//--> //--> //--> //-->
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:"Cambridge working papers in 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:"International economic review"
~isPartOf:"The American journal of economics and sociology"
~person:"Busetti, Fabio"
~person:"Linton, Oliver"
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Time series analysis"
~subject:"USA"
~subject:"Zeitreihenanalyse"
~type_genre:"Non-commercial literature"
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
Heteroskedastizität
Prognoseverfahren
Time series analysis
USA
Zeitreihenanalyse
Theorie
8
Theory
8
Nichtparametrisches Verfahren
4
Nonparametric statistics
4
Estimation
3
Estimation theory
3
Schätztheorie
3
Schätzung
3
Autocorrelation
2
Autokorrelation
2
Börsenkurs
2
Capital income
2
Factor analysis
2
Faktorenanalyse
2
Forecasting model
2
Kapitaleinkommen
2
Market microstructure
2
Marktmikrostruktur
2
Microstructure noise
2
Share price
2
Stochastic process
2
Stochastischer Prozess
2
Volatility
2
Volatilität
2
Aktienmarkt
1
Brownian semi-martingale
1
Business network
1
CAPM
1
CLIME
1
COVID-19
1
Causality analysis
1
Cointegration
1
Core
1
Coronavirus
1
Correlation
1
Deterministic time trend
1
Efficient market hypothesis
1
more ...
less ...
Online availability
All
Free
11
Type of publication
All
Book / Working Paper
12
Type of publication (narrower categories)
All
Non-commercial literature
Graue Literatur
12
Arbeitspapier
6
Working Paper
6
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
12
Author
All
Busetti, Fabio
Linton, Oliver
Phillips, Peter C. B.
61
Harvey, Andrew C.
15
Pesaran, M. Hashem
12
Gil-Alaña, Luis A.
11
Härdle, Wolfgang
10
Chen, Xiaohong
9
Lütkepohl, Helmut
7
Saikkonen, Pentti
7
Lieberman, Offer
6
Yu, Jun
6
Breitung, Jörg
5
Magdalinos, Tassos
5
Lanne, Markku
4
Pick, Andreas
4
Spokojnyj, Vladimir G.
4
Timmermann, Allan
4
Tschernig, Rolf
4
Wang, Qiying
4
Xiao, Zhijie
4
Candelon, Bertrand
3
Gao, Jiti
3
Kleinow, Torsten
3
Li, Degui
3
Liao, Zhipeng
3
Sun, Yixiao
3
Yang, Lijian
3
Bailey, Natalia
2
Caporale, Guglielmo Maria
2
Chen, Jia
2
Chen, Song Xi
2
Dalla, Violetta
2
Ding, Yashuang
2
Giraitis, Liudas
2
Hafner, Christian M.
2
Han, Chirok
2
Herwartz, Helmut
2
Higson, C.
2
Jin, Sainan
2
more ...
less ...
Institution
All
University of Cambridge / Department of Applied Economics
1
Published in...
All
Cambridge working papers in economics
Cambridge-INET working papers
Cowles Foundation discussion paper
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
International economic review
The American journal of economics and sociology
CEMMAP working papers / Centre for Microdata Methods and Practice
8
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
4
Janeway Institute working paper series
4
Temi di discussione / Banca d'Italia
3
Temi di discussione del Servizio Studi / Banca d'Italia
3
Discussion paper series / LSE Financial Markets Group
2
CEA_372Cass working paper series
1
CEPR - EABCN
1
Department of Economics discussion paper / Department of Economics, The University of Birmingham
1
Discussion paper / Centre for Economic Policy Research
1
Discussion papers in economics
1
Discussion papers of interdisciplinary research project 373
1
Econometrics papers
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
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
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:
7
When is a copula constant? : a test for changing relationships
Busetti, Fabio
;
Harvey, Andrew C.
-
2008
Persistent link: https://www.econbiz.de/10003851035
Saved in:
8
Tests of time-invariance
Busetti, Fabio
(
contributor
);
Harvey, Andrew C.
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003565808
Saved in:
9
A quantilogram approach to evaluating directional predictability
Linton, Oliver
;
Whang, Yoon-jae
-
2004
Persistent link: https://www.econbiz.de/10001961584
Saved in:
10
Testing for drift in a time series
Busetti, Fabio
(
contributor
);
Harvey, Andrew C.
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001715100
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->