//--> //--> //--> //-->
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:"Econometric reviews"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~person:"Choi, In"
~person:"Ghose, Devajyoti"
~person:"Hecq, Alain W. J."
~person:"Kapetanios, George"
~person:"McAleer, Michael"
~person:"Schmidt, Peter"
~subject:"Momentenmethode"
~subject:"Stochastischer Prozess"
~subject:"Time varying parameters"
~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:"Theory"
Narrow search
Delete all filters
| 16 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Momentenmethode
Stochastischer Prozess
Time varying parameters
Volatilität
Theorie
60
Theory
60
Time series analysis
26
Estimation theory
12
Schätztheorie
12
Volatility
9
Stochastic process
8
Estimation
6
Schätzung
6
VAR model
6
VAR-Modell
6
ARCH model
5
ARCH-Modell
5
Einheitswurzeltest
5
Unit root test
5
Panel
4
Panel study
4
Börsenkurs
3
Cointegration
3
Financial market
3
Finanzmarkt
3
Großbritannien
3
Kointegration
3
Method of moments
3
Monte Carlo simulation
3
Monte-Carlo-Simulation
3
Share price
3
Statistical theory
3
Statistische Methodenlehre
3
United Kingdom
3
ARMA model
2
ARMA-Modell
2
Asymmetry
2
Autocorrelation
2
Autokorrelation
2
Bayes-Statistik
2
more ...
less ...
Online availability
All
Undetermined
7
Free
1
Type of publication
All
Article
35
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
35
Aufsatz in Zeitschrift
35
Bibliografie enthalten
2
Bibliography included
2
Graue Literatur
1
Non-commercial literature
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
36
Author
All
Newbold, Paul
Choi, In
Ghose, Devajyoti
Hecq, Alain W. J.
Kapetanios, George
McAleer, Michael
Schmidt, Peter
Chan, Joshua
14
Franses, Philip Hans
13
Phillips, Peter C. B.
8
Taylor, Robert
8
Spanos, Aris
6
Hassler, Uwe
5
Koop, Gary
5
Lee, Junsoo
5
Maasoumi, Esfandiar
5
Psaradakis, Zacharias G.
5
Wong, Benjamin
5
Amsler, Christine Elaine
4
Andreou, Elena
4
Asai, Manabu
4
Caporin, Massimiliano
4
Eisenstat, Eric
4
Herwartz, Helmut
4
Kilian, Lutz
4
Leybourne, Stephen James
4
Pagan, Adrian R.
4
Peel, David
4
Pesaran, M. Hashem
4
Shin, Yongcheol
4
Sibbertsen, Philipp
4
Strachan, Rodney W.
4
Swanson, Norman R.
4
Wright, Jonathan H.
4
Bewley, Ronald A.
3
Bond, Stephen
3
Bordignon, Silvano
3
Cavaliere, Giuseppe
3
Chen, Zhanshou
3
Dagum, Estela Bee
3
Dimitrakopoulos, Stefanos
3
Eroğlu, Burak Alparslan
3
more ...
less ...
Published in...
All
CAMA working paper series
Econometric reviews
Economics letters
Journal of empirical finance
Journal of econometrics
22
Working paper
21
Econometric Institute research papers
11
Discussion paper / Tinbergen Institute
8
Econometric theory
6
Journal of economic surveys
6
International journal of forecasting
5
Discussion paper / Institute of Social and Economic Research
4
Discussion papers / Service des Etudes et de la Statistique, Ministère de la Région Wallonne
4
Oxford bulletin of economics and statistics
4
Applied economics
3
Bank of England Working Paper
3
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
3
Econometrics : open access journal
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of economic dynamics & control
3
Research memorandum / METEOR
3
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
3
The econometrics journal
3
Working paper series / European Central Bank ; Eurosystem
3
CAMA Working Paper
2
CESifo working papers
2
Contributions to financial econometrics : theoretical and practical issues
2
DAE working paper
2
Economic research paper / Loughborough University, Department of Economics
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
2
Ensaios econômicos
2
Journal of applied econometrics
2
Journal of forecasting
2
Journal of macroeconomics
2
Journal of productivity analysis
2
The Japanese economic review : the journal of the Japanese Economic Association
2
A companion to economic forecasting
1
An Elgar reference collection
1
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
1
Annales d'économie et de statistique
1
Annals of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
36
Showing
1
-
10
of
36
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
2
Time-varying cointegration with an application to the UK Great Ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
- In:
Economics letters
193
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012509073
Saved in:
3
On the invertibility of EGARCH(p, q)
Martinet, Guillaume Gaetan
;
McAleer, Michael
- In:
Econometric reviews
37
(
2018
)
6/10
,
pp. 824-849
Persistent link: https://www.econbiz.de/10012040413
Saved in:
4
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
5
Stochastic metafrontiers
Amsler, Christine Elaine
;
O'Donnell, Christopher John
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 1007-1020
Persistent link: https://www.econbiz.de/10011795559
Saved in:
6
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
Saved in:
7
Testing for deterministic seasonality in mixed-frequency VARs
Barrio Castro, Tomás del
;
Hecq, Alain W. J.
- In:
Economics letters
149
(
2016
),
pp. 20-24
Persistent link: https://www.econbiz.de/10011620030
Saved in:
8
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:
9
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:
10
Nowcasting causality in mixed frequency vector autoregressive models
Götz, Thomas B.
;
Hecq, Alain W. J.
- In:
Economics letters
122
(
2014
)
1
,
pp. 74-78
Persistent link: https://www.econbiz.de/10010393951
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->