//--> //--> //-->
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:"Journal of empirical finance"
~person:"Janus, Paweł"
~person:"Kim, Chang-Jin"
~subject:"Kapitaleinkommen"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Capital income
3
Estimation
3
Schätzung
3
Theorie
3
Theory
3
Time series analysis
3
Zeitreihenanalyse
3
Estimation theory
2
Schätztheorie
2
USA
2
United States
2
1926-1986
1
1926-1995
1
ARCH model
1
ARCH-Modell
1
Correlation
1
Fractional integration
1
Korrelation
1
Markov chain
1
Markov-Kette
1
Multivariate Analyse
1
Multivariate Verteilung
1
Multivariate analysis
1
Multivariate distribution
1
Multivariate volatility
1
Statistical distribution
1
Statistische Verteilung
1
Stochastic process
1
Stochastischer Prozess
1
Student's t copula
1
Time-varying dependence
1
Volatility
1
Volatilität
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
3
Author
All
Janus, Paweł
Kim, Chang-Jin
Li, Youwei
2
Nelson, Charles R.
2
Amado, Cristina
1
Bee, Marco
1
Boudt, Kris
1
Campbell, John Y.
1
Chatzikonstanti, Vasiliki
1
Chen Zhou
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
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
Jondeau, Eric
1
Jones, Jonathan D.
1
Kapetanios, George
1
Kim, Dongcheol
1
Kinnunen, Jyri
1
Koopman, Siem Jan
1
Lai, Yi-Hao
1
Laurent, Sébastien
1
Leung, Henry
1
Leung, Jessica Wai Yin
1
Li, Bo
1
more ...
less ...
Published in...
All
Econometric theory
Journal of empirical finance
Discussion paper / Tinbergen Institute
4
Journal of financial econometrics
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
2
Testing for mean reversion in heteroskedastic data based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
;
Startz, Richard
- In:
Journal of empirical finance
5
(
1998
)
2
,
pp. 131-154
Persistent link: https://www.econbiz.de/10001374883
Saved in:
3
Testing for mean reversion in heteroskedastic data II : autoregression tests based on Gibbs-sampling-augmented randomization
Kim, Chang-Jin
;
Nelson, Charles R.
- In:
Journal of empirical finance
5
(
1998
)
4
,
pp. 385-396
Persistent link: https://www.econbiz.de/10001375196
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->