of business cycles
3
Recent econometric techniques for macroeconomic and financial data
3
Risk management decisions and value under uncertainty
3
Saisonbereinigung und Konjunkturanalyse : Ifo-Symposium vom 13. und 14. Oktober 1995 in Tübingen
3
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ECONIS (ZBW)
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1
A minimal noise trader model with realistic time series properties
Alfarano, Simone
;
Lux, Thomas
- In:
Long memory in economics : with 50 tables
,
(pp. 345-361)
.
2006
Persistent link: https://www.econbiz.de/10003357267
Saved in:
2
Forecasting with VARMA models
Lütkepohl, Helmut
-
2006
Persistent link: https://www.econbiz.de/10003338428
Saved in:
3
Forecasting with unobserved components time series models
Harvey, Andrew C.
-
2006
Persistent link: https://www.econbiz.de/10003338431
Saved in:
4
Forecasting with trending data
Elliott, Graham
-
2006
Persistent link: https://www.econbiz.de/10003338439
Saved in:
5
Intermittency, long-memory and financial returns
Bhansali, Raj
;
Holland, Mark P.
;
Kokoszka, Piotr S.
- In:
Long memory in economics : with 50 tables
,
(pp. 39-68)
.
2006
Persistent link: https://www.econbiz.de/10003375590
Saved in:
6
Hölderian invariance principles and some applications for testing epidemic changes
Račkauskas, Alfredas Ju.
;
Suquet, Charles
- In:
Long memory in economics : with 50 tables
,
(pp. 109-128)
.
2006
Persistent link: https://www.econbiz.de/10003375596
Saved in:
7
Adaptive detection of multiple change-points in asset price volatility
Lavielle, Marc
;
Teyssière, Gilles
- In:
Long memory in economics : with 50 tables
,
(pp. 129-156)
.
2006
Persistent link: https://www.econbiz.de/10003375597
Saved in:
8
Bandwidth choice, optimal rates and adaptivity in semiparametric estimation of long memory
Henry, Marc
- In:
Long memory in economics : with 50 tables
,
(pp. 157-172)
.
2006
Persistent link: https://www.econbiz.de/10003375637
Saved in:
9
Wavelet analysis of nonlinear long-range dependent processes : applications to financial time series
Teyssière, Gilles
;
Abry, Patrice
- In:
Long memory in economics : with 50 tables
,
(pp. 173-238)
.
2006
Persistent link: https://www.econbiz.de/10003375645
Saved in:
10
Prediction, orthogonal polynomials and Toeplitz matrices : a fast and reliable approximation to the Durbin-Levinson algorithm
Kateb, Djalil
;
Seghier, Abdellatif
;
Teyssière, Gilles
- In:
Long memory in economics : with 50 tables
,
(pp. 239-261)
.
2006
Persistent link: https://www.econbiz.de/10003375646
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