//--> //--> //--> //-->
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"
~language:"eng"
~subject:"Zeitreihenanalyse"
~type_genre:"Arbeitspapier"
~type_genre:"Sammelwerk"
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: Business Economics
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Theorie
80
Theory
80
Time series analysis
63
Estimation theory
50
Schätztheorie
50
Estimation
44
Schätzung
44
Forecasting model
41
Prognoseverfahren
41
Volatility
33
Volatilität
33
USA
24
United States
24
Capital income
22
Kapitaleinkommen
22
Stochastic process
20
Stochastischer Prozess
20
Börsenkurs
18
Share price
18
Business cycle
16
Konjunktur
16
Risikoprämie
16
Risk premium
16
Yield curve
16
Zinsstruktur
16
Cointegration
15
Kointegration
15
VAR model
15
VAR-Modell
15
ARCH model
13
ARCH-Modell
13
CAPM
13
Statistical test
13
Statistischer Test
13
Induktive Statistik
12
Statistical inference
12
Portfolio selection
11
Portfolio-Management
11
Welt
11
more ...
less ...
Online availability
All
Free
63
Type of publication
All
Book / Working Paper
63
Type of publication (narrower categories)
All
Arbeitspapier
Sammelwerk
Graue Literatur
63
Non-commercial literature
63
Working Paper
63
Language
All
English
Author
All
Nielsen, Morten Ørregaard
9
Teräsvirta, Timo
8
Ergemen, Yunus Emre
5
Johansen, Søren
4
Kang, Jian
4
Bennedsen, Mikkel
3
Grassi, Stefano
3
He, Changli
3
Santucci de Magistris, Paolo
3
Silvennoinen, Annastiina
3
Taylor, Robert
3
Zhang, Shuhua
3
Cavaliere, Giuseppe
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Christoffersen, Peter F.
2
Haldrup, Niels
2
Hualde, Javier
2
Kruse, Robinson
2
Nielsen, Bent
2
Podolskij, Mark
2
Proietti, Tommaso
2
Rossi, Eduardo
2
Seong, Dakyung
2
Amado, Cristina
1
Barbachan, José Santiago Fajardo
1
Bauwens, Luc
1
Berenguer-Rico, Vanessa
1
Berkowitz, Jeremy
1
Bollerslev, Tim
1
Bork, Lasse
1
Borup, Daniel
1
Bredahl Kock, Anders
1
Chini, Emilio Zanetti
1
Cho, Jin Seo
1
Christiansen, Charlotte
1
Corrado, Luisa
1
Davidson, Russell
1
Delle Monache, Davide
1
Engsted, Tom
1
more ...
less ...
Published in...
All
CREATES research paper
Working paper
59
Economics and finance working paper series
39
Econometric Institute research papers
22
Working paper series / European Central Bank
21
SFB 649 discussion paper
19
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
16
Discussion papers / CEPR
15
KBI
14
Finance and economics discussion series
13
Cardiff economics working papers
12
Discussion papers in economics
11
GSBE research memoranda
11
Discussion papers / Adam Smith Business School, University of Glasgow
10
Diskussionsschriften / Universität Bern, Departement Volkswirtschaftlehre
10
Research memorandum / METEOR, Universiteit Maastricht, Faculty of Economics and Business Administration
10
Economics / Discussion papers : the open-access, open-assessment e-journal
9
SSE EFI working paper series in economics and finance
9
Discussion papers / Helsinki Center of Economic Research : discussion paper
8
CAMP working paper series
7
Economics working paper
7
Regensburger Diskussionsbeiträge zur Wirtschaftswissenschaft
7
School of Accounting, Finance and Economics & FEMARC working paper series
7
Working paper series
7
Working papers
7
Discussion paper / Centre for Economic Policy Research
6
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
6
ECON PhD dissertations
6
Research paper / University of Melbourne, Department of Economics
6
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
6
Australian School of Business working paper : Australian School of Business research paper
5
Barcelona GSE working paper series : working paper
5
CORE discussion papers : DP
5
Discussion paper series / IZA
5
FEDS Working Paper
5
LEM working paper series
5
Meddelanden från Svenska Handelshögskolan
5
Working paper / Department of Econometrics and Business Statistics, Monash University
5
Working papers / Brandeis University, Department of Economics and International Business School
5
Working papers / Department of Economics, University of Vienna
5
more ...
less ...
Source
All
ECONIS (ZBW)
63
Showing
1
-
10
of
63
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Forecasting dynamically asymmetric fluctuations of the U.S.
business
cycle
Chini, Emilio Zanetti
-
2018
Persistent link: https://www.econbiz.de/10011864895
Saved in:
2
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
3
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
4
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
5
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
6
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
7
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:
8
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
9
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
10
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
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...
//-->