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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~person:"Leybourne, Stephen James"
~person:"McAleer, Michael"
~person:"Teräsvirta, Timo"
~subject:"Finanzmarkt"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Search: subject_exact:"Theory"
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Time series analysis
Finanzmarkt
Zeitreihenanalyse
Theorie
179
Theory
179
Estimation theory
33
Schätztheorie
33
Volatility
29
Volatilität
29
Einheitswurzeltest
27
Unit root test
27
ARCH model
26
ARCH-Modell
26
Estimation
21
Schätzung
21
Stochastic process
18
Stochastischer Prozess
18
Forecasting model
17
Prognoseverfahren
17
Autocorrelation
13
Autokorrelation
13
Börsenkurs
13
Share price
13
Statistical test
12
Statistischer Test
12
Nichtlineare Regression
11
Nonlinear regression
11
Cointegration
9
Correlation
9
Econometrics
9
Financial market
9
Kointegration
9
Korrelation
9
Structural break
9
Strukturbruch
9
Ökonometrie
9
Bubbles
8
Regression analysis
8
Regressionsanalyse
8
Spekulationsblase
8
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Undetermined
17
Free
1
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Article
68
Book / Working Paper
2
Type of publication (narrower categories)
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Aufsatz im Buch
Article in journal
Arbeitspapier
68
Working Paper
68
Graue Literatur
64
Non-commercial literature
64
Aufsatz in Zeitschrift
63
Book section
7
Collection of articles of several authors
5
Sammelwerk
5
Konferenzschrift
3
Bibliografie enthalten
1
Bibliography included
1
Conference proceedings
1
Festschrift
1
Mehrbändiges Werk
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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1
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Language
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English
69
Spanish
1
Author
All
Leybourne, Stephen James
McAleer, Michael
Teräsvirta, Timo
Phillips, Peter C. B.
59
Franses, Philip Hans
54
Gil-Alaña, Luis A.
42
Perron, Pierre
30
Taylor, Robert
28
Lütkepohl, Helmut
27
Koopman, Siem Jan
26
Koop, Gary
25
Granger, C. W. J.
24
Harvey, Andrew C.
24
Caporale, Guglielmo Maria
23
Ghysels, Eric
23
Mills, Terence C.
23
Hecq, Alain W. J.
22
Hassler, Uwe
21
Hong, Yongmiao
21
Hendry, David F.
20
Newbold, Paul
20
Gupta, Rangan
19
Swanson, Norman R.
19
Engle, Robert F.
18
Petropoulos, Fotios
18
Hyndman, Rob J.
17
Pesaran, M. Hashem
17
Herwartz, Helmut
16
Peña, Daniel
16
Proietti, Tommaso
16
Saikkonen, Pentti
16
Stock, James H.
16
Assimakopoulos, V.
15
Chan, Joshua
15
Haldrup, Niels
15
Härdle, Wolfgang
15
Johansen, Søren
15
Lucas, André
15
Lux, Thomas
15
Makridakis, Spyros G.
15
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Published in...
All
Journal of econometrics
9
Econometric reviews
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Journal of economic surveys
5
Applied economics
3
Economics letters
3
Energy economics
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The econometrics journal
3
Contributions to financial econometrics : theoretical and practical issues
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Journal of time series econometrics
2
Oxford bulletin of economics and statistics
2
Business cycles, indicators, and forecasting
1
Econometrics : open access journal
1
Handbook of econometrics ; Vol. 4
1
Información comercial española / Cuadernos económicos
1
Journal of applied econometrics
1
Journal of economic literature
1
Journal of empirical finance
1
Journal of risk and financial management : JRFM
1
Journal of the Royal Statistical Society
1
L'hétérogénéité en économétrie : numéro spécial
1
Nonlinear dynamics and economics : proceedings of the Tenth Internat. Symposium in Economic Theory and Econometrics
1
Papers in efficiency, effectiveness and international competitiveness
1
Practical issues in cointegration analysis
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The Manchester School
1
The Oxford handbook of economic forecasting
1
The review of economic studies
1
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All
ECONIS (ZBW)
70
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1
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10
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70
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1
Long monthly European temperature series and the North Atlantic Oscillation
He, Changli
;
Kang, Jian
;
Silvennoinen, Annastiina
; …
- In:
Energy economics
126
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014481089
Saved in:
2
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:
3
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
- In:
Energy economics
97
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012821325
Saved in:
4
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:
5
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:
6
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:
7
The Journal of Risk and Financial Management in open access
McAleer, Michael
- In:
Journal of risk and financial management : JRFM
6
(
2013
)
1
,
pp. 1-3
Persistent link: https://www.econbiz.de/10011553413
Saved in:
8
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
9
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
Saved in:
10
The correct regularity condition and interpretation of asymmetry in EGARCH
Chang, Chia-Lin
;
McAleer, Michael
- In:
Economics letters
161
(
2017
),
pp. 52-55
Persistent link: https://www.econbiz.de/10011903867
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