//--> //--> //-->
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:"Cambridge working papers in economics"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working paper series"
~language:"eng"
~person:"Dungey, Mardi H."
~person:"Ghose, Devajyoti"
~person:"Karanasos, Menelaos"
~subject:"Bayes-Statistik"
~subject:"Estimation"
~subject:"Time varying parameters"
~subject:"Volatility"
~subject:"Zustandsraummodell"
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
| 16 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Bayes-Statistik
Estimation
Time varying parameters
Volatility
Zustandsraummodell
Theorie
10
Theory
10
Time series analysis
7
Forecasting model
4
Prognoseverfahren
4
Schätzung
3
Estimation theory
2
Schätztheorie
2
Volatilität
2
1972-1996
1
ARCH model
1
ARCH-Modell
1
Aktienmarkt
1
Asymmetric power ARCH
1
Bewertung
1
Börsenkurs
1
Capital income
1
Convergence
1
Convergence criteria
1
Correlation
1
Decomposition method
1
Dekompositionsverfahren
1
EU countries
1
EU-Staaten
1
Einheitswurzeltest
1
Euro area
1
European Monetary Union
1
Eurozone
1
Evaluation
1
Financial market
1
Finanzmarkt
1
Fractional integration
1
G7 countries
1
G7-Staaten
1
GARCH-in Mean
1
In flation persistence
1
Industrialized countries
1
more ...
less ...
Online availability
All
Free
3
Undetermined
1
Type of publication
All
Book / Working Paper
5
Article
3
Type of publication (narrower categories)
All
Arbeitspapier
5
Graue Literatur
5
Non-commercial literature
5
Working Paper
5
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
Author
All
Newbold, Paul
Dungey, Mardi H.
Ghose, Devajyoti
Karanasos, Menelaos
Chan, Joshua
12
Pesaran, M. Hashem
12
Kohn, Robert
11
Harvey, Andrew C.
10
Koop, Gary
7
Linton, Oliver
7
Paccagnini, Alessia
7
Harvey, David I.
6
Pagan, Adrian R.
6
Wong, Benjamin
6
Canepa, Alessandra
5
Castelnuovo, Efrem
5
Haque, Qazi
5
Kapetanios, George
5
Kollmann, Robert
5
Mills, Terence C.
5
Strachan, Rodney W.
5
Timmermann, Allan
5
Carter, Chris K.
4
Corsetti, Giancarlo
4
Leybourne, Stephen James
4
Ansley, Craig F.
3
Attanasio, Orazio P.
3
Baillie, Richard
3
Bonham, Carl Stanley
3
Busetti, Fabio
3
Caggiano, Giovanni
3
Chan, Joshua C. C.
3
Chudik, Alexander
3
Ding, Yashuang
3
Kim, Dongcheol
3
Leon-Gonzalez, Roberto
3
Levell, Peter
3
Low, Hamish
3
Morley, James C.
3
Onatski, Alexei
3
Parla, Fabio
3
Pick, Andreas
3
Robinson, Tim
3
more ...
less ...
Published in...
All
CAMA working paper series
Cambridge working papers in economics
Economic research paper / Loughborough University, Department of Economics
Journal of empirical finance
Working paper series
Applied economics
3
Discussion papers in economics
3
Economics letters
3
Discussion paper / UTAS, School of Economics and Finance
2
Econometric theory
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Journal of econometrics
2
Journal of macroeconomics
2
Oxford bulletin of economics and statistics
2
A companion to economic forecasting
1
An Elgar reference collection
1
Applied economics letters
1
Applied financial economics
1
CAMA Working Paper
1
CFAP working papers
1
CIRANO - Scientific Publications 2013s-23
1
Discussion paper series / University of Heidelberg, Department of Economics
1
Discussion papers in economics / School of Economics
1
Econometrics : open access journal
1
Economic theory and mathematical economics
1
Economics discussion paper series / Loughborough University, Department of Economics
1
Essays on financial time series models
1
International journal of applied business and economic research
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of economic dynamics & control
1
Journal of monetary economics
1
Journal of the Royal Statistical Society
1
KOF working papers
1
Office of Research working paper / University of Illinois at Urbana-Champaign, College of Commerce and Business Administration
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
The International library of critical writings in econometrics
1
The econometrics journal
1
University of Heidelberg Department of Economics Discussion Paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting ination : a GARCH-in-mean-level model with time varying predictability
Canepa, Alessandra
;
Karanasos, Menelaos
; …
-
2022
Persistent link: https://www.econbiz.de/10013366358
Saved in:
2
On the correspondence between data revision and trend-cycle decomposition
Dungey, Mardi H.
;
Jacobs, Jan
;
Tian, Jing
;
Van Norden, Simon
-
2012
Persistent link: https://www.econbiz.de/10009561165
Saved in:
3
Inflation convergence in the EMU
Karanasos, Menelaos
;
Koutroumpis, P.
;
Karavias, Y.
; …
- In:
Journal of empirical finance
39
(
2016
),
pp. 241-253
Persistent link: https://www.econbiz.de/10011664324
Saved in:
4
Detecting contagion with correlation : volatility and timing matter
Dungey, Mardi H.
;
Yalama, Abdullah
-
2009
Persistent link: https://www.econbiz.de/10003882203
Saved in:
5
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
6
How great are the great ratios?
Harvey, David I.
;
Leybourne, Stephen James
;
Newbold, Paul
-
1998
Persistent link: https://www.econbiz.de/10000987502
Saved in:
7
Tests for multiple forecasting encompassing
Harvey, David I.
;
Newbold, Paul
-
1998
Persistent link: https://www.econbiz.de/10000996877
Saved in:
8
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...
//-->