//--> //--> //--> //-->
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
~isPartOf:"Economic modelling"
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:"time series"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
265
Zeitreihenanalyse
265
Theorie
113
Theory
113
Estimation
100
Schätzung
100
Forecasting model
60
Prognoseverfahren
60
Volatility
57
Volatilität
56
Cointegration
41
Kointegration
41
State space model
37
Zustandsraummodell
37
Estimation theory
34
Schätztheorie
34
Einheitswurzeltest
33
Unit root test
33
ARCH model
31
ARCH-Modell
31
Business cycle
29
Konjunktur
29
Structural break
29
Strukturbruch
29
Börsenkurs
27
Share price
27
Capital income
25
Kapitaleinkommen
25
USA
20
United States
20
VAR model
20
VAR-Modell
20
Inflation
18
Aktienmarkt
17
National income
17
Nationaleinkommen
17
Stock market
17
Nichtlineare Regression
16
Nonlinear regression
16
Oil price
16
more ...
less ...
Online availability
All
Undetermined
136
Type of publication
All
Article
270
Type of publication (narrower categories)
All
Article in journal
270
Aufsatz in Zeitschrift
270
Conference paper
1
Konferenzbeitrag
1
Language
All
English
270
Author
All
Paradiso, Antonio
4
Tiwari, Aviral Kumar
4
Arčabić, Vladimir
3
Cubadda, Gianluca
3
Huang, Zhuo
3
Kim, Jong-Min
3
Moosa, Imad A.
3
Sharma, Susan Sunila
3
Todorova, Neda
3
Andrés, Antonio R.
2
Baruník, Jozef
2
Bekiros, Stelios
2
Boutahar, Mohamed
2
Camacho, Maximo
2
Caporale, Guglielmo Maria
2
Chaiechi, Taha
2
Chang, Tsangyao
2
Chen, Shyh-Wei
2
Chen, Shyh-wei
2
Franses, Philip Hans
2
Fukuda, Kosei
2
Gil-Alaña, Luis A.
2
Guardabascio, Barbara
2
Gupta, Rangan
2
Halicioglu, Ferda
2
Hall, Stephen G.
2
Kiani, Khurshid M.
2
Kumar, Dilip
2
Li, Yong
2
Liu, Li
2
Maheswaran, S.
2
Morana, Claudio
2
Narayan, Paresh Kumar
2
Nazlıoğlu, Şaban
2
Papell, David H.
2
Ranjbar, Omid
2
Raïssi, Hamdi
2
Rua, António
2
Salisu, Afees A.
2
Seong, Byeongchan
2
more ...
less ...
Published in...
All
Economic modelling
Journal of econometrics
681
International journal of forecasting
561
Economics letters
458
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
398
Journal of forecasting
331
Discussion paper / Tinbergen Institute
325
Applied economics
324
Econometric theory
319
IMF Working Papers
297
Physica A: Statistical Mechanics and its Applications
268
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
233
Applied economics letters
222
Econometric reviews
221
MPRA Paper
215
Energy economics
207
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
204
Working paper / Department of Econometrics and Business Statistics, Monash University
190
Working paper
178
NBER Working Paper
167
CREATES research paper
164
NBER working paper series
160
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
156
Journal of applied econometrics
148
Working paper / National Bureau of Economic Research, Inc.
141
CESifo working papers
136
Computational economics
127
Discussion paper / Centre for Economic Policy Research
112
Journal of economic dynamics & control
109
Econometrics : open access journal
107
Cowles Foundation discussion paper
105
Journal of empirical finance
105
Oxford bulletin of economics and statistics
105
Journal of macroeconomics
99
The econometrics journal
95
International Journal of Energy Economics and Policy : IJEEP
87
IMF Staff Country Reports
86
EUI working paper / ECO
85
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
Finance research letters
84
more ...
less ...
Source
All
ECONIS (ZBW)
270
Showing
1
-
10
of
270
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
2
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
3
Revisiting
time
series
momentum in China's commodity futures market : evidence on sources of momentum profits
Ming, Lei
;
Song, Wuqi
;
Dong, Minyi
- In:
Economic modelling
128
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014464418
Saved in:
4
Vine copula Granger causality in mean
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Economic modelling
109
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013348254
Saved in:
5
Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
6
Testing for integration and cointegration when
time
series
are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
7
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
8
Are low frequency macroeconomic variables important for high frequency electricity prices?
Foroni, Claudia
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384007
Saved in:
9
Forecasting dividend growth : the role of adjusted earnings yield
Yu, Deshui
;
Huang, Difang
;
Li, Chen
;
Li, Luyang
- In:
Economic modelling
120
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014384127
Saved in:
10
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->