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~isPartOf:"Econometric theory"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Kapitaleinkommen"
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Search: subject:"Time series analysis"
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Kapitaleinkommen
Time series analysis
623
Zeitreihenanalyse
623
Theorie
336
Theory
336
Estimation theory
233
Schätztheorie
233
Estimation
108
Schätzung
108
Volatility
93
Volatilität
93
ARCH model
77
ARCH-Modell
77
Forecasting model
68
Prognoseverfahren
68
Einheitswurzeltest
60
Unit root test
60
Capital income
52
Stochastic process
50
Stochastischer Prozess
50
Statistical test
47
Statistischer Test
47
Cointegration
46
Kointegration
46
Börsenkurs
43
Share price
43
Autocorrelation
40
Autokorrelation
40
Nichtlineare Regression
40
Nichtparametrisches Verfahren
40
Nonlinear regression
40
Nonparametric statistics
40
USA
36
United States
36
Markov chain
32
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32
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31
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English
52
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Gupta, Rangan
2
Kim, Chang-Jin
2
Li, Youwei
2
Nelson, Charles R.
2
Alanya-Beltran, Willy
1
Amado, Cristina
1
Baur, Dirk G.
1
Bee, Marco
1
Bethel, Brandon J.
1
Boubaker, Heni
1
Boudt, Kris
1
Campbell, John Y.
1
Canarella, Giorgio
1
Chatzikonstanti, Vasiliki
1
Chen Zhou
1
Chow, Sheung Chi
1
Christensen, Bent Jesper
1
Croux, Christophe
1
Cuñado Eizaguirre, Juncal
1
De Angelis, Luca
1
De Lira Salvatierra, Irving Arturo
1
Dendramis, Yiannis
1
Diewald, Laszlo
1
Dimpfl, Thomas
1
Ding, Zhuanxin
1
Dupuis, Debbie J.
1
Engle, Robert F.
1
Engsted, Tom
1
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1
Giovannelli, Alessandro
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Gong, Jinguo
1
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1
Grassi, Stefano
1
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1
Grossmass, Lidan
1
Haas, Markus
1
Han, Xing
1
He, Xue-zhong
1
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1
Hotta, Luiz K.
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Econometric theory
Journal of empirical finance
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Finance research letters
28
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
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
CREATES research paper
11
Pacific-Basin finance journal
11
Quantitative finance
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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Cambridge working papers in economics
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Econometric reviews
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International journal of theoretical and applied finance
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ECONIS (ZBW)
52
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52
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1
Modelling volatility dependence with score copula models
Alanya-Beltran, Willy
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 649-668
Persistent link: https://www.econbiz.de/10014506814
Saved in:
2
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:
3
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:
4
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:
5
Consumption, aggregate wealth and expected stock returns : a quantile cointegration approach
Quineche, Ricardo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
5
,
pp. 693-703
Persistent link: https://www.econbiz.de/10013554939
Saved in:
6
Prediction of stock index of two-scale long short-term memory model based on multiscale nonlinear integration
Tang, Decai
;
Pan, Zhiwei
;
Bethel, Brandon J.
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
5
,
pp. 723-735
Persistent link: https://www.econbiz.de/10013554949
Saved in:
7
Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
Qiu, Yue
;
Wang, Zongrun
;
Xie, Tian
;
Zhang, Xinyu
- In:
Journal of empirical finance
62
(
2021
),
pp. 179-201
Persistent link: https://www.econbiz.de/10012693338
Saved in:
8
Forecasting stock returns with large dimensional factor models
Giovannelli, Alessandro
;
Massacci, Daniele
;
Soccorsi, …
- In:
Journal of empirical finance
63
(
2021
),
pp. 252-269
Persistent link: https://www.econbiz.de/10013259267
Saved in:
9
A Markov-switching regression model with non-Gaussian innovations : estimation and testing
De Angelis, Luca
;
Viroli, Cinzia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
21
(
2017
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011705723
Saved in:
10
Forecasting stock returns : a predictor-constrained approach
Pan, Zhiyuan
;
Pettenuzzo, Davide
;
Wang, Yudong
- In:
Journal of empirical finance
55
(
2020
),
pp. 200-217
Persistent link: https://www.econbiz.de/10012175754
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