//--> //--> //--> //-->
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:"Econometric theory"
~isPartOf:"Economics letters"
~subject:"VAR model"
~subject:"Volatility"
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:"Time series analysis"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
VAR model
Volatility
Time series analysis
762
Zeitreihenanalyse
762
Theorie
465
Theory
465
Estimation theory
294
Schätztheorie
294
Estimation
85
Schätzung
85
Einheitswurzeltest
74
Unit root test
74
Statistical test
56
Statistischer Test
56
Cointegration
49
Kointegration
49
Volatilität
47
Forecasting model
45
Prognoseverfahren
45
Stochastic process
41
Stochastischer Prozess
41
USA
40
United States
40
Structural break
39
Strukturbruch
39
VAR-Modell
39
Nichtparametrisches Verfahren
37
Nonparametric statistics
37
ARCH model
36
ARCH-Modell
36
Autocorrelation
36
Autokorrelation
36
Regression analysis
27
Regressionsanalyse
27
Business cycle
26
Konjunktur
26
Saisonale Schwankungen
24
Seasonal variations
24
Correlation
23
Korrelation
23
more ...
less ...
Online availability
All
Undetermined
45
Type of publication
All
Article
81
Type of publication (narrower categories)
All
Article in journal
79
Aufsatz in Zeitschrift
79
Language
All
English
81
Author
All
Cavicchioli, Maddalena
3
Lütkepohl, Helmut
3
Österholm, Pär
3
Cavaliere, Giuseppe
2
Dong, Yingjie
2
Hafner, Christian M.
2
Hecq, Alain W. J.
2
Karlsson, Sune
2
Kristensen, Dennis
2
Kurita, Takamitsu
2
Saikkonen, Pentti
2
Taylor, Robert
2
Tse, Yiu Kuen
2
Weber, Enzo
2
Xu, Ke-li
2
Ali, Faek Menla
1
Andersen, Torben
1
Angelini, Giovanni
1
Ardia, David
1
Arteche, Josu
1
Atak, Alev
1
Augustyniak, Maciej
1
Bariviera, Aurelio Fernández
1
Barrio Castro, Tomás del
1
Bertelsen, Kristoffer Pons
1
Bewley, Ronald A.
1
Borup, Daniel
1
Boswijk, Herman Peter
1
Brooks, Robert Darren
1
Bruns, Martin
1
Burbidge, John B.
1
Camacho, Maximo
1
Camba-Méndez, Gonzalo
1
Caporale, Tony
1
Carnero, M. Angeles
1
Chan, Joshua
1
Chang, Chia-Lin
1
Cheah, Eng-Tuck
1
Chen, Wenjuan
1
Chen, Xiaohong
1
more ...
less ...
Published in...
All
Econometric theory
Economics letters
Journal of econometrics
142
International journal of forecasting
89
Discussion paper / Tinbergen Institute
84
Energy economics
79
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Economic modelling
74
Journal of empirical finance
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
51
Journal of forecasting
49
Applied economics
46
Finance research letters
46
Working paper
42
Econometric reviews
40
CREATES research paper
38
The North American journal of economics and finance : a journal of financial economics studies
36
Econometrics : open access journal
33
Journal of economic dynamics & control
33
International review of economics & finance : IREF
32
International review of financial analysis
31
Journal of financial econometrics
29
CAMA working paper series
28
Computational economics
28
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Quantitative finance
28
Journal of banking & finance
27
CESifo working papers
26
Journal of risk and financial management : JRFM
26
SFB 649 discussion paper
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Discussion papers / Deutsches Institut für Wirtschaftsforschung
24
Journal of applied econometrics
22
Research in international business and finance
22
International Journal of Energy Economics and Policy : IJEEP
21
Applied economics letters
20
NBER working paper series
20
The econometrics journal
19
Working paper / Department of Econometrics and Business Statistics, Monash University
18
Macroeconomic dynamics
17
more ...
less ...
Source
All
ECONIS (ZBW)
81
Showing
1
-
10
of
81
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Have the effects of shocks to oil price expectations changed? : evidence from heteroskedastic proxy vector autoregressions
Bruns, Martin
;
Lütkepohl, Helmut
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014506905
Saved in:
2
Asymmetric volatility impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
3
Impulse response function analysis for Markov switching VAR models
Cavicchioli, Maddalena
- In:
Economics letters
232
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014464479
Saved in:
4
Efficient estimation of integrated volatility functionals under general volatility dynamics
Li, Jia
;
Liu, Yunxiao
- In:
Econometric theory
37
(
2021
)
4
,
pp. 664-707
Persistent link: https://www.econbiz.de/10012618196
Saved in:
5
Stock market volatility and public information flow : a non-linear perspective
Bertelsen, Kristoffer Pons
;
Borup, Daniel
;
Jakobsen, …
- In:
Economics letters
204
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607808
Saved in:
6
Recursive adjusted unit root tests under non-stationary volatility
Wang, Shaoping
;
Li, Yanglin
;
Wen, Kuangyu
- In:
Economics letters
205
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10013202963
Saved in:
7
A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States
Karlsson, Sune
;
Österholm, Pär
- In:
Economics letters
197
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012511133
Saved in:
8
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Lütkepohl, Helmut
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509991
Saved in:
9
Forecasting large covariance matrix with high-frequency data using factor approach for the correlation matrix
Dong, Yingjie
;
Tse, Yiu Kuen
- In:
Economics letters
195
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012509995
Saved in:
10
The time-varying effect of fiscal policy on inflation : evidence from historical US data
Klein, Mathias
;
Linnemann, Ludger
- In:
Economics letters
186
(
2020
),
pp. 1-4
Persistent link: https://www.econbiz.de/10012500641
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->