//--> //--> //--> //-->
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:"CAMA working paper series"
~isPartOf:"CESifo Working Paper"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of empirical finance"
~person:"An, Sungbae"
~person:"Ashley, Richard A."
~person:"Bernardi, Mauro"
~person:"Dagum, Estela Bee"
~person:"Franses, Philip Hans"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Nijman, Theodore E."
~person:"Pesaran, M. Hashem"
~person:"Spanos, Aris"
~person:"Wang, Yudong"
~subject:"Autokorrelation"
~subject:"Bayes-Statistik"
~subject:"Economic forecast"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Heteroscedasticity"
~subject:"Portfolio-Management"
~subject:"Time varying parameters"
~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:"Theory"
Narrow search
Delete all filters
| 26 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Autokorrelation
Bayes-Statistik
Economic forecast
Estimation theory
Estimation
Heteroscedasticity
Portfolio-Management
Time varying parameters
Theorie
44
Theory
44
Time series analysis
19
Schätztheorie
9
Bayesian inference
7
VAR model
7
VAR-Modell
7
Dynamic equilibrium
6
Dynamisches Gleichgewicht
6
Modellierung
6
Portfolio selection
6
Schätzung
6
Scientific modelling
6
Einheitswurzeltest
5
Statistical test
5
Statistischer Test
5
Unit root test
5
Capital income
4
Heteroskedastizität
4
Kapitaleinkommen
4
Stochastic process
4
Stochastischer Prozess
4
Forecasting model
3
Markov chain
3
Markov-Kette
3
Nichtlineare Regression
3
Nonlinear regression
3
Panel
3
Panel study
3
Prognoseverfahren
3
Simulation
3
USA
3
United States
3
Volatility
3
more ...
less ...
Online availability
All
Undetermined
6
Type of publication
All
Article
36
Book / Working Paper
1
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
37
Graue Literatur
2
Non-commercial literature
2
Arbeitspapier
1
Collection of articles of several authors
1
Rezension
1
Sammelwerk
1
Working Paper
1
more ...
less ...
Language
All
English
37
Author
All
Newbold, Paul
An, Sungbae
Ashley, Richard A.
Bernardi, Mauro
Dagum, Estela Bee
Franses, Philip Hans
Ghose, Devajyoti
Kapetanios, George
Nijman, Theodore E.
Pesaran, M. Hashem
Spanos, Aris
Wang, Yudong
Phillips, Peter C. B.
8
Taylor, Robert
8
Harvey, David I.
6
Leybourne, Stephen James
6
Maasoumi, Esfandiar
6
McAleer, Michael
6
Ullah, Aman
6
Kilian, Lutz
5
Schorfheide, Frank
5
Andreou, Elena
4
Bera, Anil K.
4
Gouriéroux, Christian
4
Koop, Gary
4
Kumbhakar, Subal
4
Psaradakis, Zacharias G.
4
Baillie, Richard
3
Cavaliere, Giuseppe
3
Dijk, Herman K. van
3
Fiebig, Denzil G.
3
Granger, C. W. J.
3
Hendry, David F.
3
Herwartz, Helmut
3
King, Maxwell L.
3
Lee, Tae-hwy
3
Lopes, Hedibert Freitas
3
Lucas, André
3
Orme, Chris D.
3
Proietti, Tommaso
3
Soofi, Ehsan S.
3
Steel, Mark F. J.
3
Tzavalis, Elias
3
Verbeek, Marno
3
more ...
less ...
Published in...
All
CAMA working paper series
CESifo Working Paper
Econometric reviews
Journal of empirical finance
Economics letters
19
Journal of econometrics
18
Journal of applied econometrics
12
International journal of forecasting
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
Oxford bulletin of economics and statistics
9
Journal of forecasting
8
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
6
Journal of economic dynamics & control
6
Applied economics
5
Journal of economic surveys
5
Econometric theory
4
International economic review
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Energy economics
3
International statistical review : a journal of the International Statistical Institute and its associations
3
Journal of macroeconomics
3
Contributions to econometric methodology in honor of T. W. Anderson
2
Econometrics : open access journal
2
Practical issues in cointegration analysis
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The econometrics journal
2
The review of economics and statistics
2
American economic journal : a journal of the American Economic Association
1
Annales d'économie et de statistique
1
Annals of financial economics
1
Applied economics letters
1
Applied mathematical finance
1
Computational economics
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Economic modelling
1
Insurance / Mathematics & economics
1
Journal of banking & finance
1
Journal of economic growth
1
Journal of financial econometrics
1
Journal of financial markets
1
Journal of monetary economics
1
Journal of official statistics : JOS ; an international quarterly
1
more ...
less ...
Source
All
ECONIS (ZBW)
37
Showing
1
-
10
of
37
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic portfolio allocation with time-varying jump risk
Zhou, Chunyang
;
Wu, Chongfeng
;
Wang, Yudong
- In:
Journal of empirical finance
50
(
2019
),
pp. 113-124
Persistent link: https://www.econbiz.de/10012169946
Saved in:
2
Momentum of return predictability
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Diao, Xundi
- In:
Journal of empirical finance
45
(
2018
),
pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
Saved in:
3
Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
Saved in:
4
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
5
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
Saved in:
6
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:
7
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:
8
A review of some modern approaches to the problem of trend extraction
Alexandrov, Theodore
;
Bianconcini, Silvia
;
Dagum, Estela Bee
- In:
Econometric reviews
31
(
2012
)
4/6
,
pp. 593-624
Persistent link: https://www.econbiz.de/10009539678
Saved in:
9
Testing the null hypothesis of nonstationary long memory against the alternative hypothesis of a nonlinear ergodic model
Kapetanios, George
;
Shin, Yongcheol
- In:
Econometric reviews
30
(
2011
)
6
,
pp. 620-645
Persistent link: https://www.econbiz.de/10009269801
Saved in:
10
Special issue: Statistical inference on time series stochastic and deterministic dynamics
Dagum, Estela Bee
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003800641
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->