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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~person:"Leybourne, Stephen James"
~person:"McAleer, Michael"
~subject:"Finanzmarkt"
~type_genre:"Article in journal"
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Search: subject_exact:"Theory"
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| 6 applied filters
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Subject
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Time series analysis
Finanzmarkt
Theorie
142
Theory
142
Zeitreihenanalyse
44
Einheitswurzeltest
28
Unit root test
28
Estimation theory
27
Schätztheorie
27
Volatility
27
Volatilität
27
Estimation
20
Schätzung
20
ARCH model
19
ARCH-Modell
19
Stochastic process
18
Stochastischer Prozess
18
Börsenkurs
13
Forecasting model
13
Prognoseverfahren
13
Share price
13
Statistical test
11
Statistischer Test
11
Cointegration
9
Kointegration
9
Bubbles
8
Econometrics
8
Spekulationsblase
8
Structural break
8
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8
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8
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Financial market
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Kapitaleinkommen
7
Correlation
6
Korrelation
6
Regression analysis
6
Regressionsanalyse
6
Statistical theory
6
Statistische Methodenlehre
6
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Article
47
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Aufsatz im Buch
Article in journal
Aufsatz in Zeitschrift
45
Arbeitspapier
37
Working Paper
37
Graue Literatur
33
Non-commercial literature
33
Book section
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3
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English
48
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Leybourne, Stephen James
McAleer, Michael
Phillips, Peter C. B.
59
Franses, Philip Hans
54
Gil-Alaña, Luis A.
45
Perron, Pierre
30
Taylor, Robert
28
Koop, Gary
27
Lütkepohl, Helmut
27
Koopman, Siem Jan
26
Caporale, Guglielmo Maria
24
Granger, C. W. J.
24
Harvey, Andrew C.
24
Ghysels, Eric
23
Mills, Terence C.
23
Hecq, Alain W. J.
22
Teräsvirta, Timo
22
Hassler, Uwe
21
Hong, Yongmiao
21
Hendry, David F.
20
Newbold, Paul
20
Gupta, Rangan
19
Hyndman, Rob J.
19
Swanson, Norman R.
19
Engle, Robert F.
18
Petropoulos, Fotios
18
Pesaran, M. Hashem
17
Herwartz, Helmut
16
Peña, Daniel
16
Proietti, Tommaso
16
Saikkonen, Pentti
16
Stock, James H.
16
Assimakopoulos, V.
15
Chan, Joshua
15
Haldrup, Niels
15
Härdle, Wolfgang
15
Johansen, Søren
15
Lucas, André
15
Lux, Thomas
15
Makridakis, Spyros G.
15
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Econometric reviews
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of economic surveys
5
Journal of econometrics
4
Applied economics
3
The econometrics journal
3
Contributions to financial econometrics : theoretical and practical issues
2
Economics letters
2
Journal of time series econometrics
2
Oxford bulletin of economics and statistics
2
Econometrics : open access journal
1
Energy economics
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of risk and financial management : JRFM
1
Journal of the Royal Statistical Society
1
Papers in efficiency, effectiveness and international competitiveness
1
Practical issues in cointegration analysis
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Manchester School
1
The review of economic studies
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ECONIS (ZBW)
48
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1
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10
of
48
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date (oldest first)
1
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
2
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
3
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
4
Testing for a unit root against ESTAR stationarity
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011886659
Saved in:
5
The Journal of Risk and Financial Management in open access
McAleer, Michael
- In:
Journal of risk and financial management : JRFM
6
(
2013
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10011553413
Saved in:
6
The impact of the initial condition on covariate augmented unit root tests
Aristidou, Chrystalleni
;
Harvey, David I.
;
Leybourne, …
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011671094
Saved in:
7
Testing for a change in mean under fractional integration
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10011671125
Saved in:
8
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
9
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
10
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Saved in:
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