//--> //--> //--> //-->
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"
~person:"Ashley, Richard A."
~person:"Buncic, Daniel"
~person:"Cavaliere, Giuseppe"
~person:"Ghose, Devajyoti"
~person:"Jawadi, Fredj"
~person:"Kapetanios, George"
~person:"Yu, Jun"
~subject:"ARCH-Modell"
~subject:"Financial frictions"
~subject:"Financial market"
~subject:"Kapitaleinkommen"
~subject:"Panel"
~subject:"Stochastischer Prozess"
~subject:"Strukturbruch"
~subject:"Time varying parameters"
~type:"article"
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
ARCH-Modell
Financial frictions
Financial market
Kapitaleinkommen
Panel
Stochastischer Prozess
Strukturbruch
Time varying parameters
Theorie
181
Theory
181
Time series analysis
70
Volatility
28
Volatilität
28
Einheitswurzeltest
26
Unit root test
26
Stochastic process
25
Estimation
24
Forecasting model
24
Prognoseverfahren
24
Schätzung
24
Estimation theory
15
Schätztheorie
15
Bootstrap approach
12
Bootstrap-Verfahren
12
Börsenkurs
12
Share price
12
Structural break
12
Bayes-Statistik
11
Bayesian inference
11
Cointegration
11
Factor analysis
11
Faktorenanalyse
11
Kointegration
11
Nichtlineare Regression
11
Nonlinear regression
11
Statistical test
11
Statistischer Test
11
USA
11
United States
11
ARCH model
10
Panel study
10
VAR model
10
VAR-Modell
10
more ...
less ...
Online availability
All
Undetermined
39
Free
3
Type of publication
All
Article
Book / Working Paper
123
Type of publication (narrower categories)
All
Article in journal
110
Aufsatz in Zeitschrift
110
Aufsatz im Buch
2
Book section
2
Bibliografie enthalten
1
Bibliography included
1
Mehrbändiges Werk
1
Multi-volume publication
1
Systematic review
1
Übersichtsarbeit
1
more ...
less ...
Language
All
English
113
Author
All
Newbold, Paul
Ashley, Richard A.
Buncic, Daniel
Cavaliere, Giuseppe
Ghose, Devajyoti
Jawadi, Fredj
Kapetanios, George
Yu, Jun
Phillips, Peter C. B.
74
Franses, Philip Hans
61
Gil-Alaña, Luis A.
48
Pesaran, M. Hashem
41
McAleer, Michael
40
Gupta, Rangan
37
Baltagi, Badi H.
35
Escudero, Laureano F.
35
Leybourne, Stephen James
35
Ghysels, Eric
34
Taylor, Robert
34
Koopman, Siem Jan
32
Perron, Pierre
32
Koop, Gary
31
Lütkepohl, Helmut
31
Timmermann, Allan
31
Caporale, Guglielmo Maria
30
Herwartz, Helmut
30
Engle, Robert F.
29
Granger, C. W. J.
29
Fabozzi, Frank J.
27
Harvey, Andrew C.
26
Hendry, David F.
26
Hong, Yongmiao
26
Mills, Terence C.
26
Teräsvirta, Timo
26
Diebold, Francis X.
25
Hecq, Alain W. J.
24
Satchell, Stephen
23
Schmidt, Peter
23
Bollerslev, Tim
22
Campbell, John Y.
22
Gendreau, Michel
22
Hassler, Uwe
22
Linton, Oliver
22
Saikkonen, Pentti
22
Westerlund, Joakim
22
Harvey, David I.
21
more ...
less ...
Published in...
All
Journal of econometrics
18
Econometric reviews
12
Econometric theory
7
Economics letters
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of economic dynamics & control
5
The econometrics journal
5
Applied economics
4
Journal of applied econometrics
4
Econometrics : open access journal
3
Journal of empirical finance
3
Journal of international financial markets, institutions & money
2
Journal of macroeconomics
2
Open economies review
2
Oxford bulletin of economics and statistics
2
Review of quantitative finance and accounting
2
A companion to economic forecasting
1
Advances in mathematical programming and financial planning : a research annual
1
Annals of economics and finance
1
Annals of operations research ; volume 274, numbers 1/2 (March 2019)
1
Asia-Pacific financial markets
1
Computational economics
1
Decision making and risk/return optimization in financial economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
Finance research letters
1
International economic review
1
International journal of finance & economics : IJFE
1
International journal of forecasting
1
International review of economics & finance : IREF
1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of financial econometrics
1
Journal of financial markets
1
Journal of forecasting
1
Journal of monetary economics
1
Journal of the Royal Statistical Society
1
Macroeconomic dynamics
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
more ...
less ...
Source
All
ECONIS (ZBW)
113
Showing
1
-
10
of
113
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A latent-factor-driven endogenous regime-switching non-Gaussian model : evidence from simulation and application
Bu, Ruijun
;
Cheng, Jie
;
Jawadi, Fredj
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 3881-3896
Persistent link: https://www.econbiz.de/10013461280
Saved in:
2
On the optimal forecast with the fractional Brownian motion
Wang, Xiaohu
;
Yu, Jun
;
Zhang, Chen
- In:
Quantitative finance
24
(
2024
)
2
,
pp. 337-346
Persistent link: https://www.econbiz.de/10014552006
Saved in:
3
Latent local-to-unity models
Wang, Xiaohu
;
Yu, Jun
- In:
Econometric reviews
42
(
2023
)
7
,
pp. 586-611
Persistent link: https://www.econbiz.de/10014321656
Saved in:
4
Volatility puzzle : long memory or antipersistency
Shi, Shuping
;
Yu, Jun
- In:
Management science : journal of the Institute for …
69
(
2023
)
7
,
pp. 3861-3883
Persistent link: https://www.econbiz.de/10014338293
Saved in:
5
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
6
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
7
Forecasting equity index volatility by measuring the linkage among component stocks
Qiu, Yue
;
Xie, Tian
;
Yu, Jun
;
Zhou, Qiankun
- In:
Journal of financial econometrics
20
(
2022
)
1
,
pp. 160-186
Persistent link: https://www.econbiz.de/10012878191
Saved in:
8
Estimation and inference for multi-dimensional heterogeneous panel datasets with hierarchical multi-factor error structure
Kapetanios, George
;
Serlenga, Laura
;
Shin, Yongcheol
- In:
Journal of econometrics
220
(
2021
)
2
,
pp. 504-531
Persistent link: https://www.econbiz.de/10012618527
Saved in:
9
Detection of units with pervasive effects in large panel data models
Kapetanios, George
;
Pesaran, M. Hashem
;
Reese, S.
- In:
Journal of econometrics
221
(
2021
)
2
,
pp. 510-541
Persistent link: https://www.econbiz.de/10012619248
Saved in:
10
Bootstrapping non-stationary stochastic volatility
Boswijk, Herman Peter
;
Cavaliere, Giuseppe
;
Georgiev, Iliyan
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 161-180
Persistent link: https://www.econbiz.de/10013275368
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->