//--> //--> //--> //-->
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:"CAMA working paper series"
~isPartOf:"Computational economics"
~isPartOf:"Journal of financial econometrics"
~subject:"Stochastischer Prozess"
~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
| 6 applied filters
Year of publication
From:
To:
Subject
All
Stochastischer Prozess
Volatilität
Time series analysis
252
Zeitreihenanalyse
252
Theorie
130
Theory
130
Forecasting model
87
Prognoseverfahren
87
Estimation
75
Schätzung
75
Volatility
66
Estimation theory
60
Schätztheorie
60
State space model
55
Zustandsraummodell
55
Stochastic process
36
Bayes-Statistik
28
Bayesian inference
28
ARCH model
26
ARCH-Modell
26
VAR model
26
VAR-Modell
26
Capital income
24
Kapitaleinkommen
24
Monte Carlo simulation
22
Monte-Carlo-Simulation
22
Business cycle
20
Konjunktur
20
Börsenkurs
19
Share price
19
USA
17
United States
17
Markov chain
16
Markov-Kette
16
Cointegration
15
Kointegration
15
Correlation
14
Forecasting
14
Korrelation
14
Aktienmarkt
13
more ...
less ...
Online availability
All
Undetermined
50
Free
19
Type of publication
All
Article
56
Book / Working Paper
18
Type of publication (narrower categories)
All
Article in journal
56
Aufsatz in Zeitschrift
56
Graue Literatur
18
Non-commercial literature
18
Arbeitspapier
6
Working Paper
6
Language
All
English
74
Author
All
Chan, Joshua
9
Boubaker, Heni
3
Zhang, Bo
3
Bao Hoang Nguyen
2
Cavicchioli, Maddalena
2
Hou, Chenghan
2
Koop, Gary
2
Péguin-Feissolle, Anne
2
Strachan, Rodney W.
2
Aloy, Marcel
1
Antognini, Jonathan
1
Arce, Paola
1
Asai, Manabu
1
Azencott, Robert
1
Barrios, Erniel B.
1
Belkacem, Lotfi
1
Bennedsen, Mikkel
1
Bianchi, Michele Leonardo
1
Boutahar, Mohamed
1
Bu, Ruijun
1
Buccheri, Giuseppe
1
Calzolari, Giorgio
1
Caporin, Massimiliano
1
Catania, Leopoldo
1
Ceffer, Attila
1
Cenesizoglu, Tolga
1
Chan, Joshua C. C.
1
Chen, Qiang
1
Chen, Yi-Ting
1
Chen, Zhu-ming
1
Cheung, Yin-Wong
1
Chung, Sang-Kuck
1
Cipollini, Fabrizio
1
Corsi, Fulvio
1
Cross, Jamie
1
Cross, Jamie L.
1
Dias, Gustavo Fruet
1
Doucet, Arnaud
1
Dufrénot, Gilles
1
Dungey, Mardi H.
1
more ...
less ...
Published in...
All
CAMA working paper series
Computational economics
Journal of financial econometrics
Journal of econometrics
140
Discussion paper / Tinbergen Institute
93
Energy economics
75
International journal of forecasting
66
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
Economic modelling
64
Econometric reviews
50
Journal of empirical finance
49
Finance research letters
47
Economics letters
46
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
Journal of forecasting
37
Applied economics
36
CREATES research paper
34
Econometric theory
34
International review of financial analysis
32
The North American journal of economics and finance : a journal of financial economics studies
32
Working paper
32
International review of economics & finance : IREF
30
Quantitative finance
30
Journal of risk and financial management : JRFM
27
Journal of banking & finance
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Research in international business and finance
24
Working paper / Department of Econometrics and Business Statistics, Monash University
24
Applied economics letters
23
SFB 649 discussion paper
23
Econometrics : open access journal
20
Journal of economic dynamics & control
20
CESifo working papers
19
The econometrics journal
19
Journal of applied econometrics
17
Applied financial economics
16
Economics working paper
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
Cowles Foundation discussion paper
15
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
15
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
74
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
2
The anatomy of small open economy trends
Görtz, Christoph
;
Theodoridis, Konstantinos
; …
-
2022
Persistent link: https://www.econbiz.de/10012878884
Saved in:
3
New unit root tests in the nonlinear ESTAR framework : the movement and volatility characteristics of crude oil and copper prices
Li, Yanglin
- In:
Computational economics
63
(
2024
)
5
,
pp. 1757-1776
Persistent link: https://www.econbiz.de/10014549246
Saved in:
4
Volatility of volatility estimation : central limit theorems for the fourier transform estimator and empirical study of the daily time series stylized facts
Toscano, Giacomo
;
Livieri, Giulia
;
Mancino, Maria Elvira
; …
- In:
Journal of financial econometrics
22
(
2024
)
1
,
pp. 252-296
Persistent link: https://www.econbiz.de/10014526318
Saved in:
5
Dynamic covariance matrix estimation and portfolio analysis with high-frequency data
Jiang, Binyan
;
Liu, Cheng
;
Tang, Cheng Yong
- In:
Journal of financial econometrics
22
(
2024
)
2
,
pp. 461-491
Persistent link: https://www.econbiz.de/10014526333
Saved in:
6
Volatilityforecastingpackage : a financial volatility package in mathematica
Khodabaccus, Noorshanaaz
;
Saib, Aslam A. E. F.
- In:
Computational economics
63
(
2024
)
6
,
pp. 2307-2324
Persistent link: https://www.econbiz.de/10014636740
Saved in:
7
Pattern recognition in microtrading behaviors preceding stock price jumps : a study based on mutual information for multivariate time series
Kong, Ao
;
Azencott, Robert
;
Zhu, Hongliang
;
Li, Xindan
- In:
Computational economics
63
(
2024
)
4
,
pp. 1401-1429
Persistent link: https://www.econbiz.de/10014549027
Saved in:
8
Volatility estimation and forecasts based on price durations
Hong, Seok Young
;
Nolte, Ingmar
;
Taylor, Stephen
;
Zhao, …
- In:
Journal of financial econometrics
21
(
2023
)
1
,
pp. 106-144
Persistent link: https://www.econbiz.de/10013542852
Saved in:
9
Forecasting under long memory
Hassler, Uwe
;
Pohle, Marc-Oliver
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 742-778
Persistent link: https://www.econbiz.de/10014314818
Saved in:
10
An application of damped diffusion for modeling volatility dynamics
Hung, Mao-Wei
;
Ko, Yi-Chen
;
Wang, Jr-Yan
- In:
Journal of financial econometrics
21
(
2023
)
3
,
pp. 779-809
Persistent link: https://www.econbiz.de/10014314820
Saved in:
1
2
3
4
5
6
7
8
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->