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subject:"Großbritannien"
subject:"Time series analysis"
~isPartOf:"Econometric reviews"
~isPartOf:"International journal of forecasting"
~isPartOf:"Journal of econometrics"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Working paper series / University of Zurich, Department of Economics"
~person:"Cavaliere, Giuseppe"
~person:"Engle, Robert F."
~person:"Hodgson, Douglas J."
~person:"Koop, Gary"
~person:"Lucas, André"
~person:"McAleer, Michael"
~person:"Proietti, Tommaso"
~person:"Swanson, Norman R."
~subject:"ARCH-Modell"
~subject:"Börsenkurs"
~subject:"Unit root test"
~subject:"Welt"
~type_genre:"Article in journal"
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Großbritannien
Time series analysis
ARCH-Modell
Börsenkurs
Unit root test
Welt
Theorie
103
Theory
103
Zeitreihenanalyse
45
Forecasting model
26
Prognoseverfahren
26
Volatility
24
Volatilität
24
Estimation
17
Schätzung
17
Bayes-Statistik
14
Bayesian inference
14
Estimation theory
14
Schätztheorie
14
Stochastic process
14
Stochastischer Prozess
14
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United States
11
Bootstrap approach
10
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10
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Kointegration
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8
Statistischer Test
8
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8
VAR-Modell
8
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7
Einheitswurzeltest
7
Financial market
7
Finanzmarkt
7
Monte Carlo simulation
7
Monte-Carlo-Simulation
7
Capital income
6
Kapitaleinkommen
6
Statistical distribution
6
Statistische Verteilung
6
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20
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1
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Article
54
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1
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Article in journal
Aufsatz in Zeitschrift
55
Arbeitspapier
7
Graue Literatur
7
Non-commercial literature
7
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7
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1
Collection of articles of several authors
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English
55
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Cavaliere, Giuseppe
Engle, Robert F.
Hodgson, Douglas J.
Koop, Gary
Lucas, André
McAleer, Michael
Proietti, Tommaso
Swanson, Norman R.
Phillips, Peter C. B.
24
Taylor, Robert
15
Franses, Philip Hans
12
Hyndman, Rob J.
11
Makridakis, Spyros G.
11
Hendry, David F.
9
Pesaran, M. Hashem
9
Xiao, Zhijie
9
Assimakopoulos, V.
8
Chang, Yoosoon
8
Herwartz, Helmut
8
Spiliotis, Evangelos
8
Yu, Jun
8
Breitung, Jörg
7
Chan, Joshua
7
Hinich, Melvin J.
7
Kapetanios, George
7
Kilian, Lutz
7
Koopman, Siem Jan
7
Marcellino, Massimiliano
7
Park, Joon Y.
7
Perron, Pierre
7
Peña, Daniel
7
Rombouts, Jeroen V. K.
7
Teräsvirta, Timo
7
Bauwens, Luc
6
Dijk, Dick van
6
Granger, C. W. J.
6
Leybourne, Stephen James
6
Maasoumi, Esfandiar
6
Mariano, Roberto S.
6
Shin, Yongcheol
6
Spanos, Aris
6
Westerlund, Joakim
6
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Econometric reviews
International journal of forecasting
Journal of econometrics
Macroeconomic dynamics
Working paper series / University of Zurich, Department of Economics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
15
Journal of applied econometrics
9
Econometric theory
7
Journal of economic surveys
6
The econometrics journal
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Economics letters
4
Journal of financial econometrics : official journal of the Society for Financial Econometrics
4
Journal of forecasting
4
Econometrics : open access journal
3
Journal of empirical finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
Applied financial economics
2
Oxford bulletin of economics and statistics
2
The journal of finance : the journal of the American Finance Association
2
The review of economics and statistics
2
Advances in futures and options research : a research annual
1
Economies : open access journal
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
European economic review : EER
1
Finance research letters
1
International review of economics & finance : IREF
1
Jingji-lunwen
1
Journal of applied economics
1
Journal of banking & finance
1
Journal of international money and finance
1
Journal of monetary economics
1
Practical issues in cointegration analysis
1
Quantitative finance and economics
1
Statistical methods & applications : SMA ; journal of the Italian Statistical Society
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics of economic policy
1
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ECONIS (ZBW)
55
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1
Using stochastic hierarchical aggregation constraints to nowcast regional economic aggregates
Koop, Gary
;
McIntyre, Stuart
;
Mitchell, James
;
Poon, Aubrey
- In:
International journal of forecasting
40
(
2024
)
2
,
pp. 626-640
Persistent link: https://www.econbiz.de/10014547190
Saved in:
2
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
3
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
4
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
Saved in:
5
Bootstrap inference for Hawkes and general point processes
Cavaliere, Giuseppe
;
Lu, Ye
;
Rahbek, Anders
; …
- In:
Journal of econometrics
235
(
2023
)
1
,
pp. 133-165
Persistent link: https://www.econbiz.de/10014434387
Saved in:
6
Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers
Asai, Manabu
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 285-304
Persistent link: https://www.econbiz.de/10013441658
Saved in:
7
Predictability, real time estimation, and the formulation of unobserved components models
Proietti, Tommaso
- In:
Econometric reviews
40
(
2021
)
5
,
pp. 433-454
Persistent link: https://www.econbiz.de/10012515613
Saved in:
8
Observation-driven models for realized variances and overnight returns applied to value-at-risk and expected shortfall forecasting
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
Saved in:
9
Forecasting volatility with time-varying leverage and volatility of volatility effects
Catania, Leopoldo
;
Proietti, Tommaso
- In:
International journal of forecasting
36
(
2020
)
4
,
pp. 1301-1317
Persistent link: https://www.econbiz.de/10012546666
Saved in:
10
Annals issue: econometric models of climate change
Hillebrand, Eric
(
ed.
);
Pretis, Felix
(
ed.
); …
-
2020
Persistent link: https://www.econbiz.de/10012439936
Saved in:
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