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~subject:"Time series analysis"
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Time series analysis
Theorie
101
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98
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59
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59
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51
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49
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38
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38
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37
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35
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33
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33
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32
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Račev, Svetlozar T.
13
Fabozzi, Frank J.
6
Mittnik, Stefan
6
Kurz-Kim, Jeong-Ryeol
3
Paolella, Marc S.
3
Bianchi, Michele Leonardo
2
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2
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1
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1
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1
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1
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1
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1
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Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Applied economics
1
Asia-Pacific financial markets
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ECONIS (ZBW)
14
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1
Modeling the persistence of conditional volatility with GARCH-stable processes
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000984425
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2
Unconditional and conditional distributional models for the Nikkei index
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10000985609
Saved in:
3
Statistical inference in time series with unit root in the presence of infinite-variance disturbances
Mittnik, Stefan
-
1997
Persistent link: https://www.econbiz.de/10001410603
Saved in:
4
Identifying time variability in stock and interes rate dependence
Stein, Michael
;
Islami, Mevlud
;
Lindemann, Jens
- In:
Investment management and financial innovations
10
(
2013
)
2
,
pp. 73-83
Persistent link: https://www.econbiz.de/10010201094
Saved in:
5
Detecting asymmetries in observed time serien and unobserved disturbances
Kurz-Kim, Jeong-Ryeol
;
Mittnik, Stefan
;
Račev, Svetlozar T.
-
1996
Persistent link: https://www.econbiz.de/10000955840
Saved in:
6
Detecting asymmetries in observed linear time series and unobserved disturbances
Kurz-Kim, Jeong-Ryeol
(
contributor
); …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
1
(
1996
)
3
,
pp. 131-143
Persistent link: https://www.econbiz.de/10001769628
Saved in:
7
A comparison of the Lee-Carter model and AR-ARCH model for forecasting mortality rates
Giacometti, Rosella
;
Bertocchi, Marida
;
Račev, Svetlozar T.
- In:
Insurance / Mathematics & economics
50
(
2012
)
1
,
pp. 85-93
Persistent link: https://www.econbiz.de/10009501697
Saved in:
8
Comment on "Weak convergence to a matrix stochastic integral with stable processes"
Paulauskas, Vygantas
;
Račev, Svetlozar T.
;
Fabozzi, …
- In:
Econometric theory
27
(
2011
)
4
,
pp. 907-911
Persistent link: https://www.econbiz.de/10009311663
Saved in:
9
MCMC-based estimation of Markov Switching ARMA-GARCH models
Henneke, Jan S.
;
Račev, Svetlozar T.
;
Fabozzi, Frank J.
; …
- In:
Applied economics
43
(
2011
)
1/3
,
pp. 259-271
Persistent link: https://www.econbiz.de/10009011159
Saved in:
10
Multivariate skewed student’s t copula in the analysis of nonlinear and asymmetric dependence in the German equity market
Sun, Wei
;
Račev, Svetlozar T.
;
Stojanov, Stojan Dimitrov
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
2
,
pp. 1-35
Persistent link: https://www.econbiz.de/10009513633
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