//--> //--> //--> //-->
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 financial econometrics : official journal of the Society for Financial Econometrics"
~subject:"Börsenkurs"
~subject:"Theorie"
~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
Börsenkurs
Theorie
Volatility
Time series analysis
56
Zeitreihenanalyse
56
Theory
25
Volatilität
24
Estimation theory
20
Schätztheorie
20
ARCH model
18
ARCH-Modell
18
Estimation
17
Schätzung
17
Forecasting model
15
Prognoseverfahren
15
Capital income
12
Kapitaleinkommen
12
Share price
11
Market microstructure
7
Marktmikrostruktur
7
Stochastic process
6
Stochastischer Prozess
6
Correlation
5
Korrelation
5
high-frequency data
5
Financial market
4
Finanzmarkt
4
Multivariate Analyse
4
Multivariate analysis
4
Noise Trading
4
Noise trading
4
Statistical test
4
Statistischer Test
4
Analysis of variance
3
GARCH
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Regression analysis
3
Regressionsanalyse
3
Risikomaß
3
more ...
less ...
Online availability
All
Undetermined
11
Type of publication
All
Article
39
Type of publication (narrower categories)
All
Article in journal
39
Aufsatz in Zeitschrift
39
Language
All
English
39
Author
All
Corsi, Fulvio
2
Saikkonen, Pentti
2
Audrino, Francesco
1
Balter, Janine
1
Bollerslev, Tim
1
Busetti, Fabio
1
Calvori, Francesco
1
Chiu, Ching Wai Jeremy
1
Creal, Drew
1
Dahlhaus, Rainer
1
Eckernkemper, Tobias
1
Engle, Robert F.
1
Eraker, Bjørn
1
Fantazzini, Dean
1
Foerster, Andrew
1
Gagliardini, Patrick
1
Galeano, Pedro
1
Ghysels, Eric
1
Gonçalves, Sílvia
1
Halbleib, Roxana
1
Hallam, Mark
1
Han, Heejoon
1
Harvey, Andrew C.
1
Harvey, David I.
1
Hassler, Uwe
1
Haug, Stephan
1
He, Changli
1
Herwartz, Helmut
1
Hounyo, Ulrich
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Jacquier, Eric
1
Joyeux, Roselyne
1
Kim, Tae Bong
1
Klüppelberg, Claudia
1
Koopman, Siem Jan
1
Lanne, Markku
1
Lanne, Markus
1
Leybourne, Stephen James
1
Li, Jiahan
1
more ...
less ...
Published in...
All
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
393
International journal of forecasting
322
Economics letters
298
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
265
Journal of forecasting
237
Discussion paper / Tinbergen Institute
205
Econometric theory
197
Economic modelling
151
Econometric reviews
149
Applied economics
134
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
117
Energy economics
115
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
106
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Journal of applied econometrics
94
Working paper / Department of Econometrics and Business Statistics, Monash University
90
CREATES research paper
89
Working paper
86
Applied economics letters
83
Journal of empirical finance
81
Computational economics
79
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
79
Journal of economic dynamics & control
75
NBER Working Paper
69
NBER working paper series
65
Working paper / National Bureau of Economic Research, Inc.
64
CESifo working papers
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
EUI working paper / ECO
60
Cowles Foundation discussion paper
57
Finance research letters
57
International review of economics & finance : IREF
56
Oxford bulletin of economics and statistics
56
The econometrics journal
54
The North American journal of economics and finance : a journal of financial economics studies
52
Econometrics : open access journal
51
SFB 649 discussion paper
51
Journal of banking & finance
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
European journal of operational research : EJOR
49
more ...
less ...
Source
All
ECONIS (ZBW)
39
Showing
1
-
10
of
39
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Modeling systemic risk : time-varying tail dependence when forecasting marginal expected shortfall
Eckernkemper, Tobias
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
1
,
pp. 63-117
Persistent link: https://www.econbiz.de/10011987686
Saved in:
2
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:
3
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:
4
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
5
Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick
;
Ghysels, Eric
;
Rubin, M.
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 509-560
Persistent link: https://www.econbiz.de/10011987633
Saved in:
6
Real-Time GARCH
Smetanina, Ekaterina
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
4
,
pp. 561-601
Persistent link: https://www.econbiz.de/10011987644
Saved in:
7
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
8
Component-wise representations of long-memory models and volatility prediction
Proietti, Tommaso
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 668-692
Persistent link: https://www.econbiz.de/10011623820
Saved in:
9
Quantile regression for long memory testing : a case of realized volatility
Hassler, Uwe
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 693-724
Persistent link: https://www.econbiz.de/10011623824
Saved in:
10
Forecasting covariance matrices : a mixed approach
Halbleib, Roxana
;
Voev, Valeri
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 383-417
Persistent link: https://www.econbiz.de/10011589016
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->