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~isPartOf:"Journal of time series econometrics"
~subject:"ARCH-Modell"
~subject:"Nichtparametrisches Verfahren"
~subject:"Statistical theory"
~subject:"Stochastic process"
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Search: subject_exact:"Zeitreihenzerlegung"
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ARCH-Modell
Nichtparametrisches Verfahren
Statistical theory
Stochastic process
Time series analysis
73
Zeitreihenanalyse
73
Estimation theory
39
Schätztheorie
39
Theorie
28
Theory
28
ARCH model
13
Statistical test
12
Statistischer Test
12
Forecasting model
10
Prognoseverfahren
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Einheitswurzeltest
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Estimation
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Schätzung
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Unit root test
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Cointegration
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Kointegration
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Stochastischer Prozess
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cointegration
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ARMA model
6
ARMA-Modell
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time series
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State space model
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Zustandsraummodell
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Bootstrap approach
4
Bootstrap-Verfahren
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Capital income
4
Kapitaleinkommen
4
Saisonale Schwankungen
4
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VAR model
4
VAR-Modell
4
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3
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Asai, Manabu
3
Arvanitis, Stelios
2
So, Mike Ka-pui
2
Aknouche, Abdelhakim
1
Allen, David E.
1
Ankargren, Sebastian
1
Bardet, Jean-Marc
1
Barrio Castro, Tomás del
1
Boubaker, Heni
1
Candido, Osvaldo
1
Chen, Jie
1
Dola, Béchir
1
Dēmos, Antōnēs A.
1
Hecq, Alain W. J.
1
Iacone, Fabrizio
1
Jensen, Anders Tolver
1
Kawakatsu, Hiroyuki
1
Lange, Theis
1
Larsson, Rolf
1
Laurent, Sébastien
1
Leybourne, Stephen James
1
Louka, Alexandros
1
McAleer, Michael
1
McElroy, Tucker
1
Milunovich, George
1
Nonejad, Nima
1
Osborn, Denise R.
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Palm, Franz C.
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Peiris, Shelton
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Pereira, Pedro L. Valls
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Politis, Dimitris N.
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Sanhaji, Bilel
1
Taylor, Robert
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Tófoli, Paula V.
1
Unosson, Måns
1
Vafiadis, Nikolaos
1
Yang, Minxian
1
Yang, Yukai
1
Ziegelmann, Flávio A.
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Journal of time series econometrics
Journal of econometrics
179
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
111
Discussion paper / Tinbergen Institute
100
Econometric reviews
65
Econometric theory
61
Economics letters
60
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
57
International journal of forecasting
55
Economic modelling
54
Journal of empirical finance
46
Working paper / Department of Econometrics and Business Statistics, Monash University
46
Energy economics
44
Journal of forecasting
40
CREATES research paper
38
Applied economics
35
Working paper
34
Computational economics
31
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
31
The econometrics journal
30
Finance research letters
29
Journal of risk and financial management : JRFM
29
SFB 649 discussion paper
29
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
28
Cowles Foundation discussion paper
25
Econometrics : open access journal
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
The North American journal of economics and finance : a journal of financial economics studies
24
Discussion papers of interdisciplinary research project 373
23
Journal of banking & finance
23
International review of financial analysis
22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
21
Journal of the American Statistical Association : JASA
21
Applied economics letters
20
Econometric Institute research papers
20
Journal of economic dynamics & control
20
International review of economics & finance : IREF
19
Journal of financial econometrics
19
Research in international business and finance
19
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ECONIS (ZBW)
22
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1
Realized BEKK-CAW models
Asai, Manabu
;
So, Mike Ka-pui
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 49-77
Persistent link: https://www.econbiz.de/10014288366
Saved in:
2
Simple factor realized stochastic volatility models
Kawakatsu, Hiroyuki
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 79-110
Persistent link: https://www.econbiz.de/10014288373
Saved in:
3
Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
Saved in:
4
Time-varying NoVaS versus GARCH : point prediction, volatility estimation and prediction intervals
Chen, Jie
;
Politis, Dimitris N.
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-36
Persistent link: https://www.econbiz.de/10012300649
Saved in:
5
A flexible mixed-frequency vector autoregression with a steady-state prior
Ankargren, Sebastian
;
Unosson, Måns
;
Yang, Yukai
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012300798
Saved in:
6
Dynamic D-vine copula model with applications to Value-at-Risk (VaR)
Tófoli, Paula V.
;
Ziegelmann, Flávio A.
;
Candido, Osvaldo
- In:
Journal of time series econometrics
11
(
2019
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012022874
Saved in:
7
A generalized ARFIMA model with smooth transition fractional integration parameter
Boubaker, Heni
- In:
Journal of time series econometrics
10
(
2018
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10011817682
Saved in:
8
Signal extraction for nonstationary time series with diverse sampling rules
Trimbur, Thomas M.
;
McElroy, Tucker
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011671120
Saved in:
9
Testing for a change in mean under fractional integration
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10011671125
Saved in:
10
Testing for nonlinearity in conditional covariances
Sanhaji, Bilel
- In:
Journal of time series econometrics
9
(
2017
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011701865
Saved in:
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