//--> //--> //--> //-->
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:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"ARCH model"
~subject:"Cointegration"
~subject:"Prognoseverfahren"
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:"Zeitreihenanalyse"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
ARCH model
Cointegration
Prognoseverfahren
Time series analysis
203
Zeitreihenanalyse
203
Theorie
94
Theory
94
Estimation
60
Schätzung
60
Estimation theory
50
Schätztheorie
50
Volatility
34
Volatilität
34
Nichtlineare Regression
33
Nonlinear regression
33
Forecasting model
32
ARCH-Modell
31
Business cycle
26
Konjunktur
26
Markov chain
23
Markov-Kette
23
State space model
21
USA
21
United States
21
Zustandsraummodell
21
Einheitswurzeltest
20
Unit root test
20
Autocorrelation
19
Autokorrelation
19
Bayes-Statistik
18
Bayesian inference
18
Kointegration
18
Stochastic process
17
Stochastischer Prozess
17
Structural break
17
Strukturbruch
17
VAR model
16
VAR-Modell
16
Capital income
15
Kapitaleinkommen
15
more ...
less ...
Online availability
All
Undetermined
70
Free
2
Type of publication
All
Article
72
Type of publication (narrower categories)
All
Article in journal
72
Aufsatz in Zeitschrift
72
Language
All
English
72
Author
All
Blazsek, Szabolcs
4
Escribano, Álvaro
4
Ayala, Astrid
2
Gupta, Rangan
2
Haas, Markus
2
Licht, Adrian
2
Abbara, Omar
1
Ahmad, Yamin S.
1
Aknouche, Abdelhakim
1
Almohaimeed, Bader S.
1
Aparicio, F. M.
1
Arora, Siddharth
1
Bahramian, Pejman
1
Banerjee, Anurag Narayan
1
Baur, Dirk G.
1
Bekiros, Stelios
1
Bethel, Brandon J.
1
Bouaddi, Mohammed
1
Boubaker, Heni
1
Broto, Carmen
1
Burda, Martin
1
Camacho, Maximo
1
Canarella, Giorgio
1
Cappuccio, Nunzio
1
Carnero, M. Angeles
1
Chen, Yi-Ting
1
Chen, Zhuo
1
Choi, Seungmoon
1
Chu, Shiou-Yen
1
Chuffart, Thomas
1
Dimitrakopoulos, Stefanos
1
Dimpfl, Thomas
1
Dockner, Engelbert J.
1
Donfack, Morvan Nongni
1
Doornik, Jurgen A.
1
Dorffner, Georg
1
Dufays, Arnaud
1
Enders, Walter
1
Ericsson, Neil R.
1
Fethi, Sami
1
more ...
less ...
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
International journal of forecasting
436
Journal of forecasting
230
Journal of econometrics
174
Economic modelling
120
Discussion paper / Tinbergen Institute
106
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
105
Energy economics
102
Applied economics
96
Economics letters
87
Working paper / Department of Econometrics and Business Statistics, Monash University
85
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
78
Working paper
70
Econometric reviews
61
International Journal of Energy Economics and Policy : IJEEP
61
CREATES research paper
60
CESifo working papers
57
Computational economics
56
Journal of empirical finance
56
Applied economics letters
54
The North American journal of economics and finance : a journal of financial economics studies
47
Finance research letters
42
Econometric Institute research papers
40
Econometric theory
39
Econometrics : open access journal
38
International review of economics & finance : IREF
37
Journal of applied econometrics
37
The empirical economics letters : a monthly international journal of economics
37
International review of financial analysis
36
Journal of risk and financial management : JRFM
36
European journal of operational research : EJOR
35
International journal of economics and financial issues : IJEFI
34
Journal of banking & finance
31
The econometrics journal
31
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
30
Working paper series / European Central Bank
30
CAMA working paper series
29
Journal of financial econometrics
29
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Research in international business and finance
29
more ...
less ...
Source
All
ECONIS (ZBW)
72
Showing
1
-
10
of
72
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Anticipating extreme losses using score-driven shape filters
Ayala, Astrid
;
Blazsek, Szabolcs
;
Escribano, Álvaro
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 449-484
Persistent link: https://www.econbiz.de/10014372905
Saved in:
2
Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration
Murasawa, Yasutomo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 387-415
Persistent link: https://www.econbiz.de/10013334834
Saved in:
3
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
4
Clean energy consumption and economic growth in China : a time-varying analysis
Bahramian, Pejman
;
Saliminezhad, Andisheh
;
Fethi, Sami
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
3
,
pp. 299-313
Persistent link: https://www.econbiz.de/10014372879
Saved in:
5
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
6
Comparison of score-driven equity-gold portfolios during the COVID-19 pandemic using model confidence sets
Ayala, Astrid
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 705-731
Persistent link: https://www.econbiz.de/10014506866
Saved in:
7
Estimation and forecasting of long memory stochastic volatility models
Abbara, Omar
;
Zevallos, Mauricio
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014288818
Saved in:
8
Forecasting transaction counts with integer-valued GARCH models
Aknouche, Abdelhakim
;
Almohaimeed, Bader S.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
4
,
pp. 529-539
Persistent link: https://www.econbiz.de/10013453761
Saved in:
9
Consumption, aggregate wealth and expected stock returns : a quantile cointegration approach
Quineche, Ricardo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
5
,
pp. 693-703
Persistent link: https://www.econbiz.de/10013554939
Saved in:
10
Prediction of stock index of two-scale long short-term memory model based on multiscale nonlinear integration
Tang, Decai
;
Pan, Zhiwei
;
Bethel, Brandon J.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
5
,
pp. 723-735
Persistent link: https://www.econbiz.de/10013554949
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->