//--> //--> //--> //-->
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"
~accessRights:"free"
~isPartOf:"CORE discussion paper : DP"
~isPartOf:"CREATES research paper"
~subject:"ARCH 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:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
ARCH model
Theorie
704
Theory
704
Zeitreihenanalyse
83
Forecasting model
48
Prognoseverfahren
48
Volatility
48
Volatilität
48
Estimation
40
Schätzung
40
Stochastic process
40
Stochastischer Prozess
40
Game theory
39
Spieltheorie
39
USA
33
United States
33
ARCH-Modell
26
Mathematical programming
26
Mathematische Optimierung
26
Estimation theory
25
Nash equilibrium
25
Nash-Gleichgewicht
25
Schätztheorie
25
Börsenkurs
24
Share price
24
Overlapping Generations
22
Overlapping generations
22
Allgemeines Gleichgewicht
20
General equilibrium
20
Optimal taxation
20
Optimale Besteuerung
20
Capital income
18
Kapitaleinkommen
18
Yield curve
18
Zinsstruktur
18
CAPM
17
Ganzzahlige Optimierung
16
Integer programming
16
Oligopol
16
more ...
less ...
Online availability
All
Free
Type of publication
All
Book / Working Paper
103
Type of publication (narrower categories)
All
Arbeitspapier
103
Graue Literatur
103
Non-commercial literature
103
Working Paper
103
Systematic review
1
Übersichtsarbeit
1
Language
All
English
103
Author
All
Bauwens, Luc
9
Rombouts, Jeroen V. K.
9
Laurent, Sébastien
6
Podolskij, Mark
6
Giot, Pierre
5
Grassi, Stefano
5
Hafner, Christian M.
5
Johansen, Søren
5
Santucci de Magistris, Paolo
5
Haldrup, Niels
4
Kruse, Robinson
4
Bredahl Kock, Anders
3
Dias, Gustavo Fruet
3
Ergemen, Yunus Emre
3
Hansen, Peter Reinhard
3
Heinen, Andréas
3
Nielsen, Morten Ørregaard
3
Nonejad, Nima
3
Proietti, Tommaso
3
Teräsvirta, Timo
3
Christensen, Bent Jesper
2
Christensen, Kim
2
Christoffersen, Peter F.
2
Delle Monache, Davide
2
Dijk, Herman K. van
2
Hillebrand, Eric
2
Horel, Guillaume
2
Kokoszka, Piotr
2
Kristensen, Dennis
2
Lange, Theis
2
Lunde, Asger
2
Nielsen, Bent
2
Noriega-Muro, Antonio E.
2
Papailias, Fotis
2
Rengifo, Erick W.
2
Rossi, Eduardo
2
Teyssière, Gilles
2
Ventosa-Santaulària, Daniel
2
Violante, Francesco
2
Yang, Yukai
2
more ...
less ...
Published in...
All
CORE discussion paper : DP
CREATES research paper
Discussion paper / Tinbergen Institute
139
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
105
NBER Working Paper
63
Working paper / Department of Econometrics and Business Statistics, Monash University
63
NBER working paper series
56
Discussion papers of interdisciplinary research project 373
53
SFB 649 discussion paper
51
Working paper
51
CESifo working papers
47
Econometrics : open access journal
43
Journal of risk and financial management : JRFM
40
Risks : open access journal
39
Cowles Foundation discussion paper
38
Econometric Institute research papers
36
Cambridge working papers in economics
33
Working papers
33
CAMA working paper series
32
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
32
Economics working paper
23
Discussion paper
22
ECARES working paper
22
IHS economics series : working paper
22
CORE discussion papers : DP
21
CoFE discussion papers
21
SSE EFI working paper series in economics and finance
20
CEIS Working Paper
19
International Journal of Energy Economics and Policy : IJEEP
19
International journal of economics and financial issues : IJEFI
19
Cowles Foundation Discussion Paper
18
CFS working paper series
17
Economics and finance working paper series
17
Working paper / National Bureau of Economic Research, Inc.
17
Working paper series / European Central Bank
17
IWQW discussion paper series
16
Cogent economics & finance
15
Economics discussion papers
15
NBER technical working paper series
15
Reihe Ökonomie
15
more ...
less ...
Source
All
ECONIS (ZBW)
103
Showing
1
-
10
of
103
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long and short memory in dynamic term structure models
Huseynov, Salman
-
2021
-
This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
Saved in:
2
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
3
Temperature anomalies, long memory, and aggregation
Vera-Valdés, J. Eduardo
-
2020
Persistent link: https://www.econbiz.de/10012433973
Saved in:
4
Assessing predictive accuracy in panel data models with long-range dependence
Borup, Daniel
;
Christensen, Bent Jesper
;
Ergemen, Yunus Emre
-
2019
Persistent link: https://www.econbiz.de/10011991275
Saved in:
5
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
-
2019
Persistent link: https://www.econbiz.de/10012316892
Saved in:
6
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
-
2019
Persistent link: https://www.econbiz.de/10012316908
Saved in:
7
State-space models on the Stiefel manifold with a new approach to nonlinear filtering
Yang, Yukai
;
Bauwens, Luc
-
2018
Persistent link: https://www.econbiz.de/10011946395
Saved in:
8
Time-varying parameters : new test tailored to applications in finance and macroeconomics
Davidson, Russell
;
Grønborg, Niels S.
-
2018
Persistent link: https://www.econbiz.de/10011913753
Saved in:
9
Models with multiplicative decomposition of conditional variances and correlations
Amado, Cristina
;
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2018
Persistent link: https://www.econbiz.de/10011864902
Saved in:
10
Testing for time-varying loadings in dynamic factor models
Mikkelsen, Jakob Guldbæk
-
2017
Persistent link: https://www.econbiz.de/10011706038
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->