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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
ARCH-Modell
25
Estimation
21
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21
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20
Volatilität
20
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18
Prognoseverfahren
18
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15
Statistischer Test
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
Monte-Carlo-Simulation
11
Regression analysis
11
Regressionsanalyse
11
Capital income
10
Kapitaleinkommen
10
Structural break
10
Strukturbruch
10
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8
Bootstrap-Verfahren
8
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8
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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
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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
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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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41
Finite-sample theory and bias correction of maximum likelihood estimators in the EGARCH model
Dēmos, Antōnēs A.
;
Kyriakopoulou, Dimitra
- In:
Journal of time series econometrics
11
(
2019
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10012022815
Saved in:
42
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:
43
Forecasting volatility returns of oil price using gene expression programming approach
Amo Baffour, Alexander
;
Jingchun, Feng
;
Fan, Liwei
; …
- In:
Journal of time series econometrics
11
(
2019
)
2
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012022879
Saved in:
44
Political business cycles in Australia elections and party ideology
Kolios, Bill
- In:
Journal of time series econometrics
11
(
2019
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10012022883
Saved in:
45
Risk analysis of cumulative intraday return curves
Kokoszka, Piotr
;
Miao, Hong
;
Stoev, Stilian
;
Zheng, Ben
- In:
Journal of time series econometrics
11
(
2019
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012022894
Saved in:
46
What proportion of time is a particular market inefficient? : a method for analysing the frequency of market efficiency when equity prices follow threshold autoregressions
Ahmed, Muhammad Farid
;
Satchell, Stephen
- In:
Journal of time series econometrics
10
(
2018
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011898000
Saved in:
47
A flexible observation-driven stationary bivariate negative binomial INAR(1) with non-homogeneous levels of over-dispersion
Khan, Naushad Mamode
;
Sunecher, Yuvraj
;
Jowaheer, Vandna
- In:
Journal of time series econometrics
10
(
2018
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10011898006
Saved in:
48
Sequential testing with uniformly distributed size
Anatolyev, Stanislav
;
Kosenok, Grigory
- In:
Journal of time series econometrics
10
(
2018
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011898018
Saved in:
49
Methods for computing numerical standard errors : review and application to value-at-risk estimation
Ardia, David
;
Bluteau, Keven
;
Hoogerheide, Lennart
- In:
Journal of time series econometrics
10
(
2018
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10011898020
Saved in:
50
The Chow-Lin method extended to dynamic models with autocorrelated residuals
Poissonnier, Aurélien
- In:
Journal of time series econometrics
10
(
2018
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011817681
Saved in:
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