//--> //--> //--> //-->
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
Why Do Absolute Returns Predic...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
126
Theory
124
Prognoseverfahren
76
Forecasting model
75
Zeitreihenanalyse
63
Volatility
57
Estimation
56
Schätzung
56
Volatilität
55
Estimation theory
50
Schätztheorie
50
USA
44
United States
43
Capital income
37
Kapitaleinkommen
37
Börsenkurs
31
Share price
31
CAPM
26
Saisonale Schwankungen
25
Seasonal variations
25
Regression analysis
23
Regressionsanalyse
23
Risiko
21
Risk
20
Econometrics
19
Monetary policy
19
ECONOMETRICS
18
Geldpolitik
17
Ökonometrie
17
Economic forecast
16
Wirtschaftsprognose
16
Anlageverhalten
15
Euro area
15
Eurozone
15
ARCH model
14
ARCH-Modell
14
Behavioural finance
14
Financial market
14
Finanzmarkt
14
more ...
less ...
Online availability
All
Undetermined
16
Free
15
Type of publication
All
Book / Working Paper
32
Article
31
Type of publication (narrower categories)
All
Article in journal
24
Aufsatz in Zeitschrift
24
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Aufsatz im Buch
3
Book section
3
Amtsdruckschrift
2
Government document
2
Bibliografie enthalten
1
Bibliography included
1
Collection of articles written by one author
1
Konferenzschrift
1
Reprint
1
Sammlung
1
more ...
less ...
Language
All
English
62
French
1
Author
All
Ghysels, Eric
63
Idier, Julien
6
Manganelli, Simone
6
Vergote, Olivier
6
Andreou, Elena
5
Lee, Hahn-shik
5
Miller, J. Isaac
5
Babii, Andrii
3
Canova, Fabio
3
Granger, C. W. J.
3
Hill, Jonathan B.
3
Kourtellos, Andros
3
Marcellino, Massimiliano
3
Meng, Jinghan
3
Motegi, Kaiji
3
Siklos, Pierre L.
3
Siwasarit, Wasin
3
Striaukas, Jonas
3
Wang, Fangfang
3
Ball, Ryan T.
2
Bell, William R.
2
Colacito, Ric
2
Gouriéroux, Christian
2
Osborn, Denise R.
2
Bac, Catherine
1
Ball, Ryan
1
Bollerslev, Tim
1
Bossaerts, Peter L.
1
Chen, Xilong
1
Chevet, Jean-Michel
1
Colacito, Riccardo
1
Hall, Alastair R.
1
Jasiak, Joann
1
Lieberman, Offer
1
McCulloch, Robert E.
1
Noh, Jaesun
1
Perron, Pierre
1
Rodrigues, Paulo M.M.
1
Tsay, Ruey S.
1
more ...
less ...
Institution
All
European Central Bank
1
European University Institute / Department of Economics
1
Published in...
All
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Discussion paper / Centre for Economic Policy Research
4
Journal of econometrics
4
Cahier / Département de Sciences Économiques, Université de Montréal
2
EUI working paper / ECO
2
Econometric theory
2
Macroeconomic dynamics
2
Série des documents de travail / Centre de Recherche en Économie et Statistique
2
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
2
Working paper series / Department of Economics, University of Missouri-Columbia
2
Discussion paper / Institute for Empirical Macroeconomics
1
ECB Working Paper
1
Econometric Research Program research memorandum
1
Econometric Society monographs
1
Econometric analysis of financial and economic time series
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in honor of Peter C. B. Phillips
1
Essays in honor of Peter C.B. Phillips
1
Handbook of economic forecasting ; 1
1
Handbook of financial time series
1
Journal of applied econometrics
1
Journal of economic dynamics & control
1
Journal of financial econometrics
1
Journal of the European Economic Association
1
L' Actualité économique : revue trimest.
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Special issue on new developments in time series econometrics
1
Special section on small-sample properties of generalized method of moments (GMM)
1
The Manchester School
1
The Oxford handbook of economic forecasting
1
The review of financial studies
1
Themes in modern econometrics
1
Working paper series / European Central Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
63
Showing
1
-
10
of
63
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Some econometric recipes for high-frequency data cooking
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 154-163
Persistent link: https://www.econbiz.de/10001469563
Saved in:
2
A time series model with periodic stochastic regime switching
Ghysels, Eric
-
1993
Persistent link: https://www.econbiz.de/10000865918
Saved in:
3
L' analyse économétrique et la saisonnalité
Ghysels, Eric
- In:
L' Actualité économique : revue trimest.
70
(
1994
)
1
,
pp. 43-62
Persistent link: https://www.econbiz.de/10001164056
Saved in:
4
Unit-root tests and the statistical pitfalls of seasonal adjustment : the case of US postwar real gross national product
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
8
(
1990
)
2
,
pp. 145-152
Persistent link: https://www.econbiz.de/10001086822
Saved in:
5
Time-series model with periodic stochastic regime switching: Part 1 : Theory
Ghysels, Eric
- In:
Macroeconomic dynamics
4
(
2000
)
4
,
pp. 467-486
Persistent link: https://www.econbiz.de/10001548619
Saved in:
6
Seasonal adjustment and other data transformations
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
4
,
pp. 410-418
Persistent link: https://www.econbiz.de/10001227133
Saved in:
7
Macroeconomics and the reality of mixed frequency data
Ghysels, Eric
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 294-314
Persistent link: https://www.econbiz.de/10011704951
Saved in:
8
Is seasonal adjustment a linear or nonlinear data filtering process?
Ghysels, Eric
;
Granger, C. W. J.
;
Siklos, Pierre L.
-
1995
Persistent link: https://www.econbiz.de/10001512556
Saved in:
9
On periodic structures and testing for seasonal unit roots
Ghysels, Eric
;
Hall, Alastair R.
;
Lee, Hahn-shik
-
1995
Persistent link: https://www.econbiz.de/10001512557
Saved in:
10
The effect of seasonal adjustment filters on tests for a unit root
Ghysels, Eric
;
Perron, Pierre
-
1990
Persistent link: https://www.econbiz.de/10000809708
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->