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~isPartOf:"International review of financial analysis"
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Search: subject:"Zeitreihenanalyse"
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Autokorrelation
Zeitreihenanalyse
360
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352
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178
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178
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109
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109
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74
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Teräsvirta, Timo
3
Alcalá-Fdez, Jesús
1
Arauzo, Antonio
1
Assaf, Ata
1
Astill, Sam
1
Aznarte, José Luis
1
Bai, Jushan
1
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International review of financial analysis
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38
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The empirical economics letters : a monthly international journal of economics
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ECONIS (ZBW)
23
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1
Are carry, momentum and value still there in currencies?
Hutchinson, Mark
;
Kyziropoulos, Panagiotis E.
;
O'Brien, John
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455045
Saved in:
2
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
Saved in:
3
Stock returns, quantile autocorrelation, and volatility forecasting
Zhao, Yixiu
;
Upreti, Vineet
;
Cai, Yuzhi
- In:
International review of financial analysis
73
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012803612
Saved in:
4
Testing for strict stationarity in a random coefficient autoregressive model
Trapani, Lorenzo
- In:
Econometric reviews
40
(
2021
)
3
,
pp. 220-256
Persistent link: https://www.econbiz.de/10012515596
Saved in:
5
Nonlinear autoregressive models with optimality properties
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 559-578
Persistent link: https://www.econbiz.de/10012195421
Saved in:
6
Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.
;
Vávra, Marián
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 248-262
Persistent link: https://www.econbiz.de/10012180732
Saved in:
7
Parameter estimation and inference with spatial lags and cointegration
Mutl, Jan
;
Sögner, Leopold
- In:
Econometric reviews
38
(
2019
)
6
,
pp. 597-635
Persistent link: https://www.econbiz.de/10012181339
Saved in:
8
Likelihood inference for dynamic linear models with Markov switching parameters : on the efficiency of the Kim filter
Kim, Young Min
;
Kang, Kyu Ho
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1109-1130
Persistent link: https://www.econbiz.de/10012181397
Saved in:
9
Testing for a unit root in a nonlinear quantile autoregression framework
Li, Haiqi
;
Park, Sung Y.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 867-892
Persistent link: https://www.econbiz.de/10012040418
Saved in:
10
The asymptotic size and power of the augmented Dickey-Fuller test for a unit root
Paparoditis, Efstathios
;
Politis, Dimitris N.
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 955-973
Persistent link: https://www.econbiz.de/10012040423
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