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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"SFB 649 discussion paper"
~subject:"Zeitreihenanalyse"
~type_genre:"Einführung"
~type_genre:"Graue Literatur"
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Search: subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Time series analysis
180
Theorie
119
Theory
119
Estimation
69
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69
Estimation theory
44
Schätztheorie
44
Volatility
36
Volatilität
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United States
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fractional integration
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190
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180
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178
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2
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Gil-Alaña, Luis A.
51
Caporale, Guglielmo Maria
46
Härdle, Wolfgang
33
Lütkepohl, Helmut
13
Hautsch, Nikolaus
10
Okhrin, Ostap
8
Saikkonen, Pentti
7
Bibinger, Markus
6
Spokojnyj, Vladimir G.
6
Breitung, Jörg
5
Reiß, Markus
5
Carcel, Hector
4
Lanne, Markku
4
Plastun, Alex
4
Tschernig, Rolf
4
Wang, Weining
4
Balparda, Borja
3
Candelon, Bertrand
3
Chen, Ying
3
Herwartz, Helmut
3
Hunter, John
3
Kleinow, Torsten
3
Yang, Lijian
3
Barros, Carlos Pestana
2
Beirne, John
2
Blaskowitz, Oliver
2
Breunig, Christoph
2
Chen, Haiqiang
2
Chen, Song Xi
2
Cuñado Eizaguirre, Juncal
2
Franke, Jürgen
2
Kappus, Johanna
2
Lovcha, Yuliya
2
Malec, Peter
2
Mungo, Julius
2
Nakano, Junji
2
Netšunajev, Aleksei
2
Okhrin, Yarema
2
Park, Byeong U.
2
Pigorsch, Uta
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Economics and finance working paper series
SFB 649 discussion paper
Discussion paper / Tinbergen Institute
293
Working paper / Department of Econometrics and Business Statistics, Monash University
192
Working paper
167
CREATES research paper
164
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
141
CESifo working papers
132
Discussion paper / Centre for Economic Policy Research
103
Working paper / National Bureau of Economic Research, Inc.
103
Cowles Foundation discussion paper
81
CAMA working paper series
75
Discussion papers of interdisciplinary research project 373
64
Discussion paper
60
Working papers
59
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
58
Working paper series / European Central Bank
58
Working paper series
57
Econometric Institute research papers
53
Série des documents de travail / Centre de Recherche en Économie et Statistique
52
Cambridge working papers in economics
50
Discussion paper / Center for Economic Research, Tilburg University
49
Umeå economic studies
48
Discussion papers / Department of Economics, University of Copenhagen
46
Economics discussion papers
43
Discussion papers / Deutsches Institut für Wirtschaftsforschung
42
IHS economics series : working paper
40
Documentos de trabajo / Banco de España, Servicio de Estudios
37
Finance and economics discussion series
35
Department of Economics discussion paper series / University of Oxford
33
EUI working paper / ECO
33
Bank of Finland research discussion papers
30
Economics working paper
30
SSE EFI working paper series in economics and finance
30
CORE discussion paper : DP
29
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
29
Discussion papers / CEPR
29
Discussion papers in economics
29
Report / Econometric Institute, Erasmus University Rotterdam
29
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ECONIS (ZBW)
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1
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2019
Persistent link: https://www.econbiz.de/10011996362
Saved in:
2
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995632
Saved in:
3
Prospects for a monetary union in the East Africa community : some empirical evidence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2018
Persistent link: https://www.econbiz.de/10011995640
Saved in:
4
Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
5
UK overseas visitors : seasonality and persistence
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995763
Saved in:
6
Fractional integration and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995775
Saved in:
7
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
8
Unemployment in Africa : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011631077
Saved in:
9
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893067
Saved in:
10
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011893395
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