//--> //--> //-->
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
subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~isPartOf:"Working paper"
~person:"Anderson, Warwick"
~person:"Forbes, Catherine Scipione"
~person:"Zhang, Bo"
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
| 7 applied filters
Year of publication
From:
To:
Subject
All
Capital income
Zeitreihenanalyse
Theorie
21
Theory
21
Bayes-Statistik
8
Bayesian inference
8
Monte Carlo simulation
8
Monte-Carlo-Simulation
8
Time series analysis
8
State space model
7
Stochastic process
7
Stochastischer Prozess
7
Zustandsraummodell
7
Markov chain
5
Markov-Kette
5
Volatility
5
Volatilität
5
Börsenkurs
4
Sampling
4
Share price
4
Stichprobenerhebung
4
Bayesian Markov chain Monte Carlo
3
Dynamic price and volatility jumps
3
Financial crisis
3
Financial market
3
Finanzkrise
3
Finanzmarkt
3
Global financial crisis
3
Induktive Statistik
3
Nonlinear state space model
3
Statistical inference
3
Stochastic volatility
3
Asymptotic normality
2
Clustering
2
Correlation
2
Dirichlet Process Mixture
2
Einheitswurzeltest
2
Ereignisstudie
2
Event study
2
Factor analysis
2
more ...
less ...
Online availability
All
Free
6
Type of publication
All
Book / Working Paper
10
Type of publication (narrower categories)
All
Arbeitspapier
10
Graue Literatur
10
Non-commercial literature
10
Working Paper
10
Forschungsbericht
1
Language
All
English
10
Author
All
Anderson, Warwick
Forbes, Catherine Scipione
Zhang, Bo
Hyndman, Rob J.
27
Athanasopoulos, George
15
Snyder, Ralph D.
13
Gao, Jiti
11
McAleer, Michael
10
Martin, Gael M.
9
Koehler, Anne B.
7
Ord, John Keith
7
Poskitt, Donald Stephen
7
Engsted, Tom
6
Escribano, Álvaro
4
Kapetanios, George
4
Maharaj, Elizabeth Ann
4
Panagiotelis, Anastasios
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Ben Taieb, Souhaib
3
Blazsek, Szabolcs
3
Frazier, David T.
3
Honoré, Peter
3
Inder, Brett A.
3
Kang, Yanfei
3
King, Maxwell L.
3
Kourentzes, Nikolaos
3
Lund, Jesper
3
Manera, Matteo
3
McCabe, Brendan Peter Martin
3
Mikkelsen, Hans Ole Æ.
3
Pan, Guangming
3
Psaradakis, Zacharias G.
3
Wickramasuriya, Shanika L.
3
Bailey, Natalia
2
Baillie, Richard
2
Beaumont, Adrian
2
Bollerslev, Tim
2
Caporin, Massimiliano
2
Carriero, Andrea
2
more ...
less ...
Institution
All
University of Canterbury / Dept. of Economics and Finance
1
Published in...
All
Working paper / Department of Econometrics and Business Statistics, Monash University
Working paper
CAMA working paper series
2
International journal of forecasting
2
CAMA Working Paper
1
CAMP working paper series
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of forecasting
1
The economic record : er
1
Zhang B, Chan JCC, Cross JL, June 2018, Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts paper
1
more ...
less ...
Source
All
ECONIS (ZBW)
10
Showing
1
-
10
of
10
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Eigen-analysis for high-dimensional time series clustering
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452611
Saved in:
2
Forecasting observables with particle filters : any filter will do!
Leung, Patrick
;
Forbes, Catherine Scipione
;
Martin, Gael M.
-
2019
Persistent link: https://www.econbiz.de/10012606152
Saved in:
3
A near unit root test for high-dimensional nonstationary time series
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
-
2019
Persistent link: https://www.econbiz.de/10012592727
Saved in:
4
CLT for largest eigenvalues and unit root tests for high-dimensional nonstationary time series
Zhang, Bo
;
Pan, Guangming
;
Gao, Jiti
-
2016
Persistent link: https://www.econbiz.de/10011781720
Saved in:
5
Event studies in thinly-traded markets : an improvement to the market model
Anderson, Warwick
-
2013
Persistent link: https://www.econbiz.de/10009701651
Saved in:
6
Dealing with trading thinness in event studies : an improved trade-to-trade model
Anderson, Warwick
-
2012
Persistent link: https://www.econbiz.de/10009681375
Saved in:
7
A structural time series model with Markov switching
Shami, Roland G.
;
Forbes, Catherine Scipione
-
2000
Persistent link: https://www.econbiz.de/10001586617
Saved in:
8
Bayesian exponential smoothing
Forbes, Catherine Scipione
;
Snyder, Ralph D.
;
Shami, …
-
2000
Persistent link: https://www.econbiz.de/10001506975
Saved in:
9
Bayesian arbitrage threshold analysis
Forbes, Catherine Scipione
-
1997
Persistent link: https://www.econbiz.de/10000978712
Saved in:
10
Bayesian approaches to segmenting a simple time series
Oliver, Jonathan J.
-
1997
Persistent link: https://www.econbiz.de/10000983144
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->