//--> //--> //-->
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:"Discussion paper series / LSE Financial Markets Group"
~isPartOf:"Janeway Institute working paper series"
~person:"Linton, Oliver"
~person:"Robinson, Peter M."
~subject:"Heteroskedastizität"
~subject:"Prognoseverfahren"
~subject:"Theorie"
~subject:"Time series analysis"
~subject:"USA"
~subject:"locally stationary process"
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
| 10 applied filters
Year of publication
From:
To:
Subject
All
Heteroskedastizität
Prognoseverfahren
Theorie
Time series analysis
USA
locally stationary process
Zeitreihenanalyse
7
Estimation theory
3
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Schätztheorie
3
Theory
3
1970-1998
2
Autocorrelation
2
Autokorrelation
2
Estimation
2
Schätzung
2
Scientific method
2
United States
2
Volatility
2
Volatilität
2
Wissenschaftliche Methode
2
Yield curve
2
Zinsstruktur
2
Aktienmarkt
1
Brownian semi-martingale
1
Business network
1
Börsenkurs
1
CAPM
1
CLIME
1
Capital income
1
Causality analysis
1
Correlation
1
Factor analysis
1
Faktorenanalyse
1
Financial market
1
Finanzmarkt
1
Forecasting model
1
Granger causality
1
Kapitaleinkommen
1
Kausalanalyse
1
Kernel smoothing
1
Korrelation
1
more ...
less ...
Online availability
All
Free
4
Type of publication
All
Book / Working Paper
7
Type of publication (narrower categories)
All
Graue Literatur
7
Non-commercial literature
7
Arbeitspapier
3
Working Paper
3
Language
All
English
7
Author
All
Linton, Oliver
Robinson, Peter M.
Goodhart, Charles A. E.
2
Jeffrey, Andrew
2
Li, Degui
2
Nguyen, Thong
2
Patton, Andrew J.
2
Sentana, Enrique
2
Timmermann, Allan
2
Tonks, Ian
2
Ashby, Michael F.
1
Black, Jane M.
1
Bu, Ruijun
1
Chen, Jia
1
Chen, Xiaohong
1
Connor, Gregory
1
Daníelsson, Jón
1
Ding, Yashuang
1
Fan, Yanqin
1
Fiorentini, Gabriele
1
Granger, C. W. J.
1
Hafner, Christian M.
1
Henry, Mark S.
1
Krüger, Malte
1
Li, Yuning
1
Payne, Richard
1
Quah, Danny
1
Shah, Mushtaq
1
Snell, Andy
1
Sunirand, Pojanart
1
Tata, Fidelio
1
Teräsvirta, Timo
1
Tosomocos, Dimitrios P.
1
Vassilicos, J. C.
1
Vries, Casper G. de
1
Wang, Hanchao
1
Wang, Linqi
1
Zaffaroni, Paolo
1
more ...
less ...
Published in...
All
Discussion paper series / LSE Financial Markets Group
Janeway Institute working paper series
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
23
Journal of econometrics
23
Econometric theory
11
Econometrics papers
11
CEMMAP working papers / Centre for Microdata Methods and Practice
9
Cambridge working papers in economics
9
Suntory and Toyota International Centres for Economics and Related Disciplines
9
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Cowles Foundation discussion paper
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
LSE STICERD Research Paper
3
The review of economic studies
3
Cambridge-INET working papers
2
Advanced texts in econometrics
1
Athens Conference on Applied Probability and Time Series Analysis
1
CEA_372Cass working paper series
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers in economics
1
Discussion papers of interdisciplinary research project 373
1
EUI working paper / ECO
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics letters
1
Handbook of financial time series
1
Journal of applied economics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of the American Statistical Association : JASA
1
Lecture notes in statistics
1
Robust inference
1
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
The econometrics journal
1
Working papers
1
Working papers / Department of Economics, Universidad Carlos III de Madrid
1
more ...
less ...
Source
All
ECONIS (ZBW)
7
Showing
1
-
7
of
7
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
2
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:
3
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:
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
Flexible term structure estimation : which method is preferable?
Jeffrey, Andrew
;
Nguyen, Thong
;
Linton, Oliver
-
2004
Persistent link: https://www.econbiz.de/10002815407
Saved in:
6
Flexible term structure estimation : which method is preferred?
Jeffrey, Andrew
;
Linton, Oliver
;
Nguyen, Thong
-
2001
Persistent link: https://www.econbiz.de/10001599301
Saved in:
7
Nonlinear time series with long memory : a model for stochastics volatility
Robinson, Peter M.
;
Zaffaroni, Paolo
-
1996
Persistent link: https://www.econbiz.de/10000985327
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->