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subject:"Time series analysis"
~accessRights:"free"
~isPartOf:"CREATES research paper"
~subject:"Stochastischer Prozess"
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Time series analysis
Stochastischer Prozess
Theorie
211
Theory
211
Zeitreihenanalyse
70
Forecasting model
46
Prognoseverfahren
46
Volatility
39
Volatilität
39
Stochastic process
35
Estimation
32
Schätzung
32
USA
20
United States
20
Estimation theory
18
Schätztheorie
18
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17
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17
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16
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16
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15
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15
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14
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13
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13
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13
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13
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Statistical test
11
Statistischer Test
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10
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10
Factor analysis
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10
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Martingale
10
Nichtlineare Regression
9
Nonlinear regression
9
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101
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English
101
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Podolskij, Mark
15
Grassi, Stefano
6
Santucci de Magistris, Paolo
6
Barndorff-Nielsen, Ole E.
5
Johansen, Søren
5
Veraart, Almut E. D.
5
Christensen, Kim
4
Haldrup, Niels
4
Kruse, Robinson
4
Pakkanen, Mikko S.
4
Proietti, Tommaso
4
Bennedsen, Mikkel
3
Bredahl Kock, Anders
3
Ergemen, Yunus Emre
3
Kristensen, Dennis
3
Lunde, Asger
3
Nielsen, Morten Ørregaard
3
Nonejad, Nima
3
Rossi, Eduardo
3
Veliyev, Bezirgen
3
Andersen, Torben
2
Basse-O'Connor, Andreas
2
Bauwens, Luc
2
Benth, Fred Espen
2
Christensen, Bent Jesper
2
Delle Monache, Davide
2
Dias, Gustavo Fruet
2
Hansen, Peter Reinhard
2
Hillebrand, Eric
2
Lange, Theis
2
Nielsen, Bent
2
Noriega-Muro, Antonio E.
2
Teräsvirta, Timo
2
Ventosa-Santaulària, Daniel
2
Yang, Yukai
2
Yoshida, Nakahiro
2
Agosto, Arianna
1
Andreasen, Martin M.
1
Andreasen, Martin Møller
1
Baltazar-Larios, Fernando
1
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CREATES research paper
Discussion paper / Tinbergen Institute
163
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
NBER Working Paper
91
Risks : open access journal
85
Discussion papers of interdisciplinary research project 373
84
NBER working paper series
81
SFB 649 discussion paper
79
Working paper / Department of Econometrics and Business Statistics, Monash University
73
CESifo working papers
63
Working paper
57
Cowles Foundation discussion paper
52
Econometrics : open access journal
48
Journal of risk and financial management : JRFM
43
Econometric Institute research papers
40
Cambridge working papers in economics
38
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
38
CAMA working paper series
37
Mathematics Preprint Archive
35
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
34
Economics working paper
31
Working papers
31
CoFE discussion papers
29
Working paper series
28
Research paper series / Swiss Finance Institute
27
Discussion paper
26
Working paper / National Bureau of Economic Research, Inc.
26
Cowles Foundation Discussion Paper
25
ECARES working paper
25
Discussion paper / Center for Economic Research, Tilburg University
23
IHS economics series : working paper
22
CORE discussion papers : DP
21
Working papers / TSE : WP
21
Federal Reserve Bank of Cleveland working paper series
20
Economics discussion papers
19
Finance and economics discussion series
19
International journal of economics and financial issues : IJEFI
19
LSE STICERD Research Paper
19
CEIS Working Paper
18
CESifo Working Paper Series
18
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ECONIS (ZBW)
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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
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4
Roughness in spot variance? : a GMM approach for estimation of fractional log-normal stochastic volatility models using realized measures
Bolko, Anine E.
;
Christensen, Kim
;
Pakkanen, Mikko S.
; …
-
2020
Persistent link: https://www.econbiz.de/10012318238
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5
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
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6
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:
7
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:
8
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:
9
Edgeworth expansion for Euler approximation of continuous diffusion processes
Podolskij, Mark
;
Veliyev, Bezirgen
;
Yoshida, Nakahiro
-
2018
Persistent link: https://www.econbiz.de/10011946254
Saved in:
10
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
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