//--> //--> //--> //-->
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:"Computational economics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Nonparametric statistics"
~subject:"Volatility"
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:"Time series analysis"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Nonparametric statistics
Volatility
Time series analysis
182
Zeitreihenanalyse
182
Theorie
96
Theory
96
Forecasting model
56
Prognoseverfahren
56
Estimation theory
51
Schätztheorie
51
Volatilität
44
Estimation
42
Schätzung
42
State space model
36
Zustandsraummodell
36
ARCH model
29
ARCH-Modell
29
Capital income
21
Kapitaleinkommen
21
Stochastic process
20
Stochastischer Prozess
20
Börsenkurs
19
Share price
19
Monte Carlo simulation
15
Monte-Carlo-Simulation
15
Financial market
14
Finanzmarkt
14
Neural networks
13
Neuronale Netze
13
Nichtparametrisches Verfahren
12
Aktienmarkt
11
Nichtlineare Regression
11
Nonlinear regression
11
Stock market
11
Statistical test
10
Statistischer Test
10
USA
10
United States
10
Bayes-Statistik
9
Bayesian inference
9
more ...
less ...
Online availability
All
Undetermined
29
Free
1
Type of publication
All
Article
53
Type of publication (narrower categories)
All
Article in journal
53
Aufsatz in Zeitschrift
53
Language
All
English
53
Author
All
Boubaker, Heni
2
Aloy, Marcel
1
Antognini, Jonathan
1
Arce, Paola
1
Asai, Manabu
1
Aydin, Dursun
1
Balter, Janine
1
Barrios, Erniel B.
1
Belkacem, Lotfi
1
Beyaztas, Beste H.
1
Beyaztas, Ufuk
1
Bianchi, Michele Leonardo
1
Bollerslev, Tim
1
Ceffer, Attila
1
Chen, Yi-Ting
1
Chen, Zhu-ming
1
Cheung, Yin-Wong
1
Chung, Sang-Kuck
1
Corsi, Fulvio
1
Dahlhaus, Rainer
1
Di, Jianing
1
Dias, Fabio S.
1
Fabozzi, Frank J.
1
Fantazzini, Dean
1
Fletcher, Tristan
1
Franses, Philip Hans
1
Ftiti, Zied
1
Fu, Junhui
1
Gagliardini, Patrick
1
Galeano, Pedro
1
Gangopadhyay, Ashis
1
Gao, Wei
1
Ghosh, Indranil
1
Ghysels, Eric
1
Gonçalves, Sílvia
1
Halbleib, Roxana
1
Hallam, Mark
1
Han, Heejoon
1
Hassler, Uwe
1
Haug, Stephan
1
more ...
less ...
Published in...
All
Computational economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
161
Discussion paper / Tinbergen Institute
89
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
Energy economics
72
International journal of forecasting
68
Economic modelling
64
Econometric reviews
49
Journal of empirical finance
47
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Economics letters
44
Journal of forecasting
42
Finance research letters
39
Applied economics
36
Econometric theory
36
Working paper / Department of Econometrics and Business Statistics, Monash University
35
CREATES research paper
32
SFB 649 discussion paper
32
The North American journal of economics and finance : a journal of financial economics studies
32
International review of economics & finance : IREF
29
International review of financial analysis
29
Working paper
28
Journal of financial econometrics
27
Journal of risk and financial management : JRFM
27
Journal of banking & finance
25
Quantitative finance
24
Research in international business and finance
22
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
22
Econometrics : open access journal
21
Journal of economic dynamics & control
21
Applied economics letters
19
The econometrics journal
19
Discussion papers of interdisciplinary research project 373
18
CAMA working paper series
17
CESifo working papers
17
Cambridge working papers in economics
17
CoFE discussion papers
16
Economics working paper
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
more ...
less ...
Source
All
ECONIS (ZBW)
53
Showing
1
-
10
of
53
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
2
Multiscale multifractal detrended fluctuation analysis and trend identification of liquidity in the China's stock markets
Yan, Ruzhen
;
Yue, Ding
;
Wu, Xu
;
Gao, Wei
- In:
Computational economics
61
(
2023
)
2
,
pp. 487-511
Persistent link: https://www.econbiz.de/10014228448
Saved in:
3
Bayesian analysis of realized matrix-exponential GARCH models
Asai, Manabu
;
McAleer, Michael
- In:
Computational economics
59
(
2022
)
1
,
pp. 103-123
Persistent link: https://www.econbiz.de/10013168928
Saved in:
4
Testing for time-varying properties under misspecified conditional mean and variance
Maki, Daiki
;
Ota, Yasushi
- In:
Computational economics
57
(
2021
)
4
,
pp. 1167-1182
Persistent link: https://www.econbiz.de/10012543270
Saved in:
5
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
6
Co-movement and dynamic correlation of financial and energy markets : an integrated framework of nonlinear dynamics, wavelet analysis and DCC-GARCH
Ghosh, Indranil
;
Sanyal, Manas K.
;
Jana, R. K.
- In:
Computational economics
57
(
2021
)
2
,
pp. 503-527
Persistent link: https://www.econbiz.de/10012486945
Saved in:
7
Censored nonparametric
time-series
analysis
with autoregressive error models
Aydin, Dursun
;
Yilmaz, Ersin
- In:
Computational economics
58
(
2021
)
2
,
pp. 169-202
Persistent link: https://www.econbiz.de/10012614970
Saved in:
8
Forecasting volatility for an optimal portfolio with stylized facts using copulas
Karmous, Aida
;
Boubaker, Heni
;
Belkacem, Lotfi
- In:
Computational economics
58
(
2021
)
2
,
pp. 461-482
Persistent link: https://www.econbiz.de/10012615046
Saved in:
9
Intertemporal similarity of economic time series : an application of dynamic time warping
Franses, Philip Hans
;
Wiemann, Thomas
- In:
Computational economics
56
(
2020
)
1
,
pp. 59-75
Persistent link: https://www.econbiz.de/10012272016
Saved in:
10
Multifractal analysis of realized volatilities in Chinese stock market
Liu, Yufang
;
Zhang, Weiguo
;
Fu, Junhui
;
Wu, Xiang
- In:
Computational economics
56
(
2020
)
2
,
pp. 319-336
Persistent link: https://www.econbiz.de/10012272033
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->