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
Skew and heavy-tail effects on...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
727,749
Theory
712,837
Unternehmenserfolg
55,816
Firm performance
55,071
Schätzung
36,490
Estimation
35,716
Welt
35,156
World
34,523
USA
34,417
United States
32,972
Risiko
26,024
Deutschland
25,996
Risk
25,843
Germany
24,352
Geldpolitik
24,136
Monetary policy
23,339
Portfolio-Management
22,876
Portfolio selection
22,674
Mathematische Optimierung
19,529
Mathematical programming
19,420
Prognoseverfahren
17,607
Forecasting model
17,338
Wirtschaftswachstum
17,182
Economic growth
16,506
Innovation
16,301
Börsenkurs
14,806
Share price
14,595
Zeitreihenanalyse
14,421
Konsumentenverhalten
12,867
Consumer behaviour
12,719
Spieltheorie
12,531
Volatilität
12,424
Einkommensverteilung
12,402
Experiment
12,331
Volatility
12,165
Income distribution
12,023
Produktivität
11,904
Prinzipal-Agent-Theorie
11,836
Game theory
11,807
more ...
less ...
Online availability
All
Free
4,519
Undetermined
2,496
CC license
189
Type of publication
All
Book / Working Paper
7,028
Article
6,999
Journal
11
Type of publication (narrower categories)
All
Article in journal
6,310
Aufsatz in Zeitschrift
6,310
Graue Literatur
3,505
Non-commercial literature
3,505
Working Paper
3,338
Arbeitspapier
3,337
Hochschulschrift
523
Aufsatz im Buch
514
Book section
514
Thesis
451
Collection of articles of several authors
144
Sammelwerk
144
Lehrbuch
117
Collection of articles written by one author
106
Sammlung
106
Textbook
101
Bibliografie enthalten
92
Bibliography included
92
Aufsatzsammlung
72
Konferenzschrift
63
Amtsdruckschrift
56
Government document
56
Systematic review
52
Übersichtsarbeit
52
Forschungsbericht
43
Rezension
37
Conference paper
34
Konferenzbeitrag
34
Conference proceedings
33
Festschrift
16
Mehrbändiges Werk
14
Multi-volume publication
14
Handbook
13
Handbuch
13
Bibliografie
12
Monografische Reihe
11
Reprint
11
Einführung
7
Statistik
7
Glossar enthalten
3
more ...
less ...
Language
All
English
13,481
German
366
French
77
Spanish
65
Italian
21
Portuguese
13
Polish
9
Dutch
5
Russian
4
Czech
3
Danish
2
Croatian
2
Slovenian
2
Undetermined
2
Valencian
1
Finnish
1
Japanese
1
Norwegian
1
Swedish
1
more ...
less ...
Author
All
Gil-Alaña, Luis A.
153
Phillips, Peter C. B.
150
Franses, Philip Hans
135
Caporale, Guglielmo Maria
115
Koopman, Siem Jan
111
Härdle, Wolfgang
80
Lütkepohl, Helmut
80
Harvey, Andrew C.
75
Teräsvirta, Timo
69
Lucas, André
65
Pesaran, M. Hashem
63
Granger, C. W. J.
60
Taylor, Robert
58
Dijk, Herman K. van
57
Maravall Herrero, Agustín
57
McAleer, Michael
56
Sibbertsen, Philipp
54
Swanson, Norman R.
54
Hyndman, Rob J.
53
Koop, Gary
52
Proietti, Tommaso
52
Engle, Robert F.
51
Saikkonen, Pentti
51
Kunst, Robert M.
50
Stock, James H.
49
Dijk, Dick van
46
Timmermann, Allan
46
Bauwens, Luc
45
Hassler, Uwe
45
Mills, Terence C.
45
Perron, Pierre
45
Gao, Jiti
43
Ghysels, Eric
41
Leybourne, Stephen James
41
Diebold, Francis X.
40
Feng, Yuanhua
40
Johansen, Søren
40
Watson, Mark W.
40
Breitung, Jörg
38
Haldrup, Niels
38
more ...
less ...
Institution
All
National Bureau of Economic Research
91
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
59
Ekonomiska forskningsinstitutet <Stockholm>
47
European University Institute / Department of Economics
32
European Commission / Statistical Office of the European Communities
18
Umeå universitet
11
Centre for Analytical Finance <Århus>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Econometrisch Instituut <Rotterdam>
7
European Commission / Statistical Office of the European Union
7
Centre for Quantitative Economics & Computing
6
European Commission / Joint Research Centre
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Birkbeck College / Department of Economics
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
European University Institute / Department of Law
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Exeter / Department of Economics
5
Gottfried Wilhelm Leibniz Universität Hannover
4
Institut für Höhere Studien
4
Organisation for Economic Co-operation and Development
4
University of Cambridge / Department of Applied Economics
4
University of Warwick / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Australian National University / Faculty of Economics and Commerce
3
Christian-Albrechts-Universität zu Kiel
3
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
3
Eric Cuvillier <Firma>
3
Federal Reserve System / Board of Governors
3
Instituto Valenciano de Investigaciones Económicas
3
Internationaler Währungsfonds / Research Department
3
London School of Economics and Political Science
3
Norges Bank / Utredningsavdelingen
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
State University of New York at Albany / Department of Economics
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
University of Southampton / Department of Economics
3
more ...
less ...
Published in...
All
Journal of econometrics
342
International journal of forecasting
298
Economics letters
263
Journal of forecasting
254
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
233
Econometric theory
217
Discussion paper / Tinbergen Institute
180
Econometric reviews
141
Economic modelling
120
Applied economics
115
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
106
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
103
Journal of applied econometrics
98
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
98
Applied economics letters
94
Computational economics
91
Working paper / Department of Econometrics and Business Statistics, Monash University
91
Journal of economic dynamics & control
81
NBER Working Paper
81
Working paper
75
CREATES research paper
73
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
73
NBER working paper series
69
Cowles Foundation discussion paper
64
Oxford bulletin of economics and statistics
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Energy economics
60
Journal of empirical finance
60
Discussion papers of interdisciplinary research project 373
59
Working paper / National Bureau of Economic Research, Inc.
59
Finance research letters
54
The econometrics journal
54
Série des documents de travail / Centre de Recherche en Économie et Statistique
53
CESifo working papers
52
EUI working paper / ECO
52
European journal of operational research : EJOR
49
Journal of macroeconomics
47
Working papers
47
Discussion paper / Center for Economic Research, Tilburg University
45
SFB 649 discussion paper
42
more ...
less ...
Source
All
ECONIS (ZBW)
14,036
EconStor
1
ArchiDok
1
Showing
1
-
10
of
14,038
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
ExploRing persistence in financial time series
Lee, David
-
2000
Persistent link: https://www.econbiz.de/10001509570
Saved in:
2
Simultaneous estimation of parameters for a generalized logistic distribution and application to time series models
Abberger, Klaus
;
Heiler, Siegfried
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
84
(
2000
)
1
,
pp. 41-49
Persistent link: https://www.econbiz.de/10001473470
Saved in:
3
On business cycle variation in the mean, volatility and conditional distribution of stock returns
Pérez-Quirós, Gabriel
;
Timmermann, Allan
-
1996
Persistent link: https://www.econbiz.de/10000939555
Saved in:
4
Structural change in tail behavior and the Asian financial crisis
Quintos, Carmela E.
;
Fan, Zhenhong
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001548868
Saved in:
5
Structural change tests in tail behaviour and the Asian crisis
Quintos, Carmela E.
;
Fan, Zhenhong
;
Phillips, Peter C. B.
- In:
The review of economic studies
68
(
2001
)
3
,
pp. 633-663
Persistent link: https://www.econbiz.de/10001608811
Saved in:
6
Testing the stable Paretian assumption
Paolella, Marc S.
-
1999
Persistent link: https://www.econbiz.de/10001557006
Saved in:
7
Is traditional capital market
theory
consistent with fat-tailed log returns?
Bamberg, Günter
;
Dorfleitner, Gregor
- In:
Journal of business economics : JBE
72
(
2002
)
8
,
pp. 865-878
Persistent link: https://www.econbiz.de/10001697901
Saved in:
8
Data-driven nonparametric spectral density estimators for economic time series : a Monte Carlo study
Birgean, Ionel
;
Kilian, Lutz
- In:
Econometric reviews
21
(
2002
)
4
,
pp. 449-476
Persistent link: https://www.econbiz.de/10001718225
Saved in:
9
Le phénomène leptokurtique sur les marchés financiers
Walter, Christian
- In:
Finance : revue de l'Association Française de Finance
23
(
2002
)
2
,
pp. 15-68
Persistent link: https://www.econbiz.de/10001702628
Saved in:
10
Testing for (common) stochastic trends in the presence of structural breaks
Busetti, Fabio
- In:
Journal of forecasting
21
(
2002
)
2
,
pp. 81-105
Persistent link: https://www.econbiz.de/10001653522
Saved in:
1
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
