//--> //--> //--> //-->
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 financial economics"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~subject:"Stochastic process"
~subject:"Theory"
~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
Search: subject_exact:"Trendmodell"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Stochastic process
Theory
Time series analysis
Zeitreihenanalyse
558
Theorie
249
Estimation
164
Schätzung
164
Volatility
122
Volatilität
121
Forecasting model
109
Prognoseverfahren
109
Estimation theory
104
Schätztheorie
104
ARCH model
80
ARCH-Modell
80
Capital income
79
Kapitaleinkommen
79
Börsenkurs
75
Share price
75
Cointegration
62
Kointegration
62
Einheitswurzeltest
61
Unit root test
61
USA
55
United States
55
State space model
44
Zustandsraummodell
44
Aktienmarkt
40
Stochastischer Prozess
40
Stock market
40
Business cycle
37
Konjunktur
37
Structural break
36
Strukturbruch
36
Exchange rate
34
Wechselkurs
34
VAR model
26
VAR-Modell
26
Nichtlineare Regression
25
Nonlinear regression
25
more ...
less ...
Online availability
All
Undetermined
189
Free
72
Type of publication
All
Article
452
Book / Working Paper
106
Type of publication (narrower categories)
All
Article in journal
451
Aufsatz in Zeitschrift
451
Graue Literatur
81
Non-commercial literature
81
Arbeitspapier
80
Working Paper
80
Conference paper
1
Konferenzbeitrag
1
more ...
less ...
Language
All
English
558
Author
All
Phillips, Peter C. B.
82
Chen, Xiaohong
9
Gil-Alaña, Luis A.
6
Lieberman, Offer
6
Yu, Jun
6
Andrews, Donald W. K.
5
Magdalinos, Tassos
5
Xiao, Zhijie
5
Caporale, Guglielmo Maria
4
Gupta, Rangan
4
Huang, Zhuo
4
Ploberger, Werner
4
Tiwari, Aviral Kumar
4
Wang, Qiying
4
Arčabić, Vladimir
3
Chang, Tsangyao
3
Cubadda, Gianluca
3
Kim, Jong-Min
3
Kunst, Robert M.
3
Liao, Zhipeng
3
Linton, Oliver
3
McKenzie, Michael D.
3
Moosa, Imad A.
3
Morana, Claudio
3
Paradiso, Antonio
3
Satchell, Stephen
3
Sharma, Susan Sunila
3
Sun, Yixiao
3
Taylor, Robert
3
Todorova, Neda
3
Yi, Yanping
3
Andrés, Antonio R.
2
Astill, Sam
2
Bahmani-Oskooee, Mohsen
2
Baillie, Richard
2
Barkoulas, John T.
2
Baruník, Jozef
2
Baum, Christopher F.
2
Bekiros, Stelios
2
Boutahar, Mohamed
2
more ...
less ...
Published in...
All
Cowles Foundation discussion paper
Applied financial economics
Economic modelling
Journal of empirical finance
Journal of econometrics
673
International journal of forecasting
572
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
395
Journal of forecasting
331
Applied economics
321
Discussion paper / Tinbergen Institute
321
Econometric theory
315
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Applied economics letters
220
Econometric reviews
219
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
203
Energy economics
197
Working paper / Department of Econometrics and Business Statistics, Monash University
195
Working paper
178
NBER Working Paper
165
CREATES research paper
164
NBER working paper series
161
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
CESifo working papers
134
Computational economics
132
Discussion paper / Centre for Economic Policy Research
110
Journal of economic dynamics & control
110
Econometrics : open access journal
106
Oxford bulletin of economics and statistics
101
Journal of macroeconomics
100
Finance research letters
96
The econometrics journal
93
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
85
International review of economics & finance : IREF
84
EUI working paper / ECO
83
International Journal of Energy Economics and Policy : IJEEP
82
The North American journal of economics and finance : a journal of financial economics studies
76
CAMA working paper series
75
more ...
less ...
Source
All
ECONIS (ZBW)
558
Showing
1
-
10
of
558
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Inference in a stationary/nonstationary autoregressive time-varying-parameter model
Andrews, Donald W. K.
;
Li, Ming
-
2024
Persistent link: https://www.econbiz.de/10014538994
Saved in:
3
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
4
A general limit theory for nonlinear functionals of nonstationary time series
Wang, Qiying
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013326692
Saved in:
5
Boosting the HP filter for trending time series with long range dependence
Biswas, Eva
;
Sabzikar, Farzad
;
Phillips, Peter C. B.
-
2022
Persistent link: https://www.econbiz.de/10013464252
Saved in:
6
Robust testing for explosive behavior with strongly dependent errors
Lui, Yiu Lim
;
Phillips, Peter C. B.
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013464259
Saved in:
7
Unified factor model estimation and inference under short and long memory
Ke, Shuyao
;
Phillips, Peter C. B.
;
Su, Liangjun
-
2022
Persistent link: https://www.econbiz.de/10013464260
Saved in:
8
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
9
Equity markets volatility clustering : a multiscale analysis of intraday and overnight returns
Zhao, Xiaojun
;
Zhang, Na
;
Zhang, Yali
;
Xu, Chao
;
Shang, …
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-
Persistent link: https://www.econbiz.de/10014578531
Saved in:
10
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->