//--> //--> //--> //-->
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 theory"
~isPartOf:"Economics letters"
~isPartOf:"Handbook of financial time series"
~isPartOf:"International economic review"
~isPartOf:"Janeway Institute working paper series"
~isPartOf:"Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas"
~person:"Chen, Song Xi"
~person:"Linton, Oliver"
~person:"Peel, David"
~person:"Sun, Yixiao"
~subject:"Autokorrelation"
~subject:"Cointegration"
~subject:"Heteroskedastizität"
~subject:"Market microstructure"
~subject:"Time series analysis"
~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
Autokorrelation
Cointegration
Heteroskedastizität
Market microstructure
Time series analysis
World
Zeitreihenanalyse
41
Theorie
27
Theory
27
Estimation theory
13
Nichtparametrisches Verfahren
13
Nonparametric statistics
13
Schätztheorie
13
Kaufkraftparität
6
Purchasing power parity
6
Regression analysis
6
Regressionsanalyse
6
Estimation
5
Schätzung
5
Statistical test
5
Statistischer Test
5
Autocorrelation
4
Bootstrap approach
3
Bootstrap-Verfahren
3
Börsenkurs
3
Causality analysis
3
Core
3
Kausalanalyse
3
Share price
3
Statistical theory
3
Statistische Methodenlehre
3
Volatility
3
Volatilität
3
Welt
3
Efficient market hypothesis
2
Effizienzmarkthypothese
2
Factor analysis
2
Faktorenanalyse
2
Forecasting model
2
Großbritannien
2
Kointegration
2
more ...
less ...
Online availability
All
Free
14
Undetermined
4
Type of publication
All
Book / Working Paper
21
Article
20
Type of publication (narrower categories)
All
Article in journal
20
Aufsatz in Zeitschrift
20
Graue Literatur
18
Non-commercial literature
18
Arbeitspapier
14
Working Paper
14
Aufsatz im Buch
1
Book section
1
more ...
less ...
Language
All
English
41
Author
All
Chen, Song Xi
Linton, Oliver
Peel, David
Sun, Yixiao
Phillips, Peter C. B.
101
Gil-Alaña, Luis A.
29
Lütkepohl, Helmut
25
Saikkonen, Pentti
21
Härdle, Wolfgang
19
Breitung, Jörg
15
Taylor, Robert
12
Chen, Xiaohong
11
Lanne, Markku
11
Leybourne, Stephen James
11
Franses, Philip Hans
10
Hassler, Uwe
10
Tschernig, Rolf
10
Hong, Yongmiao
9
Lieberman, Offer
9
Yu, Jun
9
Chambers, Marcus J.
8
Choi, In
8
Gao, Jiti
8
Wang, Qiying
8
Xiao, Zhijie
8
Candelon, Bertrand
7
Hafner, Christian M.
7
Magdalinos, Tassos
7
Perron, Pierre
7
Schmidt, Peter
7
Vogelsang, Timothy J.
7
Caporale, Guglielmo Maria
6
Cavaliere, Giuseppe
6
Giraitis, Liudas
6
Han, Chirok
6
Hecq, Alain W. J.
6
Herwartz, Helmut
6
Johansen, Søren
6
Kleinow, Torsten
6
Kreiß, Jens-Peter
6
Lee, Junsoo
6
more ...
less ...
Institution
All
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
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 theory
Economics letters
Handbook of financial time series
International economic review
Janeway Institute working paper series
Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
Journal of econometrics
18
CEMMAP working papers / Centre for Microdata Methods and Practice
9
Cambridge working papers in economics
9
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Applied economics
5
Cowles Foundation Discussion Paper
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Discussion papers / Department of Economics, University of California San Diego
3
Working papers / Lancaster University Management School
3
Discussion paper series / LSE Financial Markets Group
2
Economica
2
Journal of international money and finance
2
Journal of the American Statistical Association : JASA
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
The econometrics journal
2
Working papers / Ryerson University, Department of Economics
2
Applied economics letters
1
CEA_372Cass working paper series
1
Discussion paper / Department of Economics, University of California San Diego
1
Discussion paper / LSE Financial Markets Group
1
Discussion papers in economics
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Econometrics papers
1
Economics working paper series
1
Essays in honor of Joon Y. Park : econometric theory
1
Journal of applied econometrics
1
Journal of applied economics
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
41
Showing
1
-
10
of
41
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
A score statistic for testing the presence of a stochastic trend in conditional variances
Hong, Yongmiao
;
Linton, Oliver
;
McCabe, Brendan Peter Martin
- In:
Economics letters
213
(
2022
),
pp. 1-6
Persistent link: https://www.econbiz.de/10013442141
Saved in:
7
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:
8
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:
9
Sieve inference on semi-nonparametric time series models
Chen, Xiaohong
;
Liao, Zhipeng
;
Sun, Yixiao
-
2012
Persistent link: https://www.econbiz.de/10009501898
Saved in:
10
A flexible nonparametric test for conditional independence
Huang, Meng
;
Sun, Yixiao
;
White, Halbert
- In:
Econometric theory
32
(
2016
)
6
,
pp. 1434-1482
Persistent link: https://www.econbiz.de/10011661982
Saved in:
1
2
3
4
5
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->