//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Applied economics letters"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~subject:"Capital income"
~type_genre:"Aufsatz in Zeitschrift"
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
Search: subject_exact:"Trendmodell"
Narrow search
Delete all filters
| 6 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Time series analysis
690
Zeitreihenanalyse
690
Theorie
330
Theory
330
Estimation
196
Schätzung
196
Estimation theory
192
Schätztheorie
192
USA
125
United States
125
Forecasting model
114
Prognoseverfahren
114
Volatility
84
Volatilität
84
Einheitswurzeltest
67
Unit root test
67
Kapitaleinkommen
64
Börsenkurs
47
Share price
47
Cointegration
43
Statistical test
43
Statistischer Test
43
Structural break
43
Strukturbruch
43
Kointegration
42
Stochastic process
42
Stochastischer Prozess
42
Business cycle
41
Konjunktur
41
ARCH model
40
ARCH-Modell
40
Nichtparametrisches Verfahren
38
Nonparametric statistics
38
Exchange rate
36
Nichtlineare Regression
36
Nonlinear regression
36
Wechselkurs
36
Statistical theory
35
Statistische Methodenlehre
35
more ...
less ...
Online availability
All
Undetermined
26
Free
2
Type of publication
All
Article
64
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
64
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Language
All
English
64
Author
All
Caporale, Guglielmo Maria
2
Francq, Christian
2
Gil-Alaña, Luis A.
2
Gupta, Rangan
2
Li, Jia
2
Li, Wai Keung
2
Schienle, Melanie
2
Tauchen, George Eugene
2
Abhyankar, Abhay
1
Alfelt, Gustav
1
Alles, Lakshman
1
Amado, Cristina
1
Aye, Goodness C.
1
Backus, David
1
Balcilar, Mehmet
1
Bandi, Federico M.
1
Bansal, Ravi
1
Beissinger, Thomas
1
Bodnar, Taras
1
Bollerslev, Tim
1
Bormann, Carsten
1
Bühlmann, Peter
1
Cajueiro, Daniel Oliveira
1
Chang, Kuang-Liang
1
Chaves, Leonardo Salim Saker
1
Conrad, Christian
1
Copeland, Laurence S.
1
Creal, Drew
1
DeLima, Pedro J. F.
1
Delle Monache, Davide
1
Drost, Feike C.
1
Dēmos, Antōnēs A.
1
Escanciano, Juan Carlos
1
Garg, S.
1
Grazzini, Caterina Forti
1
Gregory, Allan W.
1
Griffin, Jim E.
1
Guidolin, Massimo
1
Gungor, Sermin
1
Hallin, Marc
1
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
Applied economics letters
Applied financial economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
38
Journal of empirical finance
38
Finance research letters
31
International journal of forecasting
28
Economic modelling
25
International review of financial analysis
25
International review of economics & finance : IREF
24
Journal of forecasting
22
Applied economics
21
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of banking & finance
18
Economics letters
17
Journal of financial economics
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Journal of financial econometrics
14
Journal of international financial markets, institutions & money
14
Research in international business and finance
14
The journal of finance : the journal of the American Finance Association
14
Energy economics
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of risk and financial management : JRFM
12
Quantitative finance
12
Pacific-Basin finance journal
11
Computational economics
9
Review of quantitative finance and accounting
9
The European journal of finance
9
Applied financial economics letters
8
Econometric reviews
8
International journal of theoretical and applied finance
8
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
8
Econometrics : open access journal
7
International journal of economics and financial issues : IJEFI
7
Investment management and financial innovations
7
Journal of economic dynamics & control
7
Journal of economics and finance
7
Afro-Asian Journal of Finance and Accounting : AAJFA
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
more ...
less ...
Source
All
ECONIS (ZBW)
64
Showing
1
-
10
of
64
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Singular conditional autoregressive Wishart model for realized covariance matrices
Alfelt, Gustav
;
Bodnar, Taras
;
Javed, Farrukh
;
Tyrcha, …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
3
,
pp. 833-845
Persistent link: https://www.econbiz.de/10014448443
Saved in:
2
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
3
Four types of tail dependence structures between U.S. dollar index and S&P 500 stock returns : 1990-2019
Chang, Kuang-Liang
;
Lee, Chingnun
;
He, Chi-Wei
- In:
Applied economics letters
30
(
2023
)
16
,
pp. 2189-2194
Persistent link: https://www.econbiz.de/10014364640
Saved in:
4
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
2
,
pp. 538-549
Persistent link: https://www.econbiz.de/10014448338
Saved in:
5
Realized volatility forecasting based on rolling SW-SVR method : evidence from CSI 300 index
Li, Hongliang
;
Qiao, Gaoxiu
- In:
Applied economics letters
30
(
2023
)
7
,
pp. 975-980
Persistent link: https://www.econbiz.de/10014303610
Saved in:
6
Forecasting conditional covariance matrices in high-dimensional time series : a general dynamic factor approach
Trucíos, Carlos
;
Mazzeu, João H. G.
;
Hallin, Marc
; …
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 40-52
Persistent link: https://www.econbiz.de/10013540629
Saved in:
7
Volatility estimation when the zero-process is nonstationary
Francq, Christian
;
Sucarrat, Genaro
- In:
Journal of business & economic statistics : JBES ; a …
41
(
2023
)
1
,
pp. 53-66
Persistent link: https://www.econbiz.de/10013540630
Saved in:
8
A Bayesian quantile time series model for asset returns
Griffin, Jim E.
;
Mitrodima, Gelly
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 16-27
Persistent link: https://www.econbiz.de/10012804077
Saved in:
9
Leverage, asymmetry, and heavy tails in the high-dimensional factor stochastic volatility model
Li, Mengheng
;
Scharth, Marcel
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
1
,
pp. 285-301
Persistent link: https://www.econbiz.de/10012804111
Saved in:
10
Tactical factor allocation for multifactor portfolios
Kim, Saejoon
- In:
Applied economics letters
29
(
2022
)
9
,
pp. 847-850
Persistent link: https://www.econbiz.de/10013411797
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...
//-->