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~isPartOf:"Journal of econometrics"
~subject:"ARCH model"
~subject:"Nichtparametrisches Verfahren"
~subject:"Statistical theory"
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Search: subject_exact:"Zeitreihenzerlegung"
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ARCH model
Nichtparametrisches Verfahren
Statistical theory
Zeitreihenanalyse
674
Time series analysis
673
Theorie
326
Theory
326
Estimation theory
309
Schätztheorie
309
Estimation
115
Schätzung
114
Volatility
100
Volatilität
100
Forecasting model
87
Prognoseverfahren
87
Nonparametric statistics
80
Stochastic process
70
Stochastischer Prozess
70
Statistical test
63
Statistischer Test
63
Cointegration
57
Kointegration
56
Regression analysis
51
Regressionsanalyse
51
VAR model
51
VAR-Modell
51
Einheitswurzeltest
48
Factor analysis
48
Faktorenanalyse
48
Unit root test
48
ARCH-Modell
42
Börsenkurs
41
Share price
41
Panel
40
Panel study
40
Autocorrelation
38
Autokorrelation
38
Capital income
38
Kapitaleinkommen
38
Bayes-Statistik
36
Bayesian inference
36
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73
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Article
126
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1
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Article in journal
126
Aufsatz in Zeitschrift
126
Conference paper
2
Konferenzbeitrag
2
Collection of articles of several authors
1
Festschrift
1
Sammelwerk
1
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English
127
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Linton, Oliver
10
Chen, Xiaohong
7
Francq, Christian
5
Fan, Yanqin
4
Gao, Jiti
4
Li, Yingying
4
Xiao, Zhijie
4
Delgado, Miguel A.
3
Dong, Chaohua
3
Hallin, Marc
3
Kim, Donggyu
3
Koo, Bonsoo
3
Li, Guodong
3
Li, Jia
3
Phillips, Peter C. B.
3
Robinson, Peter M.
3
Todorov, Viktor
3
Vogt, Michael
3
Zakoïan, Jean-Michel
3
Zheng, Xinghua
3
Barigozzi, Matteo
2
Blasques, F.
2
Bollerslev, Tim
2
Chen, Rong
2
Ergemen, Yunus Emre
2
Hidalgo, Javier
2
La Vecchia, Davide
2
Li, Degui
2
Li, Wai Keung
2
Mammen, Enno
2
Mariano, Roberto S.
2
Podolskij, Mark
2
Tauchen, George Eugene
2
Teräsvirta, Timo
2
Valasco, Carlos
2
Velasco, Carlos
2
Vogelsang, Timothy J.
2
Wang, Yazhen
2
Yao, Qiwei
2
Yu, Jun
2
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Published in...
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Journal of econometrics
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
88
Discussion paper / Tinbergen Institute
67
International journal of forecasting
47
Economics letters
45
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
45
Econometric reviews
43
Econometric theory
41
Journal of empirical finance
41
Economic modelling
40
Energy economics
36
Journal of forecasting
33
Working paper / Department of Econometrics and Business Statistics, Monash University
32
Applied economics
31
Finance research letters
30
CREATES research paper
29
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
27
SFB 649 discussion paper
26
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
24
The North American journal of economics and finance : a journal of financial economics studies
23
Computational economics
22
The econometrics journal
22
Econometrics : open access journal
21
Journal of risk and financial management : JRFM
21
Working paper
21
Journal of financial econometrics : official journal of the Society for Financial Econometrics
20
International review of financial analysis
19
Discussion papers of interdisciplinary research project 373
18
Journal of the American Statistical Association : JASA
17
Research in international business and finance
17
Econometric Institute research papers
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
16
International review of economics & finance : IREF
16
Journal of time series econometrics
16
CoFE discussion papers
15
Cowles Foundation discussion paper
15
Journal of banking & finance
15
Cambridge working papers in economics
14
International Journal of Energy Economics and Policy : IJEEP
13
Journal of international financial markets, institutions & money
13
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ECONIS (ZBW)
127
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1
Nowcasting in a pandemic using non-parametric mixed frequency VARs
Huber, Florian
;
Koop, Gary
;
Onorante, Luca
;
Pfarrhofer, …
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 52-69
Persistent link: https://www.econbiz.de/10013472832
Saved in:
2
Nonparametric comparison of epidemic time trends : the case of COVID-19
Khismatullina, Marina
;
Vogt, Michael
- In:
Journal of econometrics
232
(
2023
)
1
,
pp. 87-108
Persistent link: https://www.econbiz.de/10013472849
Saved in:
3
Conditional asymmetry in Power ARCH(∞) models
Royer, Julien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 178-204
Persistent link: https://www.econbiz.de/10014364731
Saved in:
4
Quasi score-driven models
Blasques, F.
;
Francq, Christian
;
Laurent, Sébastien
- In:
Journal of econometrics
234
(
2023
)
1
,
pp. 251-275
Persistent link: https://www.econbiz.de/10014364807
Saved in:
5
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
6
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
7
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
8
Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models
Aknouche, Abdelhakim
;
Francq, Christian
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10014471524
Saved in:
9
Testing the existence of moments for GARCH processes
Francq, Christian
;
Zakoïan, Jean-Michel
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 47-64
Persistent link: https://www.econbiz.de/10013441622
Saved in:
10
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
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