//--> //--> //--> //-->
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:"Journal of empirical finance"
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
107
Zeitreihenanalyse
107
Theorie
52
Theory
52
Volatility
48
Volatilität
48
Capital income
39
Kapitaleinkommen
39
ARCH model
37
ARCH-Modell
37
Estimation
34
Schätzung
34
Börsenkurs
33
Share price
33
Forecasting model
32
Prognoseverfahren
32
Estimation theory
25
Schätztheorie
25
USA
12
United States
12
Aktienmarkt
10
Portfolio selection
10
Portfolio-Management
10
Stochastic process
10
Stochastischer Prozess
10
Stock market
10
Correlation
9
Korrelation
9
Risikomaß
8
Risk measure
8
CAPM
7
Forecasting
7
Multivariate Verteilung
7
Multivariate distribution
7
Statistical distribution
7
Statistische Verteilung
7
Autocorrelation
6
Autokorrelation
6
Exchange rate
6
Long memory
6
more ...
less ...
Online availability
All
Undetermined
54
Free
1
Type of publication
All
Article
107
Type of publication (narrower categories)
All
Article in journal
106
Aufsatz in Zeitschrift
106
Language
All
English
107
Author
All
Taylor, Robert
3
Astill, Sam
2
Dark, Jonathan
2
Ding, Zhuanxin
2
Harvey, David I.
2
Kapetanios, George
2
Kim, Chang-Jin
2
Koop, Gary
2
Leybourne, Stephen James
2
Li, Youwei
2
Lucas, André
2
McKenzie, Michael D.
2
Nelson, Charles R.
2
Nielsen, Morten Ørregaard
2
Phillips, Peter C. B.
2
Santucci de Magistris, Paolo
2
Satchell, Stephen
2
Wongwachara, Warapong
2
Abergel, Frédéric
1
Amado, Cristina
1
Arakelian, V.
1
Baillie, Richard
1
Ball, Clifford A.
1
Bee, Marco
1
Benavides, Guillermo
1
Berens, Tobias
1
Bernardi, Mauro
1
Bohn Nielsen, Heino
1
Boudt, Kris
1
Brooks, Chris
1
Brooks, Robert
1
Broze, Laurence
1
Cai, Lili
1
Campbell, John Y.
1
Capistrán Carmona, Carlos
1
Caporin, Massimiliano
1
Cassola, Nuno
1
Catania, Leopoldo
1
Cerrato, Mario
1
Chambers, Marcus J.
1
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of econometrics
682
International journal of forecasting
581
Economics letters
458
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
406
Journal of forecasting
334
Applied economics
327
Discussion paper / Tinbergen Institute
327
Econometric theory
320
IMF Working Papers
297
Economic modelling
270
Physica A: Statistical Mechanics and its Applications
268
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
233
Applied economics letters
227
Econometric reviews
223
MPRA Paper
215
Energy economics
213
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
206
Working paper / Department of Econometrics and Business Statistics, Monash University
195
Working paper
190
NBER Working Paper
167
NBER working paper series
165
CREATES research paper
164
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
138
Computational economics
136
Journal of economic dynamics & control
114
Discussion paper / Centre for Economic Policy Research
112
Econometrics : open access journal
110
Cowles Foundation discussion paper
106
Finance research letters
105
Oxford bulletin of economics and statistics
105
Journal of macroeconomics
100
The econometrics journal
97
International Journal of Energy Economics and Policy : IJEEP
87
IMF Staff Country Reports
86
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
85
International review of economics & finance : IREF
84
more ...
less ...
Source
All
ECONIS (ZBW)
107
Showing
1
-
10
of
107
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Time
series
momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
3
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
4
Equity markets volatility clustering : a multiscale analysis of intraday and overnight returns
Zhao, Xiaojun
;
Xu, Chao
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014578531
Saved in:
5
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
6
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
7
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
8
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
9
Forecasting tail risk measures for financial
time
series
: an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
10
Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
Qiu, Yue
;
Wang, Zongrun
;
Xie, Tian
;
Zhang, Xinyu
- In:
Journal of empirical finance
62
(
2021
),
pp. 179-201
Persistent link: https://www.econbiz.de/10012693338
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...
//-->