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~subject:"Time series analysis"
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Time series analysis
Theorie
119
Theory
119
Schätzung
57
Estimation
55
Zeitreihenanalyse
48
Volatility
47
ARCH model
46
ARCH-Modell
46
Volatilität
42
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42
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42
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40
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40
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34
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33
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33
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32
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28
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28
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27
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27
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25
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25
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24
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19
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English
47
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Candelon, Bertrand
26
Laurent, Sébastien
19
Bauwens, Luc
7
Breitung, Jörg
6
Gil-Alaña, Luis A.
6
Hurlin, Christophe
5
Shi, Shuping
4
Beine, Michel
3
Chevillon, Guillaume
3
Cubadda, Gianluca
3
Sekkat, Khalid
3
Tokpavi, Sessi
3
Blasques, F.
2
Boudt, Kris
2
Colletaz, Gilbert
2
Francq, Christian
2
Hecq, Alain W. J.
2
Kierzenkowski, Rafał
2
Neely, Christopher J.
2
Aloy, Marcel
1
Blatt, Dominik
1
Bouamara, Nabil
1
Bruinshoofd, Allard
1
Croux, Christophe
1
Erdemlioglu, Deniz
1
Gaulier, Guillaume
1
Hafner, Christian M.
1
Hafter, Christian
1
Laly, Floris
1
Lecourt, Christelle
1
Lieb, Lenard
1
Manner, Hans
1
Palm, Franz C.
1
Piplack, Jan
1
Rombouts, Jeroen V. K.
1
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
William Davidson Institute <Ann Arbor, Mich.>
1
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Journal of econometrics
6
Research memorandum / METEOR
6
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Discussion papers of interdisciplinary research project 373
3
Journal of banking & finance
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Vierteljahrshefte zur Wirtschaftsforschung
2
CEIS Working Paper
1
CORE discussion paper : DP
1
CORE discussion papers : DP
1
Discussion papers / Service des Etudes et de la Statistique, Ministère de la Région Wallonne
1
Econometric theory
1
Economic systems
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of time series econometrics
1
LIDAM discussion paper CORE
1
Macquarie Business School Research Paper
1
Oxford bulletin of economics and statistics
1
Recent econometric techniques for macroeconomic and financial data
1
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
1
Revue d'économie politique
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
Wiley handbooks in financial engineering and econometrics
1
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1
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ECONIS (ZBW)
47
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1
Backtesting value-at-risk : a GMM duration-based test
Candelon, Bertrand
;
Colletaz, Gilbert
;
Hurlin, Christophe
; …
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
2
,
pp. 314-343
Persistent link: https://www.econbiz.de/10009125123
Saved in:
2
Extreme financial cycles
Candelon, Bertrand
;
Gaulier, Guillaume
;
Hurlin, Christophe
- In:
Revue d'économie politique
122
(
2012
)
6
,
pp. 823-831
Persistent link: https://www.econbiz.de/10009731051
Saved in:
3
Backtesting value-at-risk : a GMM duration-based test
Candelon, Bertrand
;
Colletaz, Gilbert
;
Hurlin, Christophe
; …
-
2009
Persistent link: https://www.econbiz.de/10003938576
Saved in:
4
Stabilisation policy and business cycle phases in Europe : a Markov Switching Var analysis
Beine, Michel
;
Candelon, Bertrand
;
Sekkat, Khalid
-
1999
Persistent link: https://www.econbiz.de/10001470750
Saved in:
5
Fractional integration and business cycle features
Candelon, Bertrand
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001612100
Saved in:
6
Is there a common European business cycle? : New insights from a frequency domain analysis
Breitung, Jörg
;
Candelon, Bertrand
- In:
Vierteljahrshefte zur Wirtschaftsforschung
70
(
2001
)
3
,
pp. 331-338
Persistent link: https://www.econbiz.de/10001620505
Saved in:
7
Fractional integration and business cycle features
Candelon, Bertrand
;
Gil-Alaña, Luis A.
-
2001
Persistent link: https://www.econbiz.de/10001590381
Saved in:
8
Is there a common European business cycle? : New insights from a frequency domain analysis
Candelon, Bertrand
;
Breitung, Jörg
-
2001
Persistent link: https://www.econbiz.de/10001590383
Saved in:
9
Common cycles : a frequency domain approach
Breitung, Jörg
;
Candelon, Bertrand
-
2000
Persistent link: https://www.econbiz.de/10001558560
Saved in:
10
Confidence intervals for the orders of integration in the stock market indexes of some Latin American countries
Candelon, Bertrand
;
Gil-Alaña, Luis A.
-
2002
Persistent link: https://www.econbiz.de/10001720589
Saved in:
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