//--> //--> //--> //-->
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-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 reviews"
~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:"Chen, Xiaohong"
~person:"Härdle, Wolfgang"
~person:"Kreiß, Jens-Peter"
~person:"Leybourne, Stephen James"
~person:"Li, Qi"
~person:"Linton, Oliver"
~person:"Peel, David"
~subject:"Cointegration"
~subject:"Core"
~subject:"Effizienzmarkthypothese"
~subject:"Heteroskedastizität"
~subject:"Kaufkraftparität"
~subject:"Nonlinear regression"
~subject:"Schätzung"
~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
| 27 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
Core
Effizienzmarkthypothese
Heteroskedastizität
Kaufkraftparität
Nonlinear regression
Schätzung
Time series analysis
United States
World
Zeitreihenanalyse
68
Theorie
42
Theory
42
Estimation theory
24
Schätztheorie
24
Nichtparametrisches Verfahren
17
Nonparametric statistics
17
Volatility
15
Volatilität
15
Estimation
12
Börsenkurs
9
Share price
9
Bootstrap approach
8
Bootstrap-Verfahren
8
Nichtlineare Regression
8
Statistical test
8
Statistischer Test
8
Einheitswurzeltest
7
Unit root test
7
ARCH model
6
ARCH-Modell
6
Stochastic process
6
Stochastischer Prozess
6
Multivariate Verteilung
5
Multivariate distribution
5
Deutschland
4
Germany
4
Purchasing power parity
4
Statistical theory
4
Statistische Methodenlehre
4
USA
4
Exchange rate
3
Financial market
3
Finanzmarkt
3
more ...
less ...
Online availability
All
Free
26
Undetermined
8
Type of publication
All
Book / Working Paper
41
Article
27
Type of publication (narrower categories)
All
Arbeitspapier
38
Graue Literatur
38
Non-commercial literature
38
Working Paper
38
Article in journal
28
Aufsatz in Zeitschrift
28
Language
All
English
68
Author
All
Chen, Xiaohong
Härdle, Wolfgang
Kreiß, Jens-Peter
Leybourne, Stephen James
Li, Qi
Linton, Oliver
Peel, David
Phillips, Peter C. B.
107
Gil-Alaña, Luis A.
28
Lütkepohl, Helmut
21
Saikkonen, Pentti
21
Taylor, Robert
18
Breitung, Jörg
14
Gao, Jiti
11
Lieberman, Offer
10
Cavaliere, Giuseppe
9
Hong, Yongmiao
9
Lanne, Markku
9
Teräsvirta, Timo
9
Tschernig, Rolf
9
Wang, Qiying
9
Johansen, Søren
8
Magdalinos, Tassos
8
Xiao, Zhijie
8
Yu, Jun
8
Dagum, Estela Bee
7
McElroy, Tucker
7
Perron, Pierre
7
Politis, Dimitris N.
7
Robinson, Peter M.
7
Sun, Yixiao
7
Bierens, Herman J.
6
Candelon, Bertrand
6
Caporale, Guglielmo Maria
6
Chambers, Marcus J.
6
Kleinow, Torsten
6
Maasoumi, Esfandiar
6
Proietti, Tommaso
6
Spanos, Aris
6
Spokojnyj, Vladimir G.
6
Tjostheim, Dag
6
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Instituto Valenciano de Investigaciones Económicas
2
Published in...
All
Applied financial 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 reviews
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
38
SFB 649 discussion paper
24
CEMMAP working papers / Centre for Microdata Methods and Practice
15
Economics letters
11
Applied economics
9
Cambridge working papers in economics
9
Universitext
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Oxford bulletin of economics and statistics
5
The econometrics journal
5
Cowles Foundation Discussion Paper
4
Janeway Institute working paper series
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
An Elgar reference collection
3
Applied quantitative finance
3
CORE discussion paper : DP
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Discussion paper series / LSE Financial Markets Group
3
Journal of international money and finance
3
Working papers / Lancaster University Management School
3
Economic research paper / Loughborough University, Department of Economics
2
Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
2
Economica
2
Handbook of financial time series
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of applied econometrics
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of the American Statistical Association : JASA
2
Journal of time series econometrics
2
SpringerLink / Bücher
2
more ...
less ...
Source
All
ECONIS (ZBW)
68
Showing
1
-
10
of
68
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Copula-based time series with filtered nonstationarity
Chen, Xiaohong
;
Xiao, Zhijie
;
Wang, Bo
-
2020
-
Final version: October 2020
Persistent link: https://www.econbiz.de/10012320594
Saved in:
3
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:
4
Efficient estimation of multivariate semi-nonparametric GARCH filtered copula models
Chen, Xiaohong
;
Huang, Zhuo
;
Yi, Yanping
-
2019
-
Revised October 2019
Persistent link: https://www.econbiz.de/10012153489
Saved in:
5
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:
6
Quantilograms under strong dependence
Lee, Ji Hyung
;
Linton, Oliver
;
Whang, Yoon-jae
- In:
Econometric theory
36
(
2020
)
3
,
pp. 457-487
Persistent link: https://www.econbiz.de/10012240727
Saved in:
7
Sieve semiparametric two-step GMM under weak dependence
Chen, Xiaohong
;
Liao, Zhipeng
-
2015
Persistent link: https://www.econbiz.de/10011312300
Saved in:
8
Testing explosive bubbles with time-varying volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Zu, Yang
- In:
Econometric reviews
38
(
2019
)
10
,
pp. 1131-1151
Persistent link: https://www.econbiz.de/10012181398
Saved in:
9
Testing the order of fractional integration of a time series in the possible presence of a trend break at an unknown point
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Econometric theory
35
(
2019
)
6
,
pp. 1201-1233
Persistent link: https://www.econbiz.de/10012149284
Saved in:
10
Detecting financial data dependence structure by averaging mixture copulas
Liu, Guannan
;
Long, Wei
;
Zhang, Xinyu
;
Li, Qi
- In:
Econometric theory
35
(
2019
)
4
,
pp. 777-815
Persistent link: https://www.econbiz.de/10012386828
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->