//--> //--> //--> //-->
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:"Cowles Foundation discussion paper"
~isPartOf:"Working papers"
~subject:"ARCH-Modell"
~subject:"Statistical test"
~type_genre:"Graue Literatur"
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:"Zeitreihenanalyse"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Statistical test
Time series analysis
141
Zeitreihenanalyse
141
Theorie
77
Theory
77
Estimation theory
34
Schätztheorie
34
Forecasting model
25
Prognoseverfahren
25
Einheitswurzeltest
17
Unit root test
17
Cointegration
14
Kointegration
14
Regression analysis
14
Regressionsanalyse
14
Stochastic process
14
Stochastischer Prozess
14
Nichtparametrisches Verfahren
12
Nonparametric statistics
12
Estimation
11
Markov chain
11
Markov-Kette
11
Schätzung
11
Volatility
11
Volatilität
11
Business cycle
10
Konjunktur
10
Autocorrelation
9
Autokorrelation
9
Bayes-Statistik
9
Bayesian inference
9
Modellierung
9
Scientific modelling
9
Statistischer Test
9
USA
9
United States
9
ARCH model
8
Statistical distribution
8
Statistische Verteilung
8
more ...
less ...
Online availability
All
Free
17
Type of publication
All
Book / Working Paper
17
Type of publication (narrower categories)
All
Graue Literatur
Arbeitspapier
17
Non-commercial literature
17
Working Paper
17
Language
All
English
17
Author
All
Phillips, Peter C. B.
6
Chen, Xiaohong
4
Dalla, Violetta
2
Yu, Jun
2
Ślepaczuk, Robert
2
Billio, Monica
1
Casarin, Roberto
1
Chlebus, Marcin
1
Christensen, Timothy M.
1
Conrad, Christian
1
Engle, Robert F.
1
Giraitis, Liudas
1
Giratis, Liudas
1
Huang, Zhuo
1
Jakubowski, Paweł
1
Kheifets, Igor
1
Kheifets, Igor L.
1
Li, Jia
1
Liao, Zhipeng
1
Lis, Szymon
1
Lui, Yiu Lim
1
Osuntuyi, Anthony
1
Roszyk, Natalia
1
Shi, Shuping
1
Wang, Qiying
1
Windorbski, Franciszek
1
Woźniak, Tomasz
1
Yi, Yanping
1
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
Working papers
Discussion paper / Tinbergen Institute
45
Working paper
29
CREATES research paper
28
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
19
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
15
SFB 649 discussion paper
15
Econometric Institute research papers
14
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
12
Working paper series
11
CESifo working papers
10
Cambridge working papers in economics
10
Discussion papers of interdisciplinary research project 373
10
Working paper / Department of Econometrics and Business Statistics, Monash University
10
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
9
CORE discussion papers : DP
8
Department of Economics discussion paper series / University of Oxford
8
IWQW discussion paper series
8
Discussion paper / Center for Economic Research, Tilburg University
7
Discussion papers / Department of Economics, University of Copenhagen
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
6
Birkbeck working papers in economics and finance : BWPEF
5
IHS economics series : working paper
5
Queen's Economics Department working paper
5
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
5
CEMFI working paper
4
CEMMAP working papers / Centre for Microdata Methods and Practice
4
CORE discussion paper : DP
4
Discussion paper series
4
Discussion papers / Helsinki Center of Economic Research : discussion paper
4
ECARES working paper
4
Finmap working paper
4
Research paper series / Swiss Finance Institute
4
SSE EFI working paper series in economics and finance
4
Working papers / University of Connecticut, Department of Economics
4
CEA_372Cass working paper series
3
Cardiff economics working papers
3
Department of Economics working paper series
3
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
3
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The hybrid forecast of S&P 500 volatility ensembled from VIX, GARCH and LSTM models
Roszyk, Natalia
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634883
Saved in:
2
Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł
;
Ślepaczuk, Robert
;
Windorbski, …
-
2023
Persistent link: https://www.econbiz.de/10014448210
Saved in:
3
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013464259
Saved in:
4
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
5
Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts
Lis, Szymon
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795166
Saved in:
6
Modelling volatility cycles : the (MF)2 GARCH model
Conrad, Christian
;
Engle, Robert F.
-
2021
-
This draft: March 14, 2021
Persistent link: https://www.econbiz.de/10012488645
Saved in:
7
Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
Saved in:
8
Fully modified least squares for multicointegrated systems
Kheifets, Igor L.
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012132051
Saved in:
9
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
-
2019
-
Revised October 2019
Persistent link: https://www.econbiz.de/10012153489
Saved in:
10
Granger-causal analysis of GARCH models : a Bayesian approach
Woźniak, Tomasz
-
2015
Persistent link: https://www.econbiz.de/10011339305
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->