Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Time series analysis"
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
Modelling Nonlinearity and Lon...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
35
Theory
33
Zeitreihenanalyse
25
Estimation theory
23
Schätztheorie
23
Inequality
20
Faktorenanalyse
18
Portfolio-Management
18
inequality
18
long memory
17
Estimation
16
Factor analysis
16
Volatility
16
Volatilität
16
Schätzung
15
Portfolio selection
14
income distribution
13
poverty
13
Japan
12
India
11
Fractional cointegration
10
Long memory
10
Welt
10
ARCH model
9
ARCH-Modell
9
Aggregation
9
Dynamische Wirtschaftstheorie
9
Economic dynamics
9
Prognoseverfahren
9
World
9
semiparametric estimation
9
incentives
8
nonparametric regression
8
China
7
Deutschland
7
Forecasting model
7
Frankreich
7
Inflation
7
Italien
7
more ...
less ...
Online availability
All
Free
9
Undetermined
6
Type of publication
All
Book / Working Paper
17
Article
7
Type of publication (narrower categories)
All
Arbeitspapier
11
Graue Literatur
11
Non-commercial literature
11
Working Paper
11
Article in journal
7
Aufsatz in Zeitschrift
7
Aufsatzsammlung
1
Hochschulschrift
1
Thesis
1
more ...
less ...
Language
All
English
24
Author
All
Zaffaroni, Paolo
24
Forni, Mario
7
Hallin, Marc
7
Lippi, Marco
5
Pesaran, M. Hashem
4
Robinson, Peter M.
4
Schleicher, Christoph
4
Avarucci, Marco
3
Barigozzi, Matteo
3
Henry, Marc
2
Luciani, Matteo
2
Beutner, Eric
1
Cavicchiol, Maddalena
1
Cavicchioli, Maddalena
1
Golinski, Adam
1
Goliński, Adam
1
Wu, Wei Biao
1
more ...
less ...
Institution
All
Columbia University / Department of Economics
1
Published in...
All
Journal of econometrics
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
2
ECARES working paper
2
Econometric theory
2
Suntory and Toyota International Centres for Economics and Related Disciplines
2
CESifo Working Paper Series
1
CESifo working papers
1
Cambridge working papers in economics
1
Columbia economics discussion paper series / Department of Economics, Columbia University
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper series / LSE Financial Markets Group
1
Discussion papers / CEPR
1
Econometrics papers
1
Journal of empirical finance
1
Working paper series : paper ...
1
more ...
less ...
Source
All
ECONIS (ZBW)
24
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonlinear long memory models with applications in finance
Zaffaroni, Paolo
-
1997
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001397476
Saved in:
2
Nonlinear time series with long memory : a model for stochastic volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1997
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000954585
Saved in:
3
Modelling nonlinearity and long memory in time series
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1997
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000955132
Saved in:
4
Nonlinear time series with long memory : a model for stochastics volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1996
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000985327
Saved in:
5
The long range dependence paradigm for macroeconomics and finance
Henry, Marc
(
contributor
);
Zaffaroni, Paolo
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://ebvufind01.dmz1.zbw.eu/10001655532
Saved in:
6
On moment conditions for quasi-maximum likelihood estimation of multivariate arch models
Avarucci, Marco
;
Beutner, Eric
;
Zaffaroni, Paolo
- In:
Econometric theory
29
(
2013
)
3
,
pp. 545-566
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009778514
Saved in:
7
Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem
;
Schleicher, Christoph
;
Zaffaroni, Paolo
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 280-305
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003839329
Saved in:
8
Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem
(
contributor
); …
-
2008
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003671171
Saved in:
9
Pseudo-maximum likelihood estimation of ARCH(∞) models
Robinson, Peter M.
(
contributor
); …
-
2005
Persistent link: https://ebvufind01.dmz1.zbw.eu/10003164285
Saved in:
10
Dynamic factor models with infinite-dimensional factor space : asymptotic analysis
Forni, Mario
;
Hallin, Marc
;
Lippi, Marco
;
Zaffaroni, Paolo
-
2015
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011289217
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
