//--> //--> //-->
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:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Annales d'économie et de statistique"
~isPartOf:"CAMA working paper series"
~isPartOf:"Journal of empirical finance"
~language:"eng"
~person:"Beine, Michel"
~person:"Campbell, John Y."
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~subject:"DSGE models"
~subject:"Time varying parameters"
~type_genre:"Article in journal"
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:"Theory"
Narrow search
Delete all filters
| 13 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
DSGE models
Time varying parameters
Theorie
5
Theory
5
Time series analysis
4
Estimation theory
3
Schätztheorie
3
Börsenkurs
2
Capital income
2
Kapitaleinkommen
2
Share price
2
Bayes-Statistik
1
Bayesian inference
1
Bayesian methods
1
DSGE model
1
DSGE-Modell
1
Dynamic equilibrium
1
Dynamisches Gleichgewicht
1
Erwartungsbildung
1
Estimation
1
Expectation formation
1
Expected returns
1
Financial frictions
1
Financial market
1
Finanzmarkt
1
Large shocks
1
Level shifts
1
Regime-shifts
1
Schock
1
Schätzung
1
Shock
1
Simulation
1
State space model
1
Threshold models
1
Volatility
1
Volatilität
1
Zustandsraummodell
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
5
Type of publication (narrower categories)
All
Article in journal
Aufsatz in Zeitschrift
5
Graue Literatur
1
Non-commercial literature
1
Language
All
English
French
1
Author
All
Newbold, Paul
Beine, Michel
Campbell, John Y.
Ghose, Devajyoti
Kapetanios, George
Gouriéroux, Christian
2
Granger, C. W. J.
2
Phillips, Peter C. B.
2
Taylor, Robert
2
Arakelian, V.
1
Astill, Sam
1
Ball, Clifford A.
1
Bauwens, Luc
1
Bee, Marco
1
Bernardi, Mauro
1
Boudt, Kris
1
Broze, Laurence
1
Cai, Lili
1
Catania, Leopoldo
1
Cermeño, Rodolfo
1
Cerrato, Mario
1
Chen Zhou
1
Crosby, John
1
Croux, Christophe
1
Daníelsson, Jón
1
Dark, Jonathan
1
Davidson, James E. H.
1
Degiannakis, Stavros
1
Dendramis, Yiannis
1
Diaye, Marc-Arthur
1
Diewald, Laszlo
1
Ding, Zhuanxin
1
Doshi, Hitesh
1
Dupuis, Debbie J.
1
Fang, Tong
1
Faria, Gonçalo
1
Filis, George
1
Frey, Rüdiger
1
Galvão, Ana Beatriz C.
1
Gardes, Françoise
1
Giot, Pierre
1
more ...
less ...
Published in...
All
Annales d'économie et de statistique
CAMA working paper series
Journal of empirical finance
Journal of econometrics
5
Economics letters
4
Applied economics
3
Journal of economic dynamics & control
3
Econometric reviews
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International journal of forecasting
2
Journal of applied econometrics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Oxford bulletin of economics and statistics
2
Econometric theory
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of financial economics
1
Journal of macroeconomics
1
Journal of monetary economics
1
Journal of political economy
1
Journal of the Royal Statistical Society
1
NBER macroeconomics annual
1
Review of quantitative finance and accounting
1
Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België
1
Special issue on new developments in time series econometrics
1
The econometrics journal
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
5
Showing
1
-
5
of
5
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A time varying DSGE model with financial frictions
Galvão, Ana Beatriz C.
;
Giraitis, Liudas
;
Kapetanios, …
- In:
Journal of empirical finance
38
(
2016
),
pp. 690-716
Persistent link: https://www.econbiz.de/10011663775
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:
3
Why long horizons? : A study of power against persistent alternatives
Campbell, John Y.
- In:
Journal of empirical finance
8
(
2001
)
5
,
pp. 459-491
Persistent link: https://www.econbiz.de/10001655350
Saved in:
4
Inference in codependence : some Monte Carlo results and applications
Beine, Michel
;
Hecq, Alain W. J.
- In:
Annales d'économie et de statistique
(
1999
),
pp. 69-90
Persistent link: https://www.econbiz.de/10001565468
Saved in:
5
The relationship between GARCH and symmetric stable processes : finding the source of fat tails in financial data
Ghose, Devajyoti
- In:
Journal of empirical finance
2
(
1995
)
3
,
pp. 225-251
Persistent link: https://www.econbiz.de/10001203344
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->