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Search: isPartOf:"Journal of Time Series Econometrics"
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Time series analysis
78
Zeitreihenanalyse
78
Estimation theory
60
Schätztheorie
60
Theorie
55
Theory
55
ARCH model
25
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25
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21
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21
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20
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20
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18
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18
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15
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15
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14
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14
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14
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14
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11
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11
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11
Kointegration
11
Monte Carlo simulation
11
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11
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11
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11
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10
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10
Structural break
10
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10
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8
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8
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8
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258
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263
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130
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9
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192
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McElroy, Tucker
5
Asai, Manabu
4
Hendry, David F.
4
Morettin, Pedro A.
4
Satchell, Stephen
4
Haldrup, Niels
3
Iacone, Fabrizio
3
Jowaheer, Vandna
3
Khan, Naushad Mamode
3
Larsson, Rolf
3
Sunecher, Yuvraj
3
Wildi, Marc
3
Zhang, Ru
3
Abadir Karim M.
2
Abadir, Karim M.
2
Abadir, Karim Maher
2
Aknouche, Abdelhakim
2
Amir, Abdoulkarim Ilmi
2
Arvanitis, Stelios
2
Aubin, Elisete C. Q.
2
Bai, Jushan
2
Barrio Castro, Tomás del
2
Belaire-Franch, Jorge
2
Bollerslev, Tim
2
Burda, Martin
2
Cardinali, Alessandro
2
Carrion-i-Silvestre, Josep Lluís
2
Chan, Felix
2
Chen, Xilong
2
Chiann, Chang
2
Christensen, Timothy
2
Contreras, Dulce
2
Dahl, Christian M.
2
Demetrescu, Matei
2
Doornik, Jurgen A.
2
Dēmos, Antōnēs A.
2
Everaert, Gerdie
2
Fang, Xu
2
Ghysels, Eric
2
Grassi, Stefano
2
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Journal of time series econometrics
172
Journal of Time Series Econometrics
92
Source
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ECONIS (ZBW)
130
RePEc
72
OLC EcoSci
42
Other ZBW resources
20
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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
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2
Small sample adjustment for hypotheses testing on cointegrating vectors
Canepa, Alessandra
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 51-85
Persistent link: https://www.econbiz.de/10013260145
Saved in:
3
Frontmatter
In:
Journal of Time Series Econometrics
14
(
2022
)
1
,
pp. i-ii
Persistent link: https://www.econbiz.de/10014615126
Saved in:
4
Frontmatter
In:
Journal of Time Series Econometrics
14
(
2022
)
2
,
pp. i-ii
Persistent link: https://www.econbiz.de/10014615127
Saved in:
5
Quasi maximum likelihood estimation of vector multiplicative error model using the ECCC-GARCH representation
Xu, Yongdeng
- In:
Journal of time series econometrics
16
(
2024
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10015052951
Saved in:
6
Commodity price and Indonesian fiscal policy : an SVAR analysis with non-Gaussian errors
Mansur, Alfan
- In:
Journal of time series econometrics
16
(
2024
)
1
,
pp. 29-66
Persistent link: https://www.econbiz.de/10015052955
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7
Recurrent neural network GO-GARCH model for portfolio selection
Burda, Martin
;
Schroeder, Adrian K.
- In:
Journal of time series econometrics
16
(
2024
)
2
,
pp. 67-81
Persistent link: https://www.econbiz.de/10015117680
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8
Forecasting the risk of cryptocurrencies : comparison and combination of garch and stochastic volatility models
Prüser, Jan
- In:
Journal of time series econometrics
16
(
2024
)
2
,
pp. 83-108
Persistent link: https://www.econbiz.de/10015117682
Saved in:
9
Variable selection in regression models using global sensitivity analysis
Becker, William
;
Paruolo, Paolo
;
Saltelli, Andrea
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 187-233
Persistent link: https://www.econbiz.de/10012612768
Saved in:
10
Frontmatter
In:
Journal of Time Series Econometrics
13
(
2021
)
1
,
pp. i-iii
Persistent link: https://www.econbiz.de/10014615124
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