//--> //--> //--> //-->
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:"Zeitreihenanalyse"
~isPartOf:"Journal of empirical finance"
~subject:"ARCH-Modell"
~subject:"Regression analysis"
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:"AR(1) model"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
ARCH-Modell
Regression analysis
Autocorrelation
21
Autokorrelation
21
Estimation theory
9
Schätztheorie
9
Capital income
8
Kapitaleinkommen
8
Börsenkurs
7
Estimation
7
Schätzung
7
Share price
7
ARCH model
6
Theorie
6
Theory
6
Time series analysis
6
Volatility
4
Volatilität
4
Anlageverhalten
3
Behavioural finance
3
Duration analysis
3
Einheitswurzeltest
3
Forecasting model
3
Prognoseverfahren
3
Regressionsanalyse
3
Statistische Bestandsanalyse
3
Stochastic process
3
Stochastischer Prozess
3
Unit root test
3
Aktienindex
2
Dauer
2
Deutschland
2
Duration
2
Germany
2
Market microstructure
2
Marktmikrostruktur
2
Quantile autoregression
2
Risikomaß
2
Risk measure
2
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
14
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Language
All
English
14
Author
All
Rahbek, Anders
2
Agosto, Arianna
1
Amihud, Yakov
1
Antoniou, Antonios
1
Astill, Sam
1
Baur, Dirk G.
1
Bohn Nielsen, Heino
1
Cavaliere, Giuseppe
1
Chen, Carl R.
1
Dimpfl, Thomas
1
Harvey, David I.
1
Herrera, Rodrigo
1
Huang, Ying
1
Hurvich, Clifford M.
1
Jayetileke, Harshanie L.
1
Jung, Robert
1
Karanasos, Menelaos
1
Kim, Jinki
1
Kinnunen, Jyri
1
Koutmos, Gregory
1
Kristensen, Dennis
1
Leybourne, Stephen James
1
McKenzie, Michael D.
1
Pericli, Andreas Neophytou
1
Satchell, Stephen
1
Schipp, Bernhard
1
Stindl, Tom
1
Su, Yuli
1
Taylor, Robert
1
Wang, Yi
1
Wang, You-Gan
1
Wongwachara, Warapong
1
Wu, Zhengxiao
1
Zhu, Min
1
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of econometrics
51
Economics letters
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
Econometric reviews
24
Discussion paper / Tinbergen Institute
21
Econometric theory
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
International journal of forecasting
17
Applied economics letters
14
Journal of forecasting
14
CREATES research paper
13
The econometrics journal
13
Energy economics
12
Cowles Foundation discussion paper
10
Economic modelling
9
SSE EFI working paper series in economics and finance
8
Working paper
8
Applied economics
7
CESifo working papers
7
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
Cowles Foundation Discussion Paper
6
International review of financial analysis
6
Journal of applied econometrics
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Discussion papers / Helsinki Center of Economic Research : discussion paper
5
Discussion papers in economics
5
Discussion papers of interdisciplinary research project 373
5
Econometric Institute research papers
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
5
Journal of financial econometrics
5
Risks : open access journal
5
The European journal of finance
5
CBN journal of applied statistics
4
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
4
Cambridge working papers in economics
4
Computational economics
4
Discussion paper / Department of Economics, University of California San Diego
4
Discussion papers / Department of Economics, University of Copenhagen
4
more ...
less ...
Source
All
ECONIS (ZBW)
14
Showing
1
-
10
of
14
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
2
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
3
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
4
Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
Saved in:
5
Robust tests for a linear trend with an application to equity indices
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 168-185
Persistent link: https://www.econbiz.de/10011300487
Saved in:
6
Unit root vector autoregression with volatility induced stationarity
Bohn Nielsen, Heino
;
Rahbek, Anders
- In:
Journal of empirical finance
29
(
2014
),
pp. 144-167
Persistent link: https://www.econbiz.de/10011300499
Saved in:
7
Value at risk forecasts by extreme value models in a conditional duration framework
Herrera, Rodrigo
;
Schipp, Bernhard
- In:
Journal of empirical finance
23
(
2013
),
pp. 33-47
Persistent link: https://www.econbiz.de/10010221789
Saved in:
8
Nonlinearity and smoothing in venture capital performance data
McKenzie, Michael D.
;
Satchell, Stephen
;
Wongwachara, …
- In:
Journal of empirical finance
19
(
2012
)
5
,
pp. 782-795
Persistent link: https://www.econbiz.de/10009700590
Saved in:
9
On the intraday periodicity duration adjustment of high-frequency data
Wu, Zhengxiao
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 282-291
Persistent link: https://www.econbiz.de/10009615704
Saved in:
10
Stock return autocorrelations revisited : a quantile regression approach
Baur, Dirk G.
;
Dimpfl, Thomas
;
Jung, Robert
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 254-265
Persistent link: https://www.econbiz.de/10009615707
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->