EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: isPartOf_id:10008729585
Narrow search

Narrow search

Year of publication
Subject
All
Time series analysis 81 Zeitreihenanalyse 81 Estimation theory 62 Schätztheorie 62 Theorie 55 Theory 55 ARCH model 26 ARCH-Modell 26 Estimation 21 Schätzung 21 Volatility 21 Volatilität 21 Forecasting model 19 Prognoseverfahren 19 Einheitswurzeltest 15 Statistical test 15 Statistischer Test 15 Stochastic process 15 Stochastischer Prozess 15 Unit root test 15 Regression analysis 12 Regressionsanalyse 12 ARMA model 11 ARMA-Modell 11 Capital income 11 Cointegration 11 Kapitaleinkommen 11 Kointegration 11 Monte Carlo simulation 11 Monte-Carlo-Simulation 11 Structural break 10 Strukturbruch 10 Bootstrap approach 8 Bootstrap-Verfahren 8 Correlation 8 Korrelation 8 Statistical distribution 8 Statistische Verteilung 8 VAR model 8 VAR-Modell 8
more ... less ...
Online availability
All
Undetermined 130 Free 4
Type of publication
All
Article 133 Book / Working Paper 1
Type of publication (narrower categories)
All
Article in journal 134 Aufsatz in Zeitschrift 134 Collection of articles of several authors 1 Sammelwerk 1
Language
All
English 134
Author
All
Asai, Manabu 4 McElroy, Tucker 4 Jowaheer, Vandna 3 Mamode Khan, Naushad 3 Satchell, Stephen 3 Sunecher, Yuvraj 3 Abadir, Karim Maher 2 Amir, Abdoulkarim Ilmi 2 Arvanitis, Stelios 2 Burda, Martin 2 Dēmos, Antōnēs A. 2 Hendry, David F. 2 Iacone, Fabrizio 2 Kokoszka, Piotr 2 Kurozumi, Eiji 2 Larsson, Rolf 2 Leybourne, Stephen James 2 Maïnassara, Yacouba Boubacar 2 McAleer, Michael 2 Morettin, Pedro A. 2 Peiris, Shelton 2 Politis, Dimitris N. 2 Skrobotov, Anton 2 So, Mike Ka-pui 2 Wildi, Marc 2 Zhang, Ru 2 Ahmed, Muhammad Farid 1 Aknouche, Abdelhakim 1 Aleksandrov, Boris 1 Allen, David E. 1 Amo Baffour, Alexander 1 Anatolyev, Stanislav 1 Ankargren, Sebastian 1 Ardia, David 1 Aristidou, Chrystalleni 1 Aubin, Elisete C. Q. 1 Aw, Alassane 1 Bao, Yong 1 Bardet, Jean-Marc 1 Barrio Castro, Tomás del 1
more ... less ...
Published in...
All
Journal of time series econometrics 134
Source
All
ECONIS (ZBW) 134
Showing 1 - 10 of 134
Cover Image
Revisiting the revenue-spending nexus in the United States : a time-frequency perspective
Wang, Yu - In: Journal of time series econometrics 17 (2025) 2, pp. 119-140
Persistent link: https://www.econbiz.de/10015464306
Saved in:
Cover Image
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
Saved in:
Cover Image
The unit-root revolution revisited : where do non-standard sampling distributions and related conundrums stem from?
Spanos, Aris - In: Journal of time series econometrics 17 (2025) 2, pp. 69-117
Persistent link: https://www.econbiz.de/10015464304
Saved in:
Cover Image
VS-LTGARCHX : a flexible variable selection in log-TGARCHX models
Orujov, Samir; Elvira, Victor; Poterie, Audrey; … - In: Journal of time series econometrics 17 (2025) 1, pp. 1-34
Persistent link: https://www.econbiz.de/10015437073
Saved in:
Cover Image
Forecasting high-dimensional portfolios
Mattera, Raffaele - In: Journal of time series econometrics 17 (2025) 1, pp. 35-67
Persistent link: https://www.econbiz.de/10015437074
Saved in:
Cover Image
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:
Cover Image
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
Saved in:
Cover Image
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:
Cover Image
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:
Cover Image
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
Saved in:
  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...