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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"Finance research letters"
~subject:"Deutschland"
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Search: subject_exact:"Zeitreihenzerlegung"
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Time series analysis
229
Zeitreihenanalyse
229
Theorie
170
Theory
170
Estimation theory
67
Schätztheorie
67
Estimation
55
Schätzung
55
Volatility
53
Volatilität
53
ARCH model
32
ARCH-Modell
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Capital income
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Stochastischer Prozess
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Cointegration
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Kointegration
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Germany
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Breitung, Jörg
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Härdle, Wolfgang
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Yang, Lijian
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Bollerslev, Tim
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Candelon, Bertrand
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1
Lanne, Markku
1
Lütkepohl, Helmut
1
Meddahi, Nour
1
Park, Byeong U.
1
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Finance research letters
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
29
CESifo working papers
17
Jahrbücher für Nationalökonomie und Statistik
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
11
Economic modelling
9
Reihe Quantitative Ökonomie : Ökon
9
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
8
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
8
Europäische Hochschulschriften / 5
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
SpringerLink / Bücher
8
Applied economics
7
Discussion paper / Deutsche Bundesbank
7
Discussion paper / Centre for Economic Forecasting
6
Economics letters
6
Journal of international money and finance
6
Schriften zur angewandten Ökonometrie
6
Vierteljahrshefte zur Wirtschaftsforschung
6
CESifo Working Paper Series
5
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
5
Discussion paper
5
Discussion papers / Deutsches Institut für Wirtschaftsforschung
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
Journal of international financial markets, institutions & money
5
Kieler Arbeitspapiere
5
Lehr- und Handbücher der Statistik
5
Applied financial economics
4
Classification and clustering in business cycle analysis
4
Contributions to economics
4
Discussion paper / 1 / Deutsche Bundesbank ; Eurosystem
4
Discussion paper / Tinbergen Institute
4
Discussion paper series / IZA
4
Discussion papers / Institute of Economics, University of Copenhagen
4
Discussion papers of interdisciplinary research project 373
4
Diskussionsbeiträge des Fachbereichs Wirtschaftswissenschaft der Freien Universität Berlin
4
Energy economics
4
Gabler Edition Wissenschaft
4
International journal of forecasting
4
Journal of applied econometrics
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ECONIS (ZBW)
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1
Correcting the errors : volatility forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
2
Estimation and testing for varying coefficients in additive models with marginal integration
Yang, Lijian
;
Härdle, Wolfgang
;
Park, Byeong U.
-
2002
Persistent link: https://www.econbiz.de/10001715636
Saved in:
3
Nonlinear GARCH models for highly persistent volatility
Lanne, Markku
;
Saikkonen, Pentti
-
2002
Persistent link: https://www.econbiz.de/10001668610
Saved in:
4
The dynamics of implied volatilities : a common principle components approach
Fengler, Matthias
;
Härdle, Wolfgang
;
Villa, Christophe
-
2001
Persistent link: https://www.econbiz.de/10001609556
Saved in:
5
Forecasting the real output using fractionally integrated techniques
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001597000
Saved in:
6
Fractional cointegration and real exchange rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2000
Persistent link: https://www.econbiz.de/10001509581
Saved in:
7
Common cycles : a frequency domain approach
Breitung, Jörg
;
Candelon, Bertrand
-
2000
Persistent link: https://www.econbiz.de/10001558560
Saved in:
8
Semiparametric bootstrap approach to hypothesis tests and confidence intervals for the Hurst coefficient
Hall, Peter
(
contributor
);
Härdle, Wolfgang
(
contributor
); …
-
1999
Persistent link: https://www.econbiz.de/10001413436
Saved in:
9
Non- and semiparametric identification of seasonal nonlinear autoregession models
Yang, Lijian
;
Tschernig, Rolf
-
1998
Persistent link: https://www.econbiz.de/10000168640
Saved in:
10
The Beveridge-Nelson decomposition : a different perspective with new results
Gómez, Víctor
;
Breitung, Jörg
-
1998
Persistent link: https://www.econbiz.de/10000992526
Saved in:
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