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~isPartOf:"Journal of time series econometrics"
~subject:"ARCH-Modell"
~subject:"Deutschland"
~subject:"Stochastischer Prozess"
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ARCH-Modell
Deutschland
Stochastischer Prozess
Time series analysis
73
Zeitreihenanalyse
73
Estimation theory
39
Schätztheorie
39
Theorie
28
Theory
28
ARCH model
13
Statistical test
12
Statistischer Test
12
Forecasting model
10
Prognoseverfahren
10
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9
Estimation
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Schätzung
9
Unit root test
9
Cointegration
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Kointegration
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Structural break
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8
Stochastic process
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cointegration
7
ARMA model
6
ARMA-Modell
6
Volatility
6
Volatilität
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time series
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State space model
5
Zustandsraummodell
5
Bootstrap approach
4
Bootstrap-Verfahren
4
Capital income
4
Kapitaleinkommen
4
Saisonale Schwankungen
4
Seasonal variations
4
VAR model
4
VAR-Modell
4
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3
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Asai, Manabu
3
Arvanitis, Stelios
2
So, Mike Ka-pui
2
Aknouche, Abdelhakim
1
Allen, David E.
1
Ankargren, Sebastian
1
Bardet, Jean-Marc
1
Boubaker, Heni
1
Candido, Osvaldo
1
Chen, Jie
1
Dola, Béchir
1
Dēmos, Antōnēs A.
1
Hecq, Alain W. J.
1
Jensen, Anders Tolver
1
Kawakatsu, Hiroyuki
1
Lange, Theis
1
Larsson, Rolf
1
Laurent, Sébastien
1
Lips, Johannes
1
Louka, Alexandros
1
McAleer, Michael
1
McElroy, Tucker
1
Milunovich, George
1
Nonejad, Nima
1
Palm, Franz C.
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Peiris, Shelton
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Pereira, Pedro L. Valls
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Politis, Dimitris N.
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Sanhaji, Bilel
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Trimbur, Thomas M.
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Tófoli, Paula V.
1
Unosson, Måns
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Vafiadis, Nikolaos
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Yang, Minxian
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Yang, Yukai
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Journal of time series econometrics
Journal of econometrics
105
Discussion paper / Tinbergen Institute
82
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Economic modelling
54
Economics letters
48
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Econometric reviews
43
International journal of forecasting
43
Journal of empirical finance
42
Energy economics
40
Applied economics
37
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
37
Econometric theory
34
Working paper
34
CREATES research paper
30
CESifo working papers
29
Finance research letters
28
Journal of forecasting
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
25
Journal of risk and financial management : JRFM
25
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
24
The North American journal of economics and finance : a journal of financial economics studies
24
The econometrics journal
24
Journal of financial econometrics : official journal of the Society for Financial Econometrics
23
Computational economics
22
International review of financial analysis
22
Journal of banking & finance
22
International review of economics & finance : IREF
21
Working paper / Department of Econometrics and Business Statistics, Monash University
21
Applied economics letters
19
Econometric Institute research papers
19
Econometrics : open access journal
19
Journal of financial econometrics
19
Quantitative finance
18
Research in international business and finance
18
Applied financial economics
17
CAMA working paper series
15
Discussion papers of interdisciplinary research project 373
15
International Journal of Energy Economics and Policy : IJEEP
15
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ECONIS (ZBW)
21
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1
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
2
Simple factor realized stochastic volatility models
Kawakatsu, Hiroyuki
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 79-110
Persistent link: https://www.econbiz.de/10014288373
Saved in:
3
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
Saved in:
4
Time-varying NoVaS versus GARCH : point prediction, volatility estimation and prediction intervals
Chen, Jie
;
Politis, Dimitris N.
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012300649
Saved in:
5
A flexible mixed-frequency vector autoregression with a steady-state prior
Ankargren, Sebastian
;
Unosson, Måns
;
Yang, Yukai
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012300798
Saved in:
6
Dynamic D-vine copula model with applications to Value-at-Risk (VaR)
Tófoli, Paula V.
;
Ziegelmann, Flávio A.
;
Candido, Osvaldo
- In:
Journal of time series econometrics
11
(
2019
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012022874
Saved in:
7
A generalized ARFIMA model with smooth transition fractional integration parameter
Boubaker, Heni
- In:
Journal of time series econometrics
10
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011817682
Saved in:
8
Signal extraction for nonstationary time series with diverse sampling rules
Trimbur, Thomas M.
;
McElroy, Tucker
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011671120
Saved in:
9
Testing for nonlinearity in conditional covariances
Sanhaji, Bilel
- In:
Journal of time series econometrics
9
(
2017
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011701865
Saved in:
10
Do they still matter? : impact of fossil fuels on electricity prices in the light of increased renewable generation
Lips, Johannes
- In:
Journal of time series econometrics
9
(
2017
)
2
,
pp. 1-12
Persistent link: https://www.econbiz.de/10011701909
Saved in:
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