//--> //--> //-->
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:"Journal of empirical finance"
~person:"Bernardi, Mauro"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Karanasos, Menelaos"
~person:"Li, Kai"
~subject:"Bayes-Statistik"
~subject:"Estimation"
~subject:"Time varying parameters"
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
| 12 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Bayes-Statistik
Estimation
Time varying parameters
Theorie
12
Theory
12
Time series analysis
5
Schätzung
4
Bayesian inference
3
Capital income
3
Kapitaleinkommen
3
Markov chain
3
Markov-Kette
3
ARCH model
2
ARCH-Modell
2
Börsenkurs
2
Portfolio selection
2
Portfolio-Management
2
Share price
2
VAR model
2
VAR-Modell
2
Volatility
2
Volatilität
2
Aktienmarkt
1
Allocative efficiency
1
Allokationseffizienz
1
Asymmetric information
1
Asymmetric power ARCH
1
Asymmetrische Information
1
Bayesian methods
1
Bruttoinlandsprodukt
1
Capital structure
1
Cointegration
1
Convergence
1
Convergence criteria
1
Corporate finance
1
Correlation
1
DSGE model
1
DSGE models
1
DSGE-Modell
1
Debt financing
1
more ...
less ...
Online availability
All
Undetermined
4
Free
1
Type of publication
All
Article
9
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
9
Aufsatz in Zeitschrift
9
Graue Literatur
1
Non-commercial literature
1
Language
All
English
10
Author
All
Newbold, Paul
Bernardi, Mauro
Ghose, Devajyoti
Kapetanios, George
Karanasos, Menelaos
Li, Kai
Chan, Joshua
12
Koop, Gary
6
Wong, Benjamin
6
Haque, Qazi
5
Pagan, Adrian R.
5
Castelnuovo, Efrem
4
Paccagnini, Alessia
4
Strachan, Rodney W.
4
Caggiano, Giovanni
3
Harvey, David I.
3
Leon-Gonzalez, Roberto
3
Leybourne, Stephen James
3
Morley, James C.
3
Baillie, Richard
2
Breunig, Robert
2
Buncic, Daniel
2
Chan, Joshua C. C.
2
Cho, Dooyeon
2
Choi, Sangyup
2
Cross, Jamie L.
2
Dungey, Mardi H.
2
Eisenstat, Eric
2
Grant, Angelia L.
2
Gribisch, Bastian
2
Görtz, Christoph
2
Harding, Don
2
Hou, Chenghan
2
Jacobs, Jan
2
Kim, Chang-Jin
2
Kim, Dongcheol
2
Kim, Minjoo
2
Kollmann, Robert
2
Magnusson, Leandro M.
2
Nason, James Michael
2
Nelson, Charles R.
2
Parla, Fabio
2
more ...
less ...
Published in...
All
CAMA working paper series
Journal of empirical finance
Finance working papers
8
Working paper
6
Journal of econometrics
5
Economics letters
4
Journal of economic dynamics & control
4
Applied economics
3
Journal of applied econometrics
3
Working paper series / European Central Bank ; Eurosystem
3
Bank of England Working Paper
2
CAMA Working Paper
2
CESifo working papers
2
Cambridge working papers in economics
2
Discussion paper / Centre for Economic Policy Research
2
Econometric reviews
2
Economic research paper / Loughborough University, Department of Economics
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
2
International journal of forecasting
2
International review of financial analysis
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Oxford bulletin of economics and statistics
2
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
2
A companion to economic forecasting
1
An Elgar reference collection
1
Applied financial economics
1
Bank of Italy Temi di Discussione (Working Paper)
1
CESifo Working Paper
1
CREATES research paper
1
DAE working paper
1
Discussion paper series / IZA
1
Discussion paper series / University of Heidelberg, Department of Economics
1
Discussion papers / National Institute of Economic and Social Research
1
Discussion papers in economics / School of Economics
1
Econometric theory
1
Economic theory and mathematical economics
1
Economics discussion paper series / Loughborough University, Department of Economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Insurance / Mathematics & economics
1
International statistical review : a journal of the International Statistical Institute and its associations
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
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
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
A Bayesian analysis of dual trader informativeness in futures markets
Chakravarty, Sugato
;
Li, Kai
- In:
Journal of empirical finance
10
(
2003
)
3
,
pp. 355-371
Persistent link: https://www.econbiz.de/10001752108
Saved in:
9
A Bayesian analysis of a variance decomposition for stock returns
Hollifield, Burton
;
Koop, Gary
;
Li, Kai
- In:
Journal of empirical finance
10
(
2003
)
5
,
pp. 583-601
Persistent link: https://www.econbiz.de/10001806970
Saved in:
10
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...
//-->