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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~person:"Feng, Yuanhua"
~person:"Leybourne, Stephen James"
~subject:"Stochastischer Prozess"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
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Time series analysis
Stochastischer Prozess
Theorie
122
Theory
122
Zeitreihenanalyse
63
Nichtparametrisches Verfahren
34
Nonparametric statistics
34
Einheitswurzeltest
28
Unit root test
28
Estimation theory
26
Schätztheorie
26
Estimation
18
Schätzung
18
Börsenkurs
13
Share price
13
Forecasting model
12
Prognoseverfahren
12
Regression analysis
12
Regressionsanalyse
12
ARCH model
11
ARCH-Modell
11
Volatility
11
Volatilität
11
Deutschland
10
Germany
10
Structural break
10
Strukturbruch
10
ARMA model
9
ARMA-Modell
9
Statistical error
9
Statistischer Fehler
9
Bubbles
7
Saisonkomponente
7
Seasonal component
7
Spekulationsblase
7
Statistical test
7
Statistischer Test
7
USA
7
United States
7
Decomposition method
6
Dekompositionsverfahren
6
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Free
25
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8
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Book / Working Paper
35
Article
30
Type of publication (narrower categories)
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Aufsatz im Buch
Arbeitspapier
Article in journal
Working Paper
35
Graue Literatur
34
Non-commercial literature
34
Aufsatz in Zeitschrift
27
Book section
3
Collection of articles of several authors
1
Forschungsbericht
1
Hochschulschrift
1
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1
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1
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1
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1
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English
64
German
1
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Feng, Yuanhua
Leybourne, Stephen James
Phillips, Peter C. B.
125
Franses, Philip Hans
118
Gil-Alaña, Luis A.
105
Koopman, Siem Jan
103
Caporale, Guglielmo Maria
75
McAleer, Michael
70
Lütkepohl, Helmut
64
Koop, Gary
61
Härdle, Wolfgang
57
Maravall Herrero, Agustín
53
Pesaran, M. Hashem
53
Teräsvirta, Timo
53
Lucas, André
52
Dijk, Herman K. van
49
Sibbertsen, Philipp
49
Hyndman, Rob J.
48
Taylor, Robert
47
Marcellino, Massimiliano
46
Swanson, Norman R.
45
Kunst, Robert M.
43
Hallin, Marc
42
Hassler, Uwe
42
Harvey, Andrew C.
41
Yu, Jun
41
Escudero, Laureano F.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Bauwens, Luc
38
Granger, C. W. J.
36
Linton, Oliver
36
Timmermann, Allan
36
Johansen, Søren
35
Lux, Thomas
35
Perron, Pierre
35
Hecq, Alain W. J.
33
Proietti, Tommaso
32
Dijk, Dick van
31
Ghysels, Eric
31
Haldrup, Niels
30
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Loughborough University / Department of Economics
1
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CoFE discussion papers
9
CIE working paper series
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Applied economics
3
Diskussionsbeiträge / 2
3
Oxford bulletin of economics and statistics
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
Department of Economics discussion paper / Department of Economics, The University of Birmingham
2
Econometric reviews
2
Journal of time series econometrics
2
The econometrics journal
2
Econometrics in theory and practice : Festschrift for Hans Schneeweiß ; with 33 tables
1
Economic research paper / Loughborough University, Department of Economics
1
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
1
Economics discussion paper series / Loughborough University, Department of Economics
1
Economics letters
1
IFO-Studien : Zeitschrift für empirische Wirtschaftsforschung
1
International journal of forecasting
1
Journal of econometrics
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Journal of the Royal Statistical Society
1
Neuere Verfahren der Saisonbereinigung
1
Risk measurement, econometrics and neural networks : selected articles of the 6th Econometric-Workshop in Karlsruhe, Germany
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Manchester School
1
Zeitreihenanalyse in der empirischen Wirtschaftsforschung : Festschrift für Winfried Stier zum 65. Geburtstag
1
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ECONIS (ZBW)
65
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1
FIEGARCH, modulus asymmetric FILog-GARCH and trend-stationary dual long memory time series
Feng, Yuanhua
;
Gries, Thomas
;
Letmathe, Sebastian
-
2023
Persistent link: https://www.econbiz.de/10014282334
Saved in:
2
Semiparametric GARCH models with long memory applied to value at risk and expected shortfall
Letmathe, Sebastian
;
Feng, Yuanhua
;
Uhde, André
-
2021
Persistent link: https://www.econbiz.de/10012508951
Saved in:
3
Growth trends and systematic patterns of booms and busts : testing 200 years of business cycle dynamics
Fritz, Marlon
;
Gries, Thomas
;
Feng, Yuanhua
-
2016
Persistent link: https://www.econbiz.de/10011520469
Saved in:
4
An iterative plug-in algorithm for realized kernels
Feng, Yuanhua
;
Chen Zhou
-
2015
Persistent link: https://www.econbiz.de/10010484911
Saved in:
5
A bootstrap stationarity test for predictive regression invalidity
Georgiev, Iliyan
;
Harvey, David I.
;
Leybourne, Stephen James
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
3
,
pp. 528-541
Persistent link: https://www.econbiz.de/10012178194
Saved in:
6
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
7
Testing for a unit root against ESTAR stationarity
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
1
,
pp. 1-29
Persistent link: https://www.econbiz.de/10011886659
Saved in:
8
Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
Feng, Yuanhua
;
Chen Zhou
-
2013
Persistent link: https://www.econbiz.de/10010194513
Saved in:
9
A multivariate random walk model with slowly changing drift and cross-correlation applied to finance
Feng, Yuanhua
;
Hand, D. J.
;
Yu, Keming
-
2012
Persistent link: https://www.econbiz.de/10009572920
Saved in:
10
Tests for an end-of-sample bubble in financial time series
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 651-666
Persistent link: https://www.econbiz.de/10011795312
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