//--> //--> //--> //-->
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:"Kreiß, Jens-Peter"
~person:"Li, Qi"
~person:"Linton, Oliver"
~subject:"Cointegration"
~subject:"Core"
~subject:"Effizienzmarkthypothese"
~subject:"Heteroskedastizität"
~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
| 21 applied filters
Year of publication
From:
To:
Subject
All
Cointegration
Core
Effizienzmarkthypothese
Heteroskedastizität
Schätzung
Time series analysis
United States
World
Zeitreihenanalyse
25
Theorie
18
Theory
18
Estimation theory
10
Schätztheorie
10
Nichtparametrisches Verfahren
8
Nonparametric statistics
8
Bootstrap approach
4
Bootstrap-Verfahren
4
Volatility
3
Volatilität
3
ARCH model
2
ARCH-Modell
2
Bias
2
Efficient market hypothesis
2
Estimation
2
Market microstructure
2
Marktmikrostruktur
2
Microstructure noise
2
Noise Trading
2
Noise trading
2
Statistical theory
2
Statistische Methodenlehre
2
Systematischer Fehler
2
Börsenkurs
1
Descriptive statistics
1
Deskriptive Statistik
1
Econometrics
1
Exchange rate
1
Exchange rates
1
Factor analysis
1
Factor model
1
Faktorenanalyse
1
Financial market
1
Finanzmarkt
1
more ...
less ...
Online availability
All
Free
9
Undetermined
5
Type of publication
All
Article
13
Book / Working Paper
12
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Graue Literatur
10
Non-commercial literature
10
Arbeitspapier
9
Working Paper
9
Language
All
English
25
Author
All
Kreiß, Jens-Peter
Li, Qi
Linton, Oliver
Phillips, Peter C. B.
107
Gil-Alaña, Luis A.
28
Lütkepohl, Helmut
21
Saikkonen, Pentti
21
Härdle, Wolfgang
19
Taylor, Robert
18
Breitung, Jörg
14
Chen, Xiaohong
11
Gao, Jiti
11
Lieberman, Offer
10
Cavaliere, Giuseppe
9
Hong, Yongmiao
9
Lanne, Markku
9
Leybourne, Stephen James
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
Peel, David
6
Proietti, Tommaso
6
Spanos, Aris
6
Spokojnyj, Vladimir G.
6
Tjostheim, Dag
6
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
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
17
Cambridge working papers in economics
9
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Janeway Institute working paper series
4
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Discussion paper series / LSE Financial Markets Group
2
Handbook of financial time series
2
CEA_372Cass working paper series
1
Discussion papers in economics
1
Econometrics papers
1
Economics letters
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Journal of applied economics
1
Journal of the American Statistical Association : JASA
1
Statistik und ihre Anwendungen
1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
1
The econometrics journal
1
Working paper series
1
more ...
less ...
Source
All
ECONIS (ZBW)
25
Showing
1
-
10
of
25
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
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:
3
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:
4
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:
5
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:
6
A consistent nonparametric test on semiparametric smooth coefficient models with integrated time series
Sun, Yiguo
;
Cai, Zongwu
;
Li, Qi
- In:
Econometric theory
32
(
2016
)
4
,
pp. 988-1022
Persistent link: https://www.econbiz.de/10011644226
Saved in:
7
Multivariate local polynomial kernel estimators : leading bias and asymptotic distribution
Gu, Jingping
;
Li, Qi
;
Yang, Jui-Chung
- In:
Econometric reviews
34
(
2015
)
6/10
,
pp. 979-1010
Persistent link: https://www.econbiz.de/10011483447
Saved in:
8
Volatility spillover effect : a semiparametric analysis of non-cointegrated process
Sun, Yiguo
;
Hsiao, Cheng
;
Li, Qi
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 127-145
Persistent link: https://www.econbiz.de/10011373301
Saved in:
9
Estimation of and inference about the expected shortfall for time series with infinite variance
Linton, Oliver
;
Xiao, Zhijie
- In:
Econometric theory
29
(
2013
)
4
,
pp. 771-807
Persistent link: https://www.econbiz.de/10010210161
Saved in:
10
A quantilogram approach to evaluating directional predictability
Linton, Oliver
;
Whang, Yoon-jae
-
2004
Persistent link: https://www.econbiz.de/10001961584
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->