//--> //--> //--> //-->
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:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Finance research letters"
~isPartOf:"Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics"
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_exact:"Zeitreihenzerlegung"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
228
Zeitreihenanalyse
228
Theorie
169
Theory
169
Estimation theory
67
Schätztheorie
67
Estimation
54
Schätzung
54
Volatility
52
Volatilität
52
ARCH model
31
ARCH-Modell
31
USA
31
United States
31
Capital income
30
Kapitaleinkommen
30
Forecasting model
29
Prognoseverfahren
29
Börsenkurs
25
Share price
25
Statistical theory
20
Statistische Methodenlehre
20
Stochastic process
20
Stochastischer Prozess
20
Cointegration
16
Kointegration
16
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
Statistical test
14
Statistischer Test
14
Deutschland
13
Einheitswurzeltest
13
Germany
13
Unit root test
13
Financial market
12
Finanzmarkt
12
Regression analysis
12
Regressionsanalyse
12
Aktienmarkt
11
Exchange rate
11
more ...
less ...
Online availability
All
Undetermined
80
Type of publication
All
Article
166
Book / Working Paper
62
Type of publication (narrower categories)
All
Article in journal
166
Aufsatz in Zeitschrift
166
Arbeitspapier
62
Graue Literatur
62
Non-commercial literature
62
Working Paper
62
Language
All
English
227
German
1
Author
All
Gil-Alaña, Luis A.
15
Phillips, Peter C. B.
13
Härdle, Wolfgang
10
Lütkepohl, Helmut
7
Saikkonen, Pentti
7
Breitung, Jörg
5
Caporale, Guglielmo Maria
5
Engle, Robert F.
4
Hong, Yongmiao
4
Lanne, Markku
4
Spokojnyj, Vladimir G.
4
Tauchen, George Eugene
4
Tschernig, Rolf
4
White, Halbert
4
Abadir, Karim Maher
3
Al-Yahyaee, Khamis Hamed
3
Candelon, Bertrand
3
Gupta, Rangan
3
Herwartz, Helmut
3
Kleinow, Torsten
3
Mensi, Walid
3
Nelson, Daniel B.
3
Ploberger, Werner
3
Robinson, Peter M.
3
Stock, James H.
3
Watson, Mark W.
3
Yang, Lijian
3
Österholm, Pär
3
Andrews, Donald W. K.
2
Bollerslev, Tim
2
Chen, Song Xi
2
De Luca, Giovanni
2
Dufour, Jean-Marie
2
Hadri, Kaddour
2
Hafner, Christian M.
2
Ji, Qiang
2
Kladívko, Kamil
2
Li, Jia
2
Nakano, Junji
2
Newey, Whitney K.
2
more ...
less ...
Published in...
All
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Finance research letters
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
Journal of econometrics
673
International journal of forecasting
552
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
395
Journal of forecasting
328
Discussion paper / Tinbergen Institute
321
Applied economics
320
Econometric theory
315
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Econometric reviews
218
Applied economics letters
216
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
203
Energy economics
197
Working paper / Department of Econometrics and Business Statistics, Monash University
190
Working paper
175
NBER Working Paper
165
CREATES research paper
164
NBER working paper series
157
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
CESifo working papers
133
Computational economics
126
Discussion paper / Centre for Economic Policy Research
111
Journal of economic dynamics & control
109
Econometrics : open access journal
106
Cowles Foundation discussion paper
105
Journal of empirical finance
105
Oxford bulletin of economics and statistics
102
Journal of macroeconomics
99
The econometrics journal
93
EUI working paper / ECO
84
International review of economics & finance : IREF
84
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
The North American journal of economics and finance : a journal of financial economics studies
76
CAMA working paper series
75
more ...
less ...
Source
All
ECONIS (ZBW)
228
Showing
1
-
50
of
228
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Revisiting the nexus of REITs returns and macroeconomic variables
Wu, Ming-Che
;
Wang, Chien-Ming
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445407
Saved in:
2
Fan charts in era of big data and learning
Baruník, Jozef
;
Hanus, Luboš
- In:
Finance research letters
61
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014490768
Saved in:
3
Interpretable EU ETS Phase 4 prices forecasting based on deep generative data augmentation approach
Liu, Dinggao
;
Chen, Kaijie
;
Cai, Yi
;
Tang, Zhenpeng
- In:
Finance research letters
61
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014491001
Saved in:
4
Modeling volatility and dependence of European carbon and energy prices
Berrisch, Jonathan
;
Pappert, Sven
;
Ziel, Florian
; …
- In:
Finance research letters
52
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014471974
Saved in:
5
Nowcasting of the short-run Euro-Dollar exchange rate with economic fundamentals and time-varying parameters
Yemba, Boniface P.
;
Otunuga, Olusegun Michael
;
Tang, Biyan
- In:
Finance research letters
52
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472115
Saved in:
6
On the efficient synthesis of short financial time series : a Dynamic Factor Model approach
Bitetto, Alessandro
;
Cerchiello, Paola
;
Mertzanis, Charilaos
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472517
Saved in:
7
Time-frequency correlations and extreme spillover effects between carbon markets and NFTs : the roles of EPU and COVID-19
Liu, Jiatong
- In:
Finance research letters
54
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472625
Saved in:
8
Market participants or the random walk : who forecasts better? : evidence from micro-level survey data
Kiss, Tamás
;
Kladívko, Kamil
;
Silfverberg, Oliwer
; …
- In:
Finance research letters
54
(
2023
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014472721
Saved in:
9
Measuring systemic risk with high-frequency data : a realized GARCH approach
Chen, Qihao
;
Huang, Zhuo
;
Liang, Fang
- In:
Finance research letters
54
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472723
Saved in:
10
Exchange rate volatility and intraday jump probability with periodicity filters using a local robust variance
Yi, Chae-Deug
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014472978
Saved in:
11
LIBOR meets machine learning : A Lasso regression approach to detecting data irregularities
Pontines, Victor
;
Rummel, Ole
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473047
Saved in:
12
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
13
An improved FIGARCH model with the fractional differencing operator (1-νL>)d
Pan, Qunxing
;
Li, Peng
;
Du, Xiuli
- In:
Finance research letters
55
(
2023
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014473485
Saved in:
14
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
15
Correlation impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Finance research letters
57
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014513333
Saved in:
16
Tail risk forecasting of realized volatility CAViaR models
Chen, Cathy W. S.
;
Hsu, Hsiao-Yun
;
Watanabe, Toshiaki
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014304842
Saved in:
17
Testing explosive bubbles with time-varying volatility : the case of Spanish public debt
Esteve García, Vicente
;
Prats Albentosa, María Asuncíon
- In:
Finance research letters
51
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014304848
Saved in:
18
Economic evaluation of dynamic hedging strategies using high-frequency data
Lai, Yu-Sheng
- In:
Finance research letters
57
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014517872
Saved in:
19
A discussion on the robustness of conditional heteroskedasticity models : simulation evidence and applications of the crude oil returns
Shi, Yanlin
- In:
Finance research letters
44
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014494772
Saved in:
20
Investment dynamics and forecast : mind the frequency
Kilponen, Juha
;
Verona, Fabio
- In:
Finance research letters
49
(
2022
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013478763
Saved in:
21
Join the club! : dynamics of global ESG indices convergence
Kerkemeier, Marco
;
Kruse-Becher, Robinson
- In:
Finance research letters
49
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013478852
Saved in:
22
Modeling and forecasting firm-specific volatility : the role of asymmetry and long-memory
González-Pla, Francisco
;
Lovreta, Lidija
- In:
Finance research letters
48
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013463084
Saved in:
23
Modelling bursts and chaos regularization in credit risk with a deterministic nonlinear model
Orlando, Giuseppe
;
Bufalo, Michele
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013455602
Saved in:
24
Time-varying pricing of risk in sovereign bond futures returns
Malinská, Barbora
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10013455827
Saved in:
25
A new measure of realized volatility : inertial and reverse realized semivariance
Luo, Xin
;
Tao, Yunqing
;
Zou, Kai
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-10
Persistent link: https://www.econbiz.de/10013459886
Saved in:
26
An interesting finding about the ability of geopolitical risk to forecast aggregate equity return volatility out-of-sample
Nonejad, Nima
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-9
Persistent link: https://www.econbiz.de/10013553686
Saved in:
27
Nonlinear dynamics analysis of cryptocurrency price fluctuations based on Bitcoin
Tong, Zhongwen
;
Chen, Zhanbo
;
Zhu, Chen
- In:
Finance research letters
47
(
2022
)
2
,
pp. 1-11
Persistent link: https://www.econbiz.de/10013553954
Saved in:
28
Oil tail risks and the forecastability of the realized variance of oil-price : evidence from over 150 years of data
Salisu, Afees A.
;
Pierdzioch, Christian
;
Gupta, Rangan
- In:
Finance research letters
46
(
2022
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10013341577
Saved in:
29
Is there a relationship between the time scaling property of asset returns and the outliers? : evidence from international financial markets
González Sánchez, Mariano
- In:
Finance research letters
38
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012490299
Saved in:
30
Analyzing the nonlinear pricing of liquidity risk according to the market state
Chuliá, Helena
;
Koser, Christoph
;
Uribe, Jorge
- In:
Finance research letters
38
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012490400
Saved in:
31
Do market participants' forecasts of financial variables outperform the random-walk benchmark?
Kladívko, Kamil
;
Österholm, Pär
- In:
Finance research letters
40
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012819546
Saved in:
32
FX market volatility modelling : can we use low-frequency data?
Lyócsa, Štefan
;
Plíhal, Tomáš
;
Výrost, Tomáš
- In:
Finance research letters
40
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012820071
Saved in:
33
Calendar effects in Bitcoin returns and volatility
Kinateder, Harald
;
Papavassiliou, Vassilios G.
- In:
Finance research letters
38
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012485376
Saved in:
34
A COVID-19 forecasting system using adaptive neuro-fuzzy inference
Ly, Kim Tien
- In:
Finance research letters
41
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013336195
Saved in:
35
Modelling stock market data in China : cisis and Coronavirus
Cristofaro, Lorenzo
;
Gil-Alaña, Luis A.
;
Chen, Zhongfei
; …
- In:
Finance research letters
41
(
2021
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013336246
Saved in:
36
Financial contagion and the TIR-MIDAS model
Ye, Wuyi
;
Jiang, Kunliang
;
Liu, Xiaoquan
- In:
Finance research letters
39
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012805210
Saved in:
37
Adaptive long memory in volatility of intra-day bitcoin returns and the impact of trading volume
Khuntia, Sashikanta
;
Pattanayak, Jamini Kanta
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430661
Saved in:
38
Rough volatility of Bitcoin
Takaishi, Tetsuya
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430795
Saved in:
39
Volatility persistence in the Russian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
32
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012430826
Saved in:
40
Stock price fluctuation and the business cycle in the BRICS countries : a nonparametric quantiles causality approach
Shi, Guangping
;
Liu, Xiaoxing
- In:
Finance research letters
33
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012430957
Saved in:
41
Testing for mean reversion in Bitcoin returns with Gibbs-sampling-augmented randomization
Turatti, Douglas Eduardo
;
Mendes, Fernando Henrique de …
- In:
Finance research letters
34
(
2020
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012436908
Saved in:
42
Forecasting volatility using realized stochastic volatility model with time-varying leverage effect
Wu, Xinyu
;
Wang, Xiaona
- In:
Finance research letters
34
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012436997
Saved in:
43
Does intraday time-series momentum exist in Chinese stock index futures market?
Li, Yi
;
Shen, Dehua
;
Wang, Pengfei
;
Zhang, Wei
- In:
Finance research letters
35
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012438384
Saved in:
44
Structural breaks in online investor sentiment : a note on the nonstationarity of financial chatter
Ballinari, Daniele
;
Behrendt, Simon
- In:
Finance research letters
35
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012439013
Saved in:
45
Rough stochastic elasticity of variance and option pricing
Cao, Jiling
;
Kim, Jeong-Hoon
;
Kim, See-Woo
;
Zhang, WenJun
- In:
Finance research letters
37
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012485014
Saved in:
46
On long memory effects in the volatility measure of Cryptocurrencies
Phillip, Andrew
;
Chan, Jennifer
;
Peiris, Shelton
- In:
Finance research letters
28
(
2019
),
pp. 95-100
Persistent link: https://www.econbiz.de/10012388019
Saved in:
47
The dynamic causality between gold and silver prices in China market : a rolling window bootstrap approach
Liu, Guo-Dong
;
Su, Chi-Wei
- In:
Finance research letters
28
(
2019
),
pp. 101-106
Persistent link: https://www.econbiz.de/10012388020
Saved in:
48
China's crude oil futures : introduction and some stylized facts
Ji, Qiang
;
Zhang, Dayong
- In:
Finance research letters
28
(
2019
),
pp. 376-380
Persistent link: https://www.econbiz.de/10012388348
Saved in:
49
Stock market efficiency analysis using long spans of Data : a multifractal detrended fluctuation approach
Tiwari, Aviral Kumar
;
Aye, Goodness C.
;
Gupta, Rangan
- In:
Finance research letters
28
(
2019
),
pp. 398-411
Persistent link: https://www.econbiz.de/10012388354
Saved in:
50
A new variant of RealGARCH for volatility modeling
Xie, Haibin
;
Qi, Nan
;
Wang, Shouyang
- In:
Finance research letters
28
(
2019
),
pp. 438-443
Persistent link: https://www.econbiz.de/10012388363
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->