//--> //--> //--> //-->
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
~isPartOf:"Applied financial economics"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Econometric theory"
~isPartOf:"International economic review"
~isPartOf:"Journal of applied economics"
~isPartOf:"Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas"
~person:"Busetti, Fabio"
~person:"Giraitis, Liudas"
~person:"Li, Qi"
~person:"Linton, Oliver"
~person:"Peel, David"
~subject:"Schätztheorie"
~subject:"Time series analysis"
~subject:"United States"
~subject:"World"
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:"Time series analysis"
Narrow search
Delete all filters
| 20 applied filters
Year of publication
From:
To:
Subject
All
Schätztheorie
Time series analysis
United States
World
Zeitreihenanalyse
50
Theorie
28
Theory
28
Estimation theory
19
Nichtparametrisches Verfahren
14
Nonparametric statistics
14
Estimation
6
Schätzung
6
Heteroscedasticity
5
Heteroskedastizität
5
Statistical test
5
Statistischer Test
5
ARCH model
4
ARCH-Modell
4
Börsenkurs
4
Core
4
Forecasting model
4
Kaufkraftparität
4
Prognoseverfahren
4
Purchasing power parity
4
Share price
4
Autocorrelation
3
Autokorrelation
3
Capital income
3
Efficient market hypothesis
3
Effizienzmarkthypothese
3
Kapitaleinkommen
3
Regression analysis
3
Regressionsanalyse
3
Stochastic process
3
Stochastischer Prozess
3
Volatility
3
Volatilität
3
Welt
3
Aktienmarkt
2
Bootstrap approach
2
Bootstrap-Verfahren
2
more ...
less ...
Online availability
All
Free
21
Undetermined
4
Type of publication
All
Book / Working Paper
32
Article
18
Type of publication (narrower categories)
All
Graue Literatur
24
Non-commercial literature
24
Article in journal
21
Aufsatz in Zeitschrift
21
Arbeitspapier
19
Working Paper
19
Language
All
English
50
Author
All
Busetti, Fabio
Giraitis, Liudas
Li, Qi
Linton, Oliver
Peel, David
Phillips, Peter C. B.
100
Gil-Alaña, Luis A.
30
Harvey, Andrew C.
26
Robinson, Peter M.
26
Lütkepohl, Helmut
21
Saikkonen, Pentti
21
Härdle, Wolfgang
19
Breitung, Jörg
14
Pesaran, M. Hashem
12
Chen, Xiaohong
11
Taylor, Robert
11
Gao, Jiti
10
Hidalgo, Javier
10
Xiao, Zhijie
10
Lanne, Markku
9
Lieberman, Offer
9
Tschernig, Rolf
9
Hong, Yongmiao
8
Wang, Qiying
8
Caporale, Guglielmo Maria
7
Magdalinos, Tassos
7
Sun, Yixiao
7
Yu, Jun
7
Candelon, Bertrand
6
Cavaliere, Giuseppe
6
Chambers, Marcus J.
6
Johansen, Søren
6
Kleinow, Torsten
6
Leybourne, Stephen James
6
Spokojnyj, Vladimir G.
6
Tjostheim, Dag
6
Vogelsang, Timothy J.
6
Yang, Lijian
6
Chen, Song Xi
5
Choi, In
5
Hafner, Christian M.
5
more ...
less ...
Institution
All
Instituto Valenciano de Investigaciones Económicas
2
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
2
Suntory and Toyota International Centres for Economics and Related Disciplines
1
University of Cambridge / Department of Applied Economics
1
Published in...
All
Applied financial economics
Cambridge working papers in economics
Cambridge-INET working papers
Cowles Foundation discussion paper
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
Discussion papers of interdisciplinary research project 373
Econometric theory
International economic review
Journal of applied economics
Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
Journal of econometrics
21
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Economics letters
7
LSE STICERD Research Paper
6
Working paper
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Applied economics
5
Bank of Italy Temi di Discussione (Working Paper)
4
Janeway Institute working paper series
4
Temi di discussione / Banca d'Italia
3
Temi di discussione del Servizio Studi / Banca d'Italia
3
Working papers / Lancaster University Management School
3
Cowles Foundation Discussion Paper
2
Discussion paper / Centre for Economic Policy Research
2
Discussion paper series / LSE Financial Markets Group
2
Econometric reviews
2
Econometrics papers
2
Economica
2
Handbook of financial time series
2
Journal of applied econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of forecasting
2
Journal of international money and finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Suntory and Toyota International Centres for Economics and Related Disciplines
2
Working papers / Bank of England
2
Applied economics letters
1
Bank of England Working Paper
1
Bank of Italy Economic Research Paper
1
CAMA Working Paper
1
CAMA working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
50
Showing
1
-
10
of
50
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
Saved in:
2
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
3
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
4
Estimating time-varying networks for high-dimensional time series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
5
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
Saved in:
6
On time trend of COVID-19 : a panel data study
Dong, Chaohua
;
Gao, Jiti
;
Linton, Oliver
;
Peng, Bin
-
2020
Persistent link: https://www.econbiz.de/10013205300
Saved in:
7
Robust tests for white noise and cross-correlation
Dalla, Violetta
;
Giraitis, Liudas
;
Phillips, Peter C. B.
-
2019
Persistent link: https://www.econbiz.de/10012062428
Saved in:
8
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver
;
Xiao, Zhijie
-
2019
Persistent link: https://www.econbiz.de/10012692312
Saved in:
9
Nonparametric recovery of the yield curve evolution from cross-section and time series information
Koo, Bonsoo
;
La Vecchia, Davide
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012697699
Saved in:
10
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->