//--> //--> //--> //-->
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
source:"econis"
~isPartOf:"Applied economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Risks : open access journal"
~subject:"Autokorrelation"
~subject:"Estimation"
~subject:"Stochastischer Prozess"
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:"Time series analysis"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Autokorrelation
Estimation
Stochastischer Prozess
Time series analysis
468
Zeitreihenanalyse
468
Theorie
182
Theory
182
Schätzung
135
Forecasting model
96
Prognoseverfahren
96
Volatility
90
Volatilität
90
ARCH model
68
ARCH-Modell
68
Estimation theory
64
Schätztheorie
64
Capital income
61
Kapitaleinkommen
61
USA
56
United States
56
Börsenkurs
50
Share price
50
Structural break
45
Strukturbruch
45
Einheitswurzeltest
42
Unit root test
42
Cointegration
37
Kointegration
37
Großbritannien
27
Inflation
27
State space model
27
United Kingdom
27
Zustandsraummodell
27
Business cycle
25
Exchange rate
25
Konjunktur
25
Wechselkurs
25
Aktienmarkt
21
Multivariate Verteilung
21
Multivariate distribution
21
Stock market
21
Stochastic process
20
more ...
less ...
Online availability
All
Undetermined
85
Free
10
Type of publication
All
Article
158
Type of publication (narrower categories)
All
Article in journal
157
Aufsatz in Zeitschrift
157
Language
All
English
158
Author
All
Moosa, Imad A.
9
Gil-Alaña, Luis A.
7
Harvey, David I.
4
Chang, Tsangyao
3
Gupta, Rangan
3
Leybourne, Stephen James
3
Omay, Tolga
3
Allen, David E.
2
Bahmani-Oskooee, Mohsen
2
Burns, Kelly
2
Gschwandtner, Adelina
2
Hasanov, Mübariz
2
Kim, Chang-Jin
2
Kim, Jong-Min
2
McAleer, Michael
2
Nelson, Charles R.
2
Nguyen, Duc Khuong
2
Peel, David
2
Ranjbar, Omid
2
Satchell, Stephen
2
Speight, Alan E. H.
2
Taylor, Robert
2
Tiwari, Aviral Kumar
2
Abergel, Frédéric
1
Agiakloglou, Christos N.
1
Ahmad, Yamin
1
Aksoy, Emre
1
Al-Jassar, Sulaiman A.
1
Albulescu, Claudiu Tiberiu
1
Ali Ahmed, Huson Joher
1
Aloui, Chaker
1
André, Christophe
1
Arakelian, V.
1
Arango Thomas, Luis Eduardo
1
Arteche, Josu
1
Astill, Sam
1
Aubin, Christian
1
Awe, Olushina Olawale
1
Balcombe, Kelvin G.
1
Balli, Hatice Ozer
1
more ...
less ...
Published in...
All
Applied economics
Journal of empirical finance
Risks : open access journal
Journal of econometrics
197
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
128
Discussion paper / Tinbergen Institute
113
Economic modelling
108
Economics letters
103
International journal of forecasting
94
Applied economics letters
89
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
86
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
84
Econometric reviews
74
CESifo working papers
73
Energy economics
69
Journal of forecasting
68
Working paper
64
Econometric theory
51
Working paper / Department of Econometrics and Business Statistics, Monash University
48
International review of economics & finance : IREF
43
CREATES research paper
42
Journal of applied econometrics
42
Computational economics
37
The North American journal of economics and finance : a journal of financial economics studies
37
Journal of economic dynamics & control
35
CAMA working paper series
33
The econometrics journal
33
Finance research letters
32
Economics and finance working paper series
31
Macroeconomic dynamics
31
Applied financial economics
29
Discussion papers / Deutsches Institut für Wirtschaftsforschung
29
Journal of banking & finance
29
International journal of finance & economics : IJFE
28
Journal of risk and financial management : JRFM
28
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
27
Journal of financial econometrics
27
Quantitative finance
27
SFB 649 discussion paper
27
Econometrics : open access journal
26
Empirical economics : a quarterly journal of the Institute for Advanced Studies
26
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
51
-
60
of
158
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
51
Attribution of hedge fund returns using a Kalman filter
Thomson, Daniel
;
Van Vuuren, Gary
- In:
Applied economics
50
(
2018
)
9
,
pp. 1043-1058
Persistent link: https://www.econbiz.de/10011848239
Saved in:
52
Structural break, nonlinearity and asymmetry : a re-examination of PPP proposition
Omay, Tolga
;
Emirmahmutoglu, Furkan
;
Hasanov, Mübariz
- In:
Applied economics
50
(
2018
)
12
,
pp. 1289-1308
Persistent link: https://www.econbiz.de/10011848366
Saved in:
53
PPP in the 34 OECD countries : evidence from quantile-based unit root tests with both smooth and sharp breaks
Bahmani-Oskooee, Mohsen
;
Wu, Tsung-Pao
- In:
Applied economics
50
(
2018
)
23
,
pp. 2622-2634
Persistent link: https://www.econbiz.de/10011850300
Saved in:
54
Interaction between oil and US dollar exchange rate : nonlinear causality, time-varying influence and structural breaks in volatility
Wen, Fenghua
;
Xiao, Jihong
;
Huang, Chuangxia
;
Xia, Xiaohua
- In:
Applied economics
50
(
2018
)
3
,
pp. 319-334
Persistent link: https://www.econbiz.de/10011846847
Saved in:
55
Re-testing Prebisch-Singer hypothesis : new evidence using Fourier quantile unit root test
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Elmi, Zahra Mila
- In:
Applied economics
50
(
2018
)
4
,
pp. 441-454
Persistent link: https://www.econbiz.de/10011846997
Saved in:
56
A cointegration analysis of agricultural, energy and bio-fuel spot, and futures prices
Allen, David E.
;
Chang, Chia-Lin
;
McAleer, Michael
; …
- In:
Applied economics
50
(
2018
)
7
,
pp. 804-823
Persistent link: https://www.econbiz.de/10011847174
Saved in:
57
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
58
Are exchange rates interdependent? : evidence using wavelet analysis
Kumar, Satish
;
Pathak, Rajesh
;
Tiwari, Aviral Kumar
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3231-3245
Persistent link: https://www.econbiz.de/10011774731
Saved in:
59
Unemployment and the shadow economy
Mauleón Torres, Ignacio
;
Sardà, J.
- In:
Applied economics
49
(
2017
)
37
,
pp. 3729-3740
Persistent link: https://www.econbiz.de/10011819815
Saved in:
60
Testing for substitutability in the mackerel market : a new method using fractional cointegration
García-Enríquez, Javier
;
Arteche, Josu
;
Murillas …
- In:
Applied economics
49
(
2017
)
39
,
pp. 3912-3926
Persistent link: https://www.econbiz.de/10011819966
Saved in:
First
Prev
2
3
4
5
6
7
8
9
10
11
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->