//--> //--> //-->
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 letters"
~isPartOf:"Applied economics"
~isPartOf:"Journal of empirical finance"
~person:"Dark, Jonathan"
~subject:"ARCH-Modell"
~subject:"Estimation"
~subject:"Multivariate analysis"
~subject:"Prognoseverfahren"
~subject:"State space model"
~subject:"Stochastischer Prozess"
~subject:"Structural break"
~subject:"Strukturbruch"
~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:"Time series analysis"
Narrow search
Delete all filters
| 14 applied filters
Year of publication
From:
To:
Subject
All
ARCH-Modell
Estimation
Multivariate analysis
Prognoseverfahren
State space model
Stochastischer Prozess
Structural break
Strukturbruch
Volatilität
ARCH model
2
Correlation
2
Dynamic conditional correlation
2
Forecasting
2
Forecasting model
2
Korrelation
2
Long memory
2
Time series analysis
2
Zeitreihenanalyse
2
Estimation theory
1
Flexible Fourier form
1
Fractional integration
1
Multivariate Analyse
1
Multivariate HEAVY
1
Penalised MLE
1
Schätztheorie
1
Smooth structural change
1
Theorie
1
Theory
1
Volatility
1
more ...
less ...
Online availability
All
Free
1
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Dark, Jonathan
Gil-Alaña, Luis A.
17
Moosa, Imad A.
15
Gupta, Rangan
12
Chang, Tsangyao
8
Tiwari, Aviral Kumar
7
Caporale, Guglielmo Maria
6
Burns, Kelly
5
Omay, Tolga
5
Ranjbar, Omid
5
Bahmani-Oskooee, Mohsen
4
Blazsek, Szabolcs
4
Kim, Jong-Min
4
Yoon, Gawon
4
Balcilar, Mehmet
3
Cai, Yifei
3
Cook, Steven
3
Emirmahmutoglu, Furkan
3
Harvey, David I.
3
Hatemi-J, Abdulnasser
3
Lee, Chien-chiang
3
Leybourne, Stephen James
3
Ma, Feng
3
Speight, Alan E. H.
3
Tian, Jing
3
Österholm, Pär
3
Albulescu, Claudiu Tiberiu
2
Allen, David E.
2
Balcombe, Kelvin G.
2
Barros, Carlos Pestana
2
Brooks, Robert
2
Brorsen, B. Wade
2
Caporin, Massimiliano
2
Carcel, Hector
2
Chatzikonstanti, Vasiliki
2
Cheema, Muhammad A.
2
Degiannakis, Stavros
2
Dungey, Mardi H.
2
Filis, George
2
Franses, Philip Hans
2
more ...
less ...
Published in...
All
Applied economics letters
Applied economics
Journal of empirical finance
Source
All
ECONIS (ZBW)
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Multivariate models with long memory dependence in conditional correlation and volatility
Dark, Jonathan
- In:
Journal of empirical finance
48
(
2018
),
pp. 162-180
Persistent link: https://www.econbiz.de/10012109291
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->