//--> //--> //-->
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
person:"Kapetanios, George"
~isPartOf:"Journal of empirical finance"
~person:"Chen Zhou"
~person:"Maravall Herrero, Agustín"
~person:"Swanson, Norman R."
~source:"econis"
~subject:"Kalman filter"
~subject:"Maximum likelihood estimation"
~subject:"Volatilität"
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:"Time series analysis"
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
Kalman filter
Maximum likelihood estimation
Volatilität
Time series analysis
4
Zeitreihenanalyse
4
Estimation
3
Schätzung
3
Theorie
3
Theory
3
Börsenkurs
2
Capital income
2
Forecasting model
2
Kapitaleinkommen
2
Prognoseverfahren
2
Share price
2
Volatility
2
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Asset pricing
1
CAPM
1
Conditional distribution
1
Cross-validation
1
Decomposition method
1
Dekompositionsverfahren
1
Erwartungsbildung
1
Estimation theory
1
Expectation formation
1
Expected returns
1
Filtering
1
Forecasting
1
Fractional integration
1
GARCH filtering
1
Interest rate
1
Jump–diffusion model
1
Large shocks
1
Level shifts
1
Long memory
1
Model selection
1
Modellierung
1
Multi-factor diffusion process
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Kapetanios, George
Chen Zhou
Maravall Herrero, Agustín
Swanson, Norman R.
Santucci de Magistris, Paolo
2
Abergel, Frédéric
1
Amado, Cristina
1
Bee, Marco
1
Benavides, Guillermo
1
Boudt, Kris
1
Brooks, Robert
1
Capistrán Carmona, Carlos
1
Caporin, Massimiliano
1
Chatzikonstanti, Vasiliki
1
Christensen, Bent Jesper
1
Cipollini, Andrea
1
Creel, Michael D.
1
Croux, Christophe
1
Dark, Jonathan
1
Davidson, James E. H.
1
De Lira Salvatierra, Irving Arturo
1
Degiannakis, Stavros
1
Dendramis, Yiannis
1
Diewald, Laszlo
1
Donaldson, R. Glen
1
Dong, Yingjie
1
Dupuis, Debbie J.
1
Enders, Walter
1
Fang, Tong
1
Filis, George
1
Gallegati, Marco
1
Grassi, Stefano
1
Hao, Hong-Xia
1
Harvey, David I.
1
Hassani, Hossein
1
Ho, Kin-Yip
1
Hotta, Luiz K.
1
Hou, Ai Jun
1
Huth, Nicolas
1
James, Robert
1
Janus, Paweł
1
Jondeau, Eric
1
Kamstra, Mark J.
1
more ...
less ...
Published in...
All
Journal of empirical finance
Working papers / Rutgers University, Department of Economics
7
CIE working paper series
1
Econometrics : open access journal
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
International journal of forecasting
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Time-series methods and applications
1
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
The decomposition of jump risks in individual stock returns
Xiao, Xiao
;
Chen Zhou
- In:
Journal of empirical finance
47
(
2018
),
pp. 207-228
Persistent link: https://www.econbiz.de/10012103499
Saved in:
2
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->