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~isPartOf:"Cambridge working papers in economics"
~isPartOf:"Econometric theory"
~isPartOf:"Journal of empirical finance"
~subject:"Kapitaleinkommen"
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Search: subject:"Time series analysis"
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Kapitaleinkommen
Time series analysis
484
Zeitreihenanalyse
484
Theorie
273
Theory
273
Estimation theory
197
Schätztheorie
197
Volatility
71
Volatilität
71
Estimation
69
Schätzung
69
ARCH model
54
ARCH-Modell
54
Forecasting model
53
Prognoseverfahren
53
Capital income
47
Börsenkurs
42
Share price
42
Einheitswurzeltest
40
Unit root test
40
Statistical test
38
Statistischer Test
38
Stochastic process
37
Stochastischer Prozess
37
Nichtparametrisches Verfahren
36
Nonparametric statistics
36
Cointegration
35
Kointegration
35
Autocorrelation
25
Autokorrelation
25
Regression analysis
25
Regressionsanalyse
25
Statistical distribution
22
Statistische Verteilung
22
USA
19
United States
19
Correlation
18
Korrelation
18
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17
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17
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8
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39
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6
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6
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2
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English
47
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Ding, Yashuang
2
Harvey, Andrew C.
2
Kim, Chang-Jin
2
Li, Youwei
2
Linton, Oliver
2
Nelson, Charles R.
2
Palumbo, Dario
2
Amado, Cristina
1
Ashby, Michael F.
1
Bee, Marco
1
Boudt, Kris
1
Busetti, Fabio
1
Campbell, John Y.
1
Chatzikonstanti, Vasiliki
1
Chen Zhou
1
Cheng, Tingting
1
Christensen, Bent Jesper
1
Croux, Christophe
1
De Lira Salvatierra, Irving Arturo
1
Dendramis, Yiannis
1
Diewald, Laszlo
1
Ding, Zhuanxin
1
Dupuis, Debbie J.
1
Engle, Robert F.
1
Engsted, Tom
1
Faria, Gonçalo
1
Gao, Jiti
1
Giovannelli, Alessandro
1
Granger, C. W. J.
1
Grassi, Stefano
1
Han, Xing
1
He, Xue-zhong
1
Hiemstra, Craig
1
Hotta, Luiz K.
1
Jacobsen, Ben
1
James, Robert
1
Janus, Paweł
1
Jondeau, Eric
1
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1
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Cambridge working papers in economics
Econometric theory
Journal of empirical finance
Journal of econometrics
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Finance research letters
31
International journal of forecasting
28
Economic modelling
25
International review of financial analysis
25
International review of economics & finance : IREF
24
Journal of forecasting
22
Applied economics
21
Discussion paper / Tinbergen Institute
20
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of banking & finance
18
Economics letters
17
Journal of financial economics
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Applied economics letters
14
Journal of financial econometrics
14
Journal of international financial markets, institutions & money
14
Research in international business and finance
14
The journal of finance : the journal of the American Finance Association
14
Applied financial economics
13
Energy economics
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of risk and financial management : JRFM
12
NBER working paper series
12
Quantitative finance
12
CREATES research paper
11
Pacific-Basin finance journal
11
Working paper / National Bureau of Economic Research, Inc.
11
CESifo working papers
10
Working paper
10
Computational economics
9
Economics working paper
9
Review of quantitative finance and accounting
9
The European journal of finance
9
Applied financial economics letters
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Econometric reviews
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International journal of theoretical and applied finance
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ECONIS (ZBW)
47
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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
Equity markets volatility clustering : a multiscale analysis of intraday and overnight returns
Zhao, Xiaojun
;
Zhang, Na
;
Zhang, Yali
;
Xu, Chao
;
Shang, …
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-
Persistent link: https://www.econbiz.de/10014578531
Saved in:
3
Local predictability of stock returns and cash flows
Yu, Deshui
;
Li, Chen
- In:
Journal of empirical finance
77
(
2024
),
pp. 1-23
Persistent link: https://www.econbiz.de/10014578533
Saved in:
4
Testing and modelling time series with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
5
Conditional heteroskedasticity in the volatility of asset returns
Ding, Yashuang
-
2021
Persistent link: https://www.econbiz.de/10013262866
Saved in:
6
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
7
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
8
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
9
Weak diffusion limit of real-time GARCH models : the role of current return information
Ding, Yashuang
-
2020
Persistent link: https://www.econbiz.de/10013206474
Saved in:
10
Nonparametric predictive regressions for stock return brediction
Cheng, Tingting
;
Gao, Jiti
;
Linton, Oliver
-
2019
Persistent link: https://www.econbiz.de/10012698837
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