//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
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: isPartOf:"Studies in Nonlinear Dynamics and Econometrics"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Theorie
312
Theory
312
Time series analysis
221
Zeitreihenanalyse
221
Estimation
198
Schätzung
198
Estimation theory
128
Schätztheorie
128
Volatility
109
Volatilität
109
ARCH model
83
ARCH-Modell
83
Nichtlineare Regression
83
Nonlinear regression
83
Forecasting model
77
Prognoseverfahren
77
USA
66
United States
66
Markov chain
65
Markov-Kette
65
Business cycle
64
Konjunktur
64
VAR model
56
VAR-Modell
56
Bayesian inference
54
Bayes-Statistik
53
Capital income
51
Kapitaleinkommen
51
Cointegration
49
Kointegration
49
Regression analysis
48
Regressionsanalyse
48
Geldpolitik
45
Monetary policy
45
Börsenkurs
44
Share price
44
Monte Carlo simulation
41
Monte-Carlo-Simulation
41
Stochastic process
41
Stochastischer Prozess
41
more ...
less ...
Online availability
All
Undetermined
1,095
Free
22
Type of publication
All
Article
1,109
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
738
Aufsatz in Zeitschrift
738
Collection of articles of several authors
7
Sammelwerk
7
other
4
Festschrift
3
Interview
3
Conference proceedings
2
Konferenzschrift
2
research-article
2
more ...
less ...
Language
All
English
1,119
Author
All
Semmler, Willi
13
Jawadi, Fredj
12
Chiarella, Carl
10
Sola, Martin
10
Fabozzi, Frank J.
9
Gençay, Ramazan
9
Gómez, Manuel A.
9
Gupta, Rangan
8
Hinich, Melvin J.
8
Ramsey, James B.
8
Rothman, Philip
8
Taylor, Mark P.
8
Barnett, William A.
7
Belaire-Franch, Jorge
7
Funke, Michael
7
Proietti, Tommaso
7
Serletis, Apostolos
7
Teräsvirta, Timo
7
Bec, Frédérique
6
Blazsek, Szabolcs
6
Chumacero, Rómulo A.
6
Dufrénot, Gilles
6
Flaschel, Peter
6
Greiner, Alfred
6
Iglesias, Emma M.
6
Milas, Costas
6
Pavlidis, Efthymios G.
6
Spagnolo, Fabio
6
Escribano, Álvaro
5
Gallegati, Mauro
5
Haas, Markus
5
Harvey, David I.
5
Hurn, Stan
5
Jensen, Mark J.
5
Kapetanios, George
5
Kim, Chang-jin
5
Koop, Gary
5
Lee, Junsoo
5
Morley, James C.
5
Nishimura, Kazuo
5
more ...
less ...
Published in...
All
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1,112
Studies in Nonlinear Dynamics and Econometrics
7
Source
All
ECONIS (ZBW)
741
OLC EcoSci
372
Other ZBW resources
6
Showing
271
-
280
of
1,119
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
271
Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high requency return data
Lee, Kyungsub
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 19-36
Persistent link: https://www.econbiz.de/10011431109
Saved in:
272
Outliers and persistence in threshold autoregressive processes
Ahmad, Yamin
;
Donayre, Luiggi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 37-56
Persistent link: https://www.econbiz.de/10011431114
Saved in:
273
Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials
Cuestas, Juan Carlos
;
Gil-Alaña, Luis A.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 57-74
Persistent link: https://www.econbiz.de/10011431128
Saved in:
274
Recurrence quantification analysis of denoised index returns via alpha-stable modeling of wavelet coefficients : detecting switching volatility regimes
Tzagkarakis, George
;
Dionysopoulos, Thomas
;
Achim, Alin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 75-96
Persistent link: https://www.econbiz.de/10011431136
Saved in:
275
Selecting the tuning parameter of the l1 trend filter
Yamada, Hiroshi
;
Yoon, Gawon
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
1
,
pp. 97-105
Persistent link: https://www.econbiz.de/10011431307
Saved in:
276
Testing cointegration in quantile regressions with an application to the term structure of interest rates
Kuriyama, Nina
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
2
,
pp. 107-121
Persistent link: https://www.econbiz.de/10011507436
Saved in:
277
Multi-criteria classification for pricing European options
Gradojevic, Nikola
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
2
,
pp. 123-139
Persistent link: https://www.econbiz.de/10011507441
Saved in:
278
Structural VARs, deterministic and stochastic trends : how much detrending matters for shock identification
Varang Wiriyawit
;
Wong, Benjamin
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
2
,
pp. 141-157
Persistent link: https://www.econbiz.de/10011507446
Saved in:
279
Common time variation of parameters in reduced-form macroeconomic models
Stevanovic, Dalibor
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
2
,
pp. 159-183
Persistent link: https://www.econbiz.de/10011507469
Saved in:
280
Equilibrium pricing of currency options under a discontinuous model in a two-country economy
Xing, Yu
;
Yang, Xiaoping
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
20
(
2016
)
2
,
pp. 185-198
Persistent link: https://www.econbiz.de/10011507471
Saved in:
First
Prev
23
24
25
26
27
28
29
30
31
32
33
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->