//--> //--> //--> //-->
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:"International economic review"
~isPartOf:"Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas"
~person:"Chan, Ngai Hang"
~person:"Li, Qi"
~person:"Linton, Oliver"
~person:"Peel, David"
~subject:"1921-1923"
~subject:"ARCH model"
~subject:"Cointegration"
~subject:"Core"
~subject:"Heteroskedastizität"
~subject:"Schätztheorie"
~subject:"Time series analysis"
~subject:"World"
~type:"article"
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
1921-1923
ARCH model
Cointegration
Core
Heteroskedastizität
Schätztheorie
Time series analysis
World
Zeitreihenanalyse
17
Theorie
10
Theory
10
Estimation theory
9
ARCH-Modell
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Großbritannien
2
United Kingdom
2
1921-1925
1
1973-1996
1
Anleihe
1
Bond
1
Börsenkurs
1
Deutschland
1
Deutschland (bis 1945)
1
Econometrics
1
Efficient market hypothesis
1
Effizienzmarkthypothese
1
Einheitswurzeltest
1
Financial market
1
Finanzmarkt
1
France
1
Frankreich
1
Geldnachfragetheorie
1
Germany
1
Germany (until 1945)
1
Heteroscedasticity
1
Hyperinflation
1
Induktive Statistik
1
Japan
1
Kaufkraftparität
1
Microeconometrics
1
Mikroökonometrie
1
more ...
less ...
Online availability
All
Undetermined
4
Type of publication
All
Article
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
17
Aufsatz in Zeitschrift
17
Language
All
English
17
Author
All
Chan, Ngai Hang
Li, Qi
Linton, Oliver
Peel, David
Phillips, Peter C. B.
20
Taylor, Robert
11
Saikkonen, Pentti
8
Hong, Yongmiao
7
Cavaliere, Giuseppe
6
Chambers, Marcus J.
6
Gao, Jiti
6
Johansen, Søren
6
Leybourne, Stephen James
6
Robinson, Peter M.
6
Vogelsang, Timothy J.
6
Harris, David
5
Jong, Robert M. de
5
Lütkepohl, Helmut
5
Perron, Pierre
5
Gil-Alaña, Luis A.
4
Grégoir, Stéphane
4
Hidalgo, Javier
4
Lobato, Ignacio N.
4
Nielsen, Morten Ørregaard
4
Park, Joon Y.
4
Politis, Dimitris N.
4
Sun, Yixiao
4
Wang, Qiying
4
Xiao, Zhijie
4
Bierens, Herman J.
3
Breitung, Jörg
3
Cai, Zongwu
3
Chen, Bin
3
Choi, In
3
Francq, Christian
3
Horváth, Lajos
3
Kuersteiner, Guido M.
3
Lieberman, Offer
3
McCabe, Brendan Peter Martin
3
McElroy, Tucker
3
Meitz, Mika
3
more ...
less ...
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
International economic review
Working papers / Serie AD / Instituto Valenciano de Investigaciones Económicas
Journal of econometrics
18
Economics letters
6
Applied economics
5
Econometric reviews
2
Economica
2
Handbook of financial time series
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
Applied economics letters
1
Econometric analysis of financial and economic time series ; part B
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 : open access journal
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 business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of the American Statistical Association : JASA
1
Macroeconomic dynamics
1
The European journal of finance
1
The Oxford handbook of applied nonparametric and semiparametric econometrics and statistics
1
The econometrics journal
1
The journal of real estate finance and economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
17
Showing
1
-
10
of
17
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonstationary linear processes with infinite variance GARCH errors
Zhang, Rongmao
;
Chan, Ngai Hang
- In:
Econometric theory
37
(
2021
)
5
,
pp. 892-925
Persistent link: https://www.econbiz.de/10012656388
Saved in:
2
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:
3
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:
4
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:
5
Tail index of an AR(1) model with ARCH(1) errors
Chan, Ngai Hang
;
Li, Deyuan
;
Peng, Liang
;
Zhang, Rongmao
- In:
Econometric theory
29
(
2013
)
5
,
pp. 920-940
Persistent link: https://www.econbiz.de/10010248321
Saved in:
6
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:
7
Toward a unified interval estimation of autoregressions
Chan, Ngai Hang
;
Li, Deyuan
;
Peng, Liang
- In:
Econometric theory
28
(
2012
)
3
,
pp. 705-717
Persistent link: https://www.econbiz.de/10009545785
Saved in:
8
Nonparametric inference for unbalanced time series data
Linton, Oliver
- In:
Econometric theory
21
(
2005
)
1
,
pp. 143-157
Persistent link: https://www.econbiz.de/10002674653
Saved in:
9
The live method for generalized additive volatility models
Kim, Woocheol
;
Linton, Oliver
- In:
Econometric theory
20
(
2004
)
6
,
pp. 1094-1139
Persistent link: https://www.econbiz.de/10002424857
Saved in:
10
Nonlinear mean-reversion in real exchange rates : toward a solution to the purchasing power parity puzzles
Taylor, Mark P.
;
Peel, David
;
Sarno, Lucio
- In:
International economic review
42
(
2001
)
4
,
pp. 1015-1042
Persistent link: https://www.econbiz.de/10001624480
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->