//--> //--> //-->
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:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~isPartOf:"American economic journal : a journal of the American Economic Association"
~isPartOf:"Journal of econometrics"
~person:"Koopman, Siem Jan"
~subject:"Forecasting model"
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:"Estimation"
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
United States
Forecasting model
Estimation
2
Schätzung
2
Time-varying parameters
2
Zeitreihenanalyse
2
ARCH model
1
ARCH-Modell
1
Autocorrelation
1
Autokorrelation
1
Correlation
1
EU countries
1
EU-Staaten
1
European debt crisis
1
Financial crisis
1
Financial market
1
Finanzkrise
1
Finanzmarkt
1
GARCH models
1
Generalized autoregressive scores
1
Inflation
1
Korrelation
1
Kullback–Leibler divergence
1
Risikomaß
1
Risk measure
1
Räumliche Interaktion
1
S&P 500 stocks
1
Score-driven models
1
Spatial correlation
1
Spatial interaction
1
Spillover effect
1
Spillover-Effekt
1
Systemic risk
1
Systemrisiko
1
Theorie
1
Theory
1
US inflation
1
USA
1
more ...
less ...
Online availability
All
Undetermined
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
Koopman, Siem Jan
Todorov, Viktor
7
Bollerslev, Tim
5
Kim, Donggyu
5
Li, Jia
5
Tauchen, George Eugene
4
Andersen, Torben
3
Fan, Jianqing
3
Patton, Andrew J.
3
Phillips, Peter C. B.
3
Su, Liangjun
3
Taylor, Robert
3
Wang, Yazhen
3
Xiu, Dacheng
3
Aït-Sahalia, Yacine
2
Baltagi, Badi H.
2
Barigozzi, Matteo
2
Christensen, Kim
2
Deryugina, Tatyana
2
Ergemen, Yunus Emre
2
Francq, Christian
2
Fulop, Andras
2
Gouriéroux, Christian
2
Hallin, Marc
2
Hong, Yongmiao
2
Hounyo, Ulrich
2
Kao, Chihwa
2
Kong, Xin-Bing
2
La Vecchia, Davide
2
Levitt, Steven D.
2
Li, Junye
2
Li, Kunpeng
2
Li, Yingying
2
Linton, Oliver
2
Lippi, Marco
2
Medeiros, Marcelo C.
2
Quaedvlieg, Rogier
2
Shephard, Neil G.
2
Thyrsgaard, Martin
2
Turner, Lesley J.
2
more ...
less ...
Published in...
All
American economic journal : a journal of the American Economic Association
Journal of econometrics
International journal of forecasting
3
Economics letters
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Accelerating score-driven time series models
Blasques, F.
;
Gorgi, P.
;
Koopman, Siem Jan
- In:
Journal of econometrics
212
(
2019
)
2
,
pp. 359-376
Persistent link: https://www.econbiz.de/10012304023
Saved in:
2
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->