//--> //--> //--> //-->
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:"Journal of economic dynamics & control"
~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
166
Zeitreihenanalyse
166
Theorie
91
Theory
91
Estimation
47
Schätzung
47
Volatilität
41
Estimation theory
33
Schätztheorie
33
Forecasting model
26
Prognoseverfahren
26
ARCH model
25
ARCH-Modell
25
Börsenkurs
20
Share price
20
Capital income
19
Kapitaleinkommen
19
State space model
18
VAR model
18
VAR-Modell
18
Zustandsraummodell
18
Business cycle
17
Konjunktur
17
Schock
16
Shock
16
Stochastic process
15
Stochastischer Prozess
15
USA
14
United States
14
Bayes-Statistik
12
Bayesian inference
12
Geldpolitik
10
Monetary policy
10
Aktienmarkt
8
Correlation
8
Korrelation
8
Stock market
8
Structural break
8
Strukturbruch
8
more ...
less ...
Online availability
All
Undetermined
21
Type of publication
All
Article
46
Type of publication (narrower categories)
All
Article in journal
46
Aufsatz in Zeitschrift
46
Language
All
English
46
Author
All
Diks, Cees G. H.
2
Panchenko, Valentyn
2
Amir Ahmadi, Pooyan
1
Balter, Janine
1
Berger, Tino
1
Bianchi, Daniele
1
Bollerslev, Tim
1
Chan, Joshua
1
Chauvet, Marcelle
1
Chorro, Christophe
1
Corsi, Fulvio
1
Dahlhaus, Rainer
1
Dendramis, Yiannis
1
Di, Jianing
1
Dijk, Dick van
1
El-Gamal, Mahmoud A.
1
Enders, Walter
1
Everaert, Gerdie
1
Fantazzini, Dean
1
Fałdziński, Marcin
1
Fiszeder, Piotr
1
Gagliardini, Patrick
1
Galeano, Pedro
1
Gangopadhyay, Ashis
1
Ghysels, Eric
1
Gonçalves, Sílvia
1
Halbleib, Roxana
1
Hallam, Mark
1
Han, Heejoon
1
Hassler, Uwe
1
Haug, Stephan
1
Hautsch, Nikolaus
1
Herwartz, Helmut
1
Hong, Yongmiao
1
Hounyo, Ulrich
1
Härdle, Wolfgang
1
Ielpo, Florian
1
Ikeda, Shin S.
1
Jacquier, Eric
1
Kaeck, Andreas
1
more ...
less ...
Published in...
All
Journal of economic dynamics & control
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
Computational economics
28
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
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)
46
Showing
1
-
10
of
46
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Fast estimation of a large TVP-VAR model with score-driven volatilities
Zheng, Tingguo
;
Ye, Shiqi
;
Hong, Yongmiao
- In:
Journal of economic dynamics & control
157
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014495380
Saved in:
2
Fast and accurate variational inference for large Bayesian VARs with stochastic volatility
Chan, Joshua
;
Yu, Xuewen
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013539520
Saved in:
3
Modeling tail risks of inflation using unobserved component quantile regressions
Pfarrhofer, Michael
- In:
Journal of economic dynamics & control
143
(
2022
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013543015
Saved in:
4
High-frequency volatility modeling : A Markov-Switching Autoregressive Conditional Intensity model
Li, Yifan
;
Nolte, Ingmar
;
Nolte, Sandra
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012666459
Saved in:
5
Adaptive expectations and commodity risk premiums
Bianchi, Daniele
- In:
Journal of economic dynamics & control
124
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012666934
Saved in:
6
The contribution of intraday jumps to forecasting the density of returns
Chorro, Christophe
;
Ielpo, Florian
;
Sévi, Benoît
- In:
Journal of economic dynamics & control
113
(
2020
),
pp. 1-24
Persistent link: https://www.econbiz.de/10012502523
Saved in:
7
The risk return relationship : evidence from index returns and realised variances
Yang, Minxian
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012312640
Saved in:
8
Improving forecasts with the co-range dynamic conditional correlation model
Fiszeder, Piotr
;
Fałdziński, Marcin
- In:
Journal of economic dynamics & control
108
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012313608
Saved in:
9
Structural volatility impulse response function and asymptotic inference
Liu, Xiaochun
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
2
,
pp. 316-339
Persistent link: https://www.econbiz.de/10011987769
Saved in:
10
Fractionally integrated COGARCH processes
Haug, Stephan
;
Klüppelberg, Claudia
;
Straub, German
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
4
,
pp. 599-628
Persistent link: https://www.econbiz.de/10011988000
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->