//--> //--> //-->
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
~person:"Yu, Jun"
~subject:"Time series analysis"
~subject:"Zeitreihenanalyse"
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:"Methodology"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Zeitreihenanalyse
ARMA model
4
ARMA-Modell
4
Theorie
4
Theory
4
Stochastic process
3
Stochastischer Prozess
3
Maximum likelihood estimation
2
Maximum-Likelihood-Schätzung
2
Volatility
2
Volatilität
2
ARFIMA
1
Anti-persistent errors
1
Capital income
1
Exchange rate
1
Forecasting model
1
Fractional Ornstein-Uhlenbeck process
1
Hurst parameter
1
Kapitaleinkommen
1
Long memory
1
Out-of-sample forecasting
1
Prognoseverfahren
1
Rough volatility
1
Wechselkurs
1
fractional integration
1
long memory
1
realized volatility
1
roughness
1
short-run dynamics
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Arbeitspapier
1
Graue Literatur
1
Non-commercial literature
1
Working Paper
1
Language
All
English
4
Author
All
Yu, Jun
Gil-Alaña, Luis A.
12
Beran, Jan
11
Sibbertsen, Philipp
11
Maravall Herrero, Agustín
10
Feng, Yuanhua
7
Gupta, Rangan
7
Chan, Joshua
6
Hyndman, Rob J.
6
Lütkepohl, Helmut
6
McAleer, Michael
6
Poskitt, Donald Stephen
6
Silvestrini, Andrea
6
Boubaker, Heni
5
Cochrane, John H.
5
Cubadda, Gianluca
5
Hecq, Alain W. J.
5
Kaiser, Regina
5
Koopman, Siem Jan
5
Lacroix, Renaud
5
Ocker, Dirk
5
Palm, Franz C.
5
Rodriguez, Gabriel
5
Baillie, Richard
4
Bhardwaj, Geetesh
4
Bos, Charles S.
4
Candelon, Bertrand
4
Chambers, Marcus J.
4
Hauser, Michael A.
4
Hoesli, Martin
4
Nielsen, Morten Ørregaard
4
Saikkonen, Pentti
4
Serrano, Camilo
4
Thornton, Michael A.
4
Vahid, Farshid
4
Veredas, David
4
Zhang, Bo
4
Athanasopoulos, George
3
Boylan, John E.
3
Canarella, Giorgio
3
more ...
less ...
Published in...
All
Econometric theory
1
Journal of econometrics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
1
Source
All
ECONIS (ZBW)
4
Showing
1
-
4
of
4
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Volatility puzzle : long memory or antipersistency
Shi, Shuping
;
Yu, Jun
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 3861-3883
Persistent link: https://www.econbiz.de/10014338293
Saved in:
2
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
3
Empirical characteristic function in time series estimation
Knight, John L.
;
Yu, Jun
- In:
Econometric theory
18
(
2002
)
3
,
pp. 691-721
Persistent link: https://www.econbiz.de/10001673452
Saved in:
4
Empirical characteristic function in time series estimation
Knight, John L.
;
Yu, Jun
-
1999
Persistent link: https://www.econbiz.de/10001435272
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->