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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics letters"
~isPartOf:"Applied economics"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Statistical test"
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Capital income
Zeitreihenanalyse
Statistical test
Theorie
5,026
Theory
5,026
Estimation
736
Schätzung
736
USA
566
United States
564
Time series analysis
516
Estimation theory
447
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447
Forecasting model
281
Prognoseverfahren
281
Börsenkurs
277
Share price
276
Volatility
271
Volatilität
271
CAPM
259
Kapitaleinkommen
226
Portfolio selection
221
Portfolio-Management
221
Nichtparametrisches Verfahren
176
Nonparametric statistics
176
Statistischer Test
169
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163
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163
Cointegration
151
Kointegration
151
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151
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148
Risk
147
Panel
142
Panel study
142
Welt
136
World
136
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132
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289
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838
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842
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842
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14
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9
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English
848
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Phillips, Peter C. B.
17
Gil-Alaña, Luis A.
12
Yu, Jun
9
Koop, Gary
8
Xiao, Zhijie
8
Linton, Oliver
7
Moosa, Imad A.
7
Swanson, Norman R.
7
Franses, Philip Hans
6
Hallin, Marc
6
Mariano, Roberto S.
6
Taylor, Robert
6
Teräsvirta, Timo
6
Whang, Yoon-jae
6
Chen, Xiaohong
5
Khalaf, Lynda
5
Leybourne, Stephen James
5
Lütkepohl, Helmut
5
McAleer, Michael
5
Newbold, Paul
5
Velasco, Carlos
5
Aït-Sahalia, Yacine
4
Bahmani-Oskooee, Mohsen
4
Bai, Jushan
4
Barigozzi, Matteo
4
Caporale, Guglielmo Maria
4
Chen, Rong
4
Cook, Steven
4
Diebold, Francis X.
4
Dufour, Jean-Marie
4
Fan, Yanqin
4
Ferson, Wayne E.
4
Ghysels, Eric
4
Gonzalo, Jesús
4
Hong, Yongmiao
4
Liao, Yuan
4
Ng, Serena
4
Perron, Benoit
4
Perron, Pierre
4
Pesaran, M. Hashem
4
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American Finance Association
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
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Applied economics letters
Applied economics
Journal of econometrics
The journal of finance : the journal of the American Finance Association
Economics letters
386
International journal of forecasting
366
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
317
Journal of forecasting
265
NBER working paper series
254
Working paper / National Bureau of Economic Research, Inc.
246
Econometric theory
235
NBER Working Paper
217
Discussion paper / Tinbergen Institute
207
Econometric reviews
207
Journal of banking & finance
156
Journal of empirical finance
150
Economic modelling
144
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
139
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
138
Finance research letters
137
Journal of financial economics
134
Working paper
124
Journal of applied econometrics
123
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
120
Journal of economic dynamics & control
120
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
118
Discussion paper / Centre for Economic Policy Research
106
International review of financial analysis
94
CREATES research paper
92
CESifo working papers
89
International review of economics & finance : IREF
88
Computational economics
87
Working paper / Department of Econometrics and Business Statistics, Monash University
87
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
86
The review of financial studies
85
The European journal of finance
82
Management science : journal of the Institute for Operations Research and the Management Sciences
81
European journal of operational research : EJOR
79
Cowles Foundation discussion paper
73
The econometrics journal
72
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ECONIS (ZBW)
848
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1
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
2
Is Bitcoin really a currency? : a viewpoint of a stochastic volatility model
Kunimoto, Noriyuki
;
Kakamu, Kazuhiko
- In:
Applied economics
54
(
2022
)
57
,
pp. 6536-6550
Persistent link: https://www.econbiz.de/10013494160
Saved in:
3
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
4
Momentum and reversal : information from prior returns
Kolari, James W.
;
Shin, Sang-Ook
- In:
Applied economics
56
(
2024
)
3
,
pp. 318-336
Persistent link: https://www.econbiz.de/10014439916
Saved in:
5
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
Saved in:
6
Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
Saved in:
7
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
8
Disclosing a random walk
Kremer, Ilan
;
Schreiber, Amnon
;
Skrzypacz, Andrzej
- In:
The journal of finance : the journal of the American …
79
(
2024
)
2
,
pp. 1123-1146
Persistent link: https://www.econbiz.de/10014535469
Saved in:
9
Unintended look-ahead bias in out-of-sample forecasting
Yae, James
- In:
Applied economics letters
31
(
2024
)
10
,
pp. 953-957
Persistent link: https://www.econbiz.de/10014557921
Saved in:
10
Finding hidden structure of sparse longitudinal data via functional eigenfunctions
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics letters
31
(
2024
)
12
,
pp. 1142-1149
Persistent link: https://www.econbiz.de/10014558735
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