//--> //--> //--> //-->
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 papers of interdisciplinary research project 373"
~isPartOf:"Econometric theory"
~isPartOf:"Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics"
~isPartOf:"International economic review"
~isPartOf:"Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas"
~person:"Kreiß, Jens-Peter"
~person:"Li, Qi"
~person:"Linton, Oliver"
~person:"Neumann, Michael H."
~person:"Peel, David"
~subject:"Anleihe"
~subject:"Cointegration"
~subject:"Effizienzmarkthypothese"
~subject:"Heteroskedastizität"
~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
| 22 applied filters
Year of publication
From:
To:
Subject
All
Anleihe
Cointegration
Effizienzmarkthypothese
Heteroskedastizität
Time series analysis
United States
World
Zeitreihenanalyse
40
Theorie
25
Theory
25
Estimation theory
14
Schätztheorie
14
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Bootstrap approach
8
Bootstrap-Verfahren
8
Estimation
5
Schätzung
5
Börsenkurs
4
Kaufkraftparität
4
Purchasing power parity
4
Share price
4
Statistical theory
4
Statistische Methodenlehre
4
Autocorrelation
3
Autokorrelation
3
Core
3
Forecasting model
3
Market microstructure
3
Marktmikrostruktur
3
Microstructure noise
3
Prognoseverfahren
3
Regression analysis
3
Regressionsanalyse
3
Volatility
3
Volatilität
3
Welt
3
Aktienmarkt
2
Capital income
2
Efficient market hypothesis
2
Factor analysis
2
Faktorenanalyse
2
Financial market
2
Finanzmarkt
2
more ...
less ...
Online availability
All
Free
19
Undetermined
4
Type of publication
All
Book / Working Paper
26
Article
14
Type of publication (narrower categories)
All
Graue Literatur
21
Non-commercial literature
21
Article in journal
17
Aufsatz in Zeitschrift
17
Arbeitspapier
16
Working Paper
16
Language
All
English
40
Author
All
Kreiß, Jens-Peter
Li, Qi
Linton, Oliver
Neumann, Michael H.
Peel, David
Phillips, Peter C. B.
100
Gil-Alaña, Luis A.
28
Harvey, Andrew C.
21
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
Lanne, Markku
9
Lieberman, Offer
9
Tschernig, Rolf
9
Xiao, Zhijie
9
Hong, Yongmiao
8
Wang, Qiying
8
Magdalinos, Tassos
7
Sun, Yixiao
7
Yu, Jun
7
Candelon, Bertrand
6
Caporale, Guglielmo Maria
6
Cavaliere, Giuseppe
6
Chambers, Marcus J.
6
Johansen, Søren
6
Kleinow, Torsten
6
Leybourne, Stephen James
6
Robinson, Peter M.
6
Spokojnyj, Vladimir G.
6
Tjostheim, Dag
6
Vogelsang, Timothy J.
6
Yang, Lijian
6
Busetti, Fabio
5
Chen, Song Xi
5
Choi, In
5
Giraitis, Liudas
5
Hafner, Christian M.
5
Harris, David
5
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Instituto Valenciano de Investigaciones Económicas
2
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 papers of interdisciplinary research project 373
Econometric theory
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
International economic review
Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
Journal of econometrics
17
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Economics letters
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Applied economics
5
Janeway Institute working paper series
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Working papers / Lancaster University Management School
3
Discussion paper series / LSE Financial Markets Group
2
Econometric reviews
2
Economica
2
Handbook of financial time series
2
Journal of international money and finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
Working paper series
2
Applied economics letters
1
CEA_372Cass working paper series
1
Discussion paper / Centre for Economic Policy Research
1
Discussion paper / LSE Financial Markets Group
1
Discussion papers in economics
1
Econometrics papers
1
Economics working paper series
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of applied econometrics
1
Journal of applied economics
1
Journal of the American Statistical Association : JASA
1
Macroeconomic dynamics
1
Statistik und ihre Anwendungen
1
The European journal of finance
1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
40
Showing
1
-
10
of
40
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
A ReMeDI for microstructure noise
Li, Z. Merrick
;
Linton, Oliver
- In:
Econometrica : journal of the Econometric Society, an …
90
(
2022
)
1
,
pp. 367-389
Persistent link: https://www.econbiz.de/10012821689
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
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->