//--> //--> //--> //-->
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:"CREATES research paper"
~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"International economic review"
~isPartOf:"The American journal of economics and sociology"
~person:"Corrado, Luisa"
~person:"Haldrup, Niels"
~person:"Linton, Oliver"
~subject:"CAPM"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"USA"
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
| 14 applied filters
Year of publication
From:
To:
Subject
All
CAPM
Heteroskedastizität
Prognoseverfahren
Time series analysis
USA
Zeitreihenanalyse
21
Theorie
10
Theory
10
Estimation
7
Estimation theory
7
Schätztheorie
7
Schätzung
7
Nichtparametrisches Verfahren
6
Nonparametric statistics
6
Forecasting model
4
Börsenkurs
3
Share price
3
Aktienmarkt
2
Autocorrelation
2
Autokorrelation
2
COVID-19
2
Capital income
2
Core
2
Coronavirus
2
Economic convergence
2
Factor analysis
2
Faktorenanalyse
2
Kapitaleinkommen
2
Market microstructure
2
Marktmikrostruktur
2
Microstructure noise
2
Panel
2
Panel study
2
Regression analysis
2
Regressionsanalyse
2
Statistical test
2
Statistischer Test
2
Stochastic process
2
Stochastischer Prozess
2
Stock market
2
Volatility
2
Volatilität
2
Wirtschaftliche Konvergenz
2
more ...
less ...
Online availability
All
Free
20
Type of publication
All
Book / Working Paper
21
Type of publication (narrower categories)
All
Graue Literatur
16
Non-commercial literature
16
Arbeitspapier
10
Working Paper
10
Article in journal
4
Aufsatz in Zeitschrift
4
Language
All
English
21
Author
All
Corrado, Luisa
Haldrup, Niels
Linton, Oliver
Phillips, Peter C. B.
83
Harvey, Andrew C.
19
Teräsvirta, Timo
18
Johansen, Søren
15
Nielsen, Morten Ørregaard
15
Kruse, Robinson
12
Pesaran, M. Hashem
12
Chen, Xiaohong
9
Grassi, Stefano
8
Podolskij, Mark
8
Proietti, Tommaso
8
Santucci de Magistris, Paolo
7
Lieberman, Offer
6
Yu, Jun
6
Andrews, Donald W. K.
5
Cavaliere, Giuseppe
5
Ergemen, Yunus Emre
5
Gao, Jiti
5
Hansen, Peter Reinhard
5
Magdalinos, Tassos
5
Taylor, Robert
5
Xiao, Zhijie
5
Christensen, Kim
4
Hillebrand, Eric
4
Kanaya, Shin
4
Kang, Jian
4
Kristensen, Dennis
4
Li, Degui
4
Nielsen, Bent
4
Nonejad, Nima
4
Onatski, Alexei
4
Pick, Andreas
4
Ploberger, Werner
4
Silvennoinen, Annastiina
4
Sun, Yixiao
4
Timmermann, Allan
4
Voev, Valeri
4
Wang, Qiying
4
more ...
less ...
Published in...
All
CREATES research paper
Cambridge working papers in economics
Cambridge-INET working papers
Cowles Foundation discussion paper
International economic review
The American journal of economics and sociology
Journal of econometrics
15
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Memo / Økonomisk Institut, Aarhus Universitet
7
Econometric theory
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Economics working paper
5
EUI working paper / ECO
4
Janeway Institute working paper series
4
Discussion paper / Department of Economics, University of California San Diego
3
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
3
Economics letters
3
Working paper / Department of Economics, University of Aarhus
3
Working paper / Department of Economics, University of Aarhus / Department of Economics, University of Aarhus
3
Discussion paper / Tinbergen Institute
2
Discussion paper series / LSE Financial Markets Group
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Applied economics letters
1
CEA_372Cass working paper series
1
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
1
CREATES Research Paper
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion paper / Tinbergen Institute / Tinbergen Institute
1
Discussion papers / National Institute of Economic and Social Research
1
Discussion papers in economics
1
Discussion papers of interdisciplinary research project 373
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
Energy economics
1
Handbook of financial time series
1
Handbook of research methods and applications in empirical macroeconomics
1
Journal of applied econometrics
1
Journal of applied economics
1
Journal of economic surveys
1
Journal of the American Statistical Association : JASA
1
Journal of time series econometrics
1
Oxford bulletin of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
Showing
1
-
10
of
21
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
Modelling and estimating large macroeconomic shocks during the pandemic
Corrado, Luisa
;
Grassi, Stefano
;
Paolillo, Aldo
-
2021
Persistent link: https://www.econbiz.de/10012620771
Saved in:
6
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:
7
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:
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
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->