//--> //--> //--> //-->
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:"International journal of forecasting"
~isPartOf:"Journal of empirical finance"
~person:"Bernardi, Mauro"
~person:"Castelnuovo, Efrem"
~person:"Ghose, Devajyoti"
~person:"Leybourne, Stephen James"
~person:"Paccagnini, Alessia"
~person:"Spanos, Aris"
~subject:"Bayes-Statistik"
~subject:"Bayesian inference"
~subject:"Estimation"
~subject:"Markov-Kette"
~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
| 18 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Bayes-Statistik
Bayesian inference
Estimation
Markov-Kette
Time varying parameters
Theorie
19
Theory
19
Time series analysis
13
Einheitswurzeltest
7
Unit root test
7
Schätzung
6
Bubbles
5
Börsenkurs
5
Explosive autoregression
5
Share price
5
Spekulationsblase
5
Forecasting model
4
Heteroscedasticity
4
Heteroskedastizität
4
Modellierung
4
Prognoseverfahren
4
Scientific modelling
4
Estimation theory
3
Financial market
3
Finanzmarkt
3
Schätztheorie
3
Break date estimation
2
Markov chain
2
Portfolio selection
2
Portfolio-Management
2
Rational bubble
2
Statistical test
2
Statistischer Test
2
Volatility
2
Volatilität
2
rational bubble
2
right-tailed unit root testing
2
1973-1991
1
ARCH model
1
ARCH-Modell
1
Applications
1
Augmented regression
1
more ...
less ...
Online availability
All
Undetermined
9
Free
1
Type of publication
All
Article
17
Type of publication (narrower categories)
All
Aufsatz in Zeitschrift
Article in journal
17
Graue Literatur
8
Non-commercial literature
8
Language
All
English
17
Author
All
Newbold, Paul
Bernardi, Mauro
Castelnuovo, Efrem
Ghose, Devajyoti
Leybourne, Stephen James
Paccagnini, Alessia
Spanos, Aris
Hyndman, Rob J.
10
Makridakis, Spyros G.
10
Koopman, Siem Jan
9
Assimakopoulos, V.
8
Franses, Philip Hans
8
Spiliotis, Evangelos
8
Taylor, Robert
8
Hendry, David F.
7
Phillips, Peter C. B.
7
Proietti, Tommaso
7
Harvey, David I.
6
Kapetanios, George
6
Lucas, André
6
Marcellino, Massimiliano
6
An, Sungbae
5
Dijk, Herman K. van
5
Herwartz, Helmut
5
Kang, Yanfei
5
Koehler, Anne B.
5
Koop, Gary
5
Maasoumi, Esfandiar
5
Petropoulos, Fotios
5
Ruiz, Esther
5
Schorfheide, Frank
5
Andreou, Elena
4
Chan, Joshua
4
Clements, Michael P.
4
Dijk, Dick van
4
Foroni, Claudia
4
González-Rivera, Gloria
4
Griggs, Kenneth
4
Harvey, Nigel
4
Kilian, Lutz
4
Maheu, John M.
4
Martin, Gael M.
4
McAleer, Michael
4
O'Connor, Marcus J.
4
Oliveira, Fernando Luiz Cyrino
4
more ...
less ...
Published in...
All
CAMA working paper series
Econometric reviews
International journal of forecasting
Journal of empirical finance
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Applied economics
4
Economics letters
4
Oxford bulletin of economics and statistics
4
Journal of econometrics
2
Journal of economic dynamics & control
2
Journal of forecasting
2
Journal of macroeconomics
2
Journal of the Royal Statistical Society
2
Journal of time series econometrics
2
The econometrics journal
2
Econometric theory
1
Insurance / Mathematics & economics
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of applied econometrics
1
Journal of commodity markets
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of monetary economics
1
Journal of risk and financial management : JRFM
1
Macroeconomic dynamics
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
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Manchester School
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Improved tests for stock return predictability
Harvey, David I.
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 834-861
Persistent link: https://www.econbiz.de/10014420348
Saved in:
2
Testing the predictive accuracy of COVID-19 forecasts
Coroneo, Laura
;
Iacone, Fabrizio
;
Paccagnini, Alessia
; …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 606-622
Persistent link: https://www.econbiz.de/10014465074
Saved in:
3
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
4
Date-stamping multiple bubble regimes
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 226-246
Persistent link: https://www.econbiz.de/10012430678
Saved in:
5
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
6
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:
7
Improving the accuracy of asset price bubble start and end date estimators
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
40
(
2017
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011744469
Saved in:
8
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
Saved in:
9
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:
10
Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
38
(
2016
),
pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->