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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~isPartOf:"Handbook of financial time series"
~source:"econis"
~subject:"Institutional economics"
~subject:"Risk"
~type:"article"
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Time series analysis
Institutional economics
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19
Theory
19
Zeitreihenanalyse
9
Stochastic process
5
Stochastischer Prozess
5
Volatility
5
Volatilität
5
ARCH model
4
ARCH-Modell
4
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Aufsatz im Buch
Book section
9
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English
9
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Hurvich, Clifford M.
2
Lindner, Alexander M.
2
Andreou, Elena
1
Chen, Willa W.
1
Ghysels, Eric
1
Johannes, Michael
1
Lange, Theis
1
Paparoditis, Efstathios
1
Politis, Dimitris N.
1
Polson, Nicholas G.
1
Rahbek, Anders
1
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Handbook of financial time series
The SAGE handbook of organizational institutionalism
29
Institutional analysis and economic policy
14
New institutional economics : a guidebook
11
Long memory in economics : with 50 tables
10
Analyse saisonaler Zeitreihen
9
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
9
Bioenvironmental and public health statistics
8
Lectures de John R. Commons
8
Proceedings of the 1995 Econometrics Conference at Monash : Melbourne, Victoria, 13 - 14 July 1995
7
Umweltrisikopolitik
7
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
6
Economic and environmental risk and uncertainty : new models and methods ; [a selection of papers presented at the FUR VII conference held in Oslo from June 30 to July 3, 1994]
6
Economy and society : money, capitalism and transition
6
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
6
Handbook of risk theory ; Vol. 1
6
Institutionalist theory and application
6
Risk management decisions and value under uncertainty
6
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
6
Sustainability : dynamics and uncertainty
6
Valuation, financial modeling, and quantitative tools
6
A research agenda for new institutional economics
5
Applied quantitative finance
5
Bootstrap inference in time series econometrics
5
Classification and clustering in business cycle analysis
5
Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
5
Essays in honor of M. Hashem Pesaran : prediction and macro modeling
5
Evaluation & development : the institutional dimension ; published for the World Bank
5
Handbook of econometrics ; Vol. 2
5
Handbook of the economics of risk and uncertainty ; Volume 1
5
Innovation, evolution and economic change : new ideas in the tradition of Galbraith
5
Institutional economics : perspectives and methods in pursuit of a better world
5
Institutional law and economics
5
Institutions and market economies : the political economy of growth and development
5
Institutions and political choice : on the limits of rationality
5
Institutions, property rights, and economic growth : the legacy of Douglass North
5
Markets, information, and uncertainty : essays in economic theory in honor of Kenneth J. Arrow
5
Monetary policy under uncertainty : workshop held at the Reserve Bank of New Zealand, 29 - 30 June 1998
5
Nonlinear econometric modeling in time series : proceedings of the Eleventh International Symposium in Economic Theory
5
Progress in financial markets research
5
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ECONIS (ZBW)
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1
An introduction to univariate GARCH models
Teräsvirta, Tim
- In:
Handbook of financial time series
,
(pp. 17-42)
.
2009
Persistent link: https://www.econbiz.de/10003833776
Saved in:
2
Stationary, mixing, distributional properties and moments of GARCH (p,q)-processes
Lindner, Alexander M.
- In:
Handbook of financial time series
,
(pp. 43-69)
.
2009
Persistent link: https://www.econbiz.de/10003833778
Saved in:
3
Stochastic volatility models with long memory
Hurvich, Clifford M.
;
Soulier, Philippe
- In:
Handbook of financial time series
,
(pp. 345-354)
.
2009
Persistent link: https://www.econbiz.de/10003833970
Saved in:
4
Continuous time approximations to GARCH and stochastic volatility models
Lindner, Alexander M.
- In:
Handbook of financial time series
,
(pp. 481-496)
.
2009
Persistent link: https://www.econbiz.de/10003834175
Saved in:
5
Fractional cointegration
Chen, Willa W.
;
Hurvich, Clifford M.
- In:
Handbook of financial time series
,
(pp. 709-726)
.
2009
Persistent link: https://www.econbiz.de/10003834216
Saved in:
6
Structural breaks in financial time series
Andreou, Elena
;
Ghysels, Eric
- In:
Handbook of financial time series
,
(pp. 839-870)
.
2009
Persistent link: https://www.econbiz.de/10003834237
Saved in:
7
An introduction to regime switching time series models
Lange, Theis
;
Rahbek, Anders
- In:
Handbook of financial time series
,
(pp. 871-887)
.
2009
Persistent link: https://www.econbiz.de/10003834264
Saved in:
8
Resampling and subsampling for financial time series
Paparoditis, Efstathios
;
Politis, Dimitris N.
- In:
Handbook of financial time series
,
(pp. 983-999)
.
2009
Persistent link: https://www.econbiz.de/10003834282
Saved in:
9
Particle filtering
Johannes, Michael
;
Polson, Nicholas G.
- In:
Handbook of financial time series
,
(pp. 1015-1029)
.
2009
Persistent link: https://www.econbiz.de/10003834288
Saved in:
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