//--> //--> //-->
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:"CREATES research paper"
~isPartOf:"Energy economics"
~isPartOf:"The econometrics journal"
~subject:"Prognoseverfahren"
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:"Serial correlation"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Autocorrelation
59
Autokorrelation
59
Theorie
26
Theory
26
Time series analysis
26
Zeitreihenanalyse
26
Estimation theory
19
Schätztheorie
19
Nichtlineare Regression
11
Nonlinear regression
11
Forecasting model
9
Statistical test
9
Statistischer Test
9
Volatility
9
Volatilität
9
ARCH model
8
ARCH-Modell
8
Einheitswurzeltest
8
Unit root test
8
Estimation
7
Schätzung
7
Oil price
6
Regression analysis
6
Regressionsanalyse
6
Saisonale Schwankungen
6
Seasonal variations
6
VAR model
6
VAR-Modell
6
Ölpreis
6
Correlation
5
Korrelation
5
USA
5
United States
5
Monte Carlo simulation
4
Monte-Carlo-Simulation
4
Changing seasonality
3
Climate change
3
EU countries
3
EU-Staaten
3
more ...
less ...
Online availability
All
Undetermined
7
Free
1
Type of publication
All
Article
8
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
8
Aufsatz in Zeitschrift
8
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
9
Author
All
Qu, Hui
3
Gupta, Rangan
2
Niu, Mengyi
2
Pierdzioch, Christian
2
Çepni, Oğuzhan
2
Andersen, Torben
1
Barbaglia, Luca
1
Bonato, Matteo
1
Chen, Wei
1
Croux, Christophe
1
Duan, Qingling
1
Kejriwal, Mohitosh
1
Li, Guo
1
Li, Xindan
1
Ng, Serena
1
Pienaar, Daniel
1
Varneskov, Rasmus Tangsgaard
1
Vogelsang, Timothy J.
1
Wilms, Ines
1
Yu, Xuewen
1
more ...
less ...
Published in...
All
CREATES research paper
Energy economics
The econometrics journal
Journal of forecasting
20
International journal of forecasting
16
Journal of econometrics
8
Economics letters
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
CESifo working papers
5
Discussion paper / Tinbergen Institute
4
European journal of operational research : EJOR
4
Journal of applied econometrics
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Applied economics letters
3
CAMA working paper series
3
Cambridge working papers in economics
3
Discussion paper / Centre for Economic Policy Research
3
Discussion papers / Helsinki Center of Economic Research : discussion paper
3
Econometric reviews
3
Econometric theory
3
Journal of banking & finance
3
Journal of empirical finance
3
Journal of money, credit and banking : JMCB
3
Quantitative finance
3
Risks : open access journal
3
The European journal of finance
3
Working paper
3
Working papers series in theoretical and applied economics
3
Applied economics
2
Bulletin of economic research
2
Business, Economics, and Law
2
CAMA Working Paper
2
CFS working paper series
2
Computational economics
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
Economic modelling
2
Graz economics papers : GEP
2
HWWI research paper
2
Handbook of economic forecasting ; Volume 2B
2
International Journal of Energy Economics and Policy : IJEEP
2
International journal of finance & economics : IJFE
2
International review of financial analysis
2
more ...
less ...
Source
All
ECONIS (ZBW)
9
Showing
1
-
9
of
9
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Multi-perspective investor attention and oil futures volatility forecasting
Qu, Hui
;
Li, Guo
- In:
Energy economics
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014279697
Saved in:
2
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:
3
Consistent inference for predictive regressions in persistent VAR economies
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
-
2018
Persistent link: https://www.econbiz.de/10011797682
Saved in:
4
Generalized forecast averaging in autoregressions with a near unit root
Kejriwal, Mohitosh
;
Yu, Xuewen
- In:
The econometrics journal
24
(
2021
)
1
,
pp. 83-102
Persistent link: https://www.econbiz.de/10012504451
Saved in:
5
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:
6
Volatility spillovers in commodity markets : a large t-vector autoregressive approach
Barbaglia, Luca
;
Croux, Christophe
;
Wilms, Ines
- In:
Energy economics
85
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012509561
Saved in:
7
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:
8
Forecasting realized volatility in electricity markets using logistic smooth transition heterogeneous autoregressive models
Qu, Hui
;
Chen, Wei
;
Niu, Mengyi
;
Li, Xindan
- In:
Energy economics
54
(
2016
),
pp. 68-76
Persistent link: https://www.econbiz.de/10011662756
Saved in:
9
Forecasting autoregressive time series in the presence of deterministic components
Ng, Serena
;
Vogelsang, Timothy J.
- In:
The econometrics journal
5
(
2002
)
1
,
pp. 196-224
Persistent link: https://www.econbiz.de/10001683704
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->