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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~isPartOf:"Handbook of financial time series"
~isPartOf:"Saisonbereinigung und Konjunkturanalyse : Ifo-Symposium vom 13. und 14. Oktober 1995 in Tübingen"
~isPartOf:"State space and unobserved component models : theory and applications"
~subject:"Konjunktur"
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Time series analysis
Konjunktur
Theorie
31
Theory
31
Zeitreihenanalyse
17
Stochastic process
6
Stochastischer Prozess
6
Volatility
6
Volatilität
6
State space model
5
Zustandsraummodell
5
ARCH model
4
ARCH-Modell
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Business cycle
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Saisonale Schwankungen
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Seasonal variations
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Finanzmarkt
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Aufsatz im Buch
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18
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English
14
German
4
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Hurvich, Clifford M.
2
Lindner, Alexander M.
2
Polson, Nicholas G.
2
Andreou, Elena
1
Chen, Willa W.
1
Ghysels, Eric
1
Goldrian, Georg
1
Harvey, Andrew C.
1
Helmstädter, Ernst
1
Johannes, Michael
1
Koopman, Siem Jan
1
Lange, Theis
1
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1
Meyer, Norbert
1
Müller, Peter
1
Paparoditis, Efstathios
1
Politis, Dimitris N.
1
Rahbek, Anders
1
Schmidt, Jürgen
1
Soulier, Philippe
1
Stoffer, David S.
1
Stroud, Jonathan R.
1
Teräsvirta, Tim
1
Wall, Kent D.
1
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1
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1
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Handbook of financial time series
Saisonbereinigung und Konjunkturanalyse : Ifo-Symposium vom 13. und 14. Oktober 1995 in Tübingen
State space and unobserved component models : theory and applications
Long memory in economics : with 50 tables
10
Analyse saisonaler Zeitreihen
9
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
9
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
7
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
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
New tools of economic dynamics
4
Non-linear dynamics and endogenous cycles
4
Nonlinear and multisectoral macrodynamics : essays in honour of Richard Goodwin
4
On testing and forecasting in fractionally integrated time series models
4
Statistical methods in finance
4
Statistical properties of GARCH processes
4
Advanced mathematical methods for finance
3
Advances in economics and econometrics ; Vol. 3
3
Business cycles and economic thought : a history
3
Cointegration for the applied economist
3
Complexity and self-organization in social and economic systems : proceedings of the International Conference on Complexity and Self-Organization in Social and Economic Systems, Beijing, October 1994
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 and economic theory in the 20th century : the Ragnar Frisch Centennial Symposium
3
Econometrics of short and unreliable time series
3
Empirische Wirtschaftsforschung : Methoden und Anwendungen ; Wirtschaftswissenschaftliches Seminar Ottobeuren
3
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
3
Evolving technology and market structure : studies in Schumpeterian economics
3
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1
State space modeling in macroeconomics and finance using SsfPack in S+Finmetrics
Zivot, Eric
;
Wang, Jeffrey
;
Koopman, Siem Jan
- In:
State space and unobserved component models : theory …
,
(pp. 284-335)
.
2004
Persistent link: https://www.econbiz.de/10009719920
Saved in:
2
Practical filtering for stochastic volatility models
Stroud, Jonathan R.
;
Polson, Nicholas G.
;
Müller, Peter
- In:
State space and unobserved component models : theory …
,
(pp. 236-247)
.
2004
Persistent link: https://www.econbiz.de/10009719923
Saved in:
3
Resampling in state space models
Stoffer, David S.
;
Wall, Kent D.
- In:
State space and unobserved component models : theory …
,
(pp. 171-202)
.
2004
Persistent link: https://www.econbiz.de/10009719925
Saved in:
4
Test for cycles
Harvey, Andrew C.
- In:
State space and unobserved component models : theory …
,
(pp. 102-119)
.
2004
Persistent link: https://www.econbiz.de/10009719928
Saved in:
5
An introduction to particle filters
Maskell, Simon
- In:
State space and unobserved component models : theory …
,
(pp. 40-71)
.
2004
Persistent link: https://www.econbiz.de/10009719931
Saved in:
6
An introduction to univariate GARCH models
Teräsvirta, Tim
- In:
Handbook of financial time series
,
(pp. 17-42)
.
2009
Persistent link: https://www.econbiz.de/10003833776
Saved in:
7
Stationary, mixing, distributional properties and moments of GARCH (p,q)-processes
Lindner, Alexander M.
- In:
Handbook of financial time series
,
(pp. 43-69)
.
2009
Persistent link: https://www.econbiz.de/10003833778
Saved in:
8
Stochastic volatility models with long memory
Hurvich, Clifford M.
;
Soulier, Philippe
- In:
Handbook of financial time series
,
(pp. 345-354)
.
2009
Persistent link: https://www.econbiz.de/10003833970
Saved in:
9
Continuous time approximations to GARCH and stochastic volatility models
Lindner, Alexander M.
- In:
Handbook of financial time series
,
(pp. 481-496)
.
2009
Persistent link: https://www.econbiz.de/10003834175
Saved in:
10
Fractional cointegration
Chen, Willa W.
;
Hurvich, Clifford M.
- In:
Handbook of financial time series
,
(pp. 709-726)
.
2009
Persistent link: https://www.econbiz.de/10003834216
Saved in:
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