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~isPartOf:"CREATES research paper"
~isPartOf:"Journal of economic dynamics & control"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
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Zeitreihenanalyse
Modellierung
32
Scientific modelling
32
Time series analysis
12
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9
Volatilität
9
Stochastic process
7
Stochastischer Prozess
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Johansen, Søren
3
Teräsvirta, Timo
3
Amado, Cristina
1
Andersen, Torben
1
Atkinson, Anthony C.
1
Bohn Nielsen, Heino
1
Bollerslev, Tim
1
Bredahl Kock, Anders
1
Grassi, Stefano
1
Hansen, Peter Reinhard
1
Huang, Zhuowei
1
Lange, Theis
1
Nielsen, Morten Ørregaard
1
Nonejad, Nima
1
Rahbek, Anders
1
Riani, Marco
1
Santucci de Magistris, Paolo
1
Shek, Howard Howan
1
Sizova, Natalia
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CREATES research paper
Journal of economic dynamics & control
Discussion paper / Tinbergen Institute
18
Working paper
13
Discussion papers / Department of Economics, University of Copenhagen
11
IHS economics series : working paper
11
Econometric Institute research papers
10
Reihe Ökonomie
8
Department of Economics discussion paper series / University of Oxford
7
Discussion papers / Helsinki Center of Economic Research : discussion paper
7
Working papers / Rutgers University, Department of Economics
7
CAMA working paper series
5
Working papers
5
Working papers / Federal Reserve Bank of Philadelphia, Research Department
5
Cowles Foundation discussion paper
4
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
4
School of Economics working papers / The University of Adelaide, School of Economics
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
Department of Economics working paper series
3
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ERID working paper
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SSE EFI working paper series in economics and finance
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
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Economics : the open-access, open-assessment e-journal
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
2
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2
Working papers series in theoretical and applied economics
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1
BB working paper series / Bangladesh Bank
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ECONIS (ZBW)
12
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First and second order non-linear cointegration models
Lange, Theis
-
2009
Persistent link: https://www.econbiz.de/10003849457
Saved in:
2
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10003849492
Saved in:
3
Realized volatility and multipower variation
Andersen, Torben
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003892558
Saved in:
4
Nonlinear models for autoregressive conditional heteroskedasticity
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10008779686
Saved in:
5
Modelling volatility by variance decomposition
Amado, Cristina
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10008779696
Saved in:
6
Realized GARCH : a complete model of returns and realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuowei
;
Shek, Howard Howan
-
2010
Persistent link: https://www.econbiz.de/10003941851
Saved in:
7
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders
;
Bohn Nielsen, Heino
-
2012
Persistent link: https://www.econbiz.de/10009546007
Saved in:
8
Forecasting macroeconomic variables using neural network models and three automated model selection techniques
Bredahl Kock, Anders
;
Teräsvirta, Timo
-
2011
Persistent link: https://www.econbiz.de/10009267762
Saved in:
9
The selection of ARIMA models with or without regressors
Johansen, Søren
;
Riani, Marco
;
Atkinson, Anthony C.
-
2012
Persistent link: https://www.econbiz.de/10009660743
Saved in:
10
The role of initial values in nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2012
Persistent link: https://www.econbiz.de/10009667400
Saved in:
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