//--> //--> //--> //-->
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
~language:"eng"
~person:"Andersen, Torben"
~person:"Franses, Philip Hans"
~subject:"Time series analysis"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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:
Narrow search
Delete all filters
| 7 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Volatilität
Theorie
110
Theory
110
Zeitreihenanalyse
87
Forecasting model
77
Prognoseverfahren
77
Volatility
47
Estimation
38
Schätzung
38
USA
37
United States
37
Saisonale Schwankungen
30
Seasonal variations
30
Estimation theory
27
Schätztheorie
27
Capital income
24
Kapitaleinkommen
24
Netherlands
16
Niederlande
16
Börsenkurs
15
Share price
15
Economic forecast
13
Wirtschaftsprognose
13
Autocorrelation
11
Autokorrelation
11
Exchange rate
11
Experten
11
Experts
11
Statistical test
11
Statistischer Test
11
Wechselkurs
11
Großbritannien
10
Inflation
10
Stochastic process
10
Stochastischer Prozess
10
United Kingdom
10
ARCH model
9
ARCH-Modell
9
Business cycle
9
more ...
less ...
Online availability
All
Undetermined
18
Free
7
Type of publication
All
Article
122
Book / Working Paper
1
Type of publication (narrower categories)
All
Article in journal
Bibliografie
Arbeitspapier
157
Working Paper
157
Graue Literatur
135
Non-commercial literature
135
Aufsatz in Zeitschrift
123
Aufsatz im Buch
8
Book section
8
Rezension
5
Lehrbuch
3
Systematic review
3
Textbook
3
Übersichtsarbeit
3
Collection of articles of several authors
2
Sammelwerk
2
Aufsatzsammlung
1
Book review
1
Festschrift
1
Hochschulschrift
1
Konferenzschrift
1
Thesis
1
more ...
less ...
Language
All
English
Author
All
Andersen, Torben
Franses, Philip Hans
Gupta, Rangan
209
Gil-Alaña, Luis A.
187
Bahmani-Oskooee, Mohsen
97
Tiwari, Aviral Kumar
95
McAleer, Michael
92
Phillips, Peter C. B.
92
Caporale, Guglielmo Maria
91
Bouri, Elie
89
Ma, Feng
89
Hammoudeh, Shawkat
70
Taylor, Robert
64
Wohar, Mark E.
64
McMillan, David G.
63
Bollerslev, Tim
56
Kang, Sang Hoon
56
Leybourne, Stephen James
55
Moosa, Imad A.
54
Koopman, Siem Jan
50
Mensi, Walid
50
Serletis, Apostolos
50
Wang, Yudong
50
Balcilar, Mehmet
49
Perron, Pierre
47
Xuan Vinh Vo
47
Teräsvirta, Timo
46
Ghysels, Eric
45
Harvey, Andrew C.
45
Kumar, Dilip
45
Chang, Tsangyao
44
Pierdzioch, Christian
44
Apergēs, Nikolaos
43
Engle, Robert F.
42
Narayan, Paresh Kumar
42
Salisu, Afees A.
41
Zhang, Yaojie
40
Hegerty, Scott W.
39
Corbet, Shaen
38
Demirer, Rıza
38
more ...
less ...
Published in...
All
Journal of econometrics
17
International journal of forecasting
10
Economics letters
9
Journal of forecasting
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
The journal of finance : the journal of the American Finance Association
6
Journal of applied econometrics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Oxford bulletin of economics and statistics
4
Econometric reviews
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Journal of economic surveys
3
The review of economics and statistics
3
Applied economics
2
Econometric theory
2
Economic modelling
2
International economic review
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial economics
2
Journal of financial markets
2
Annals of financial economics
1
Applied economics letters
1
Applied financial economics
1
Applied mathematical finance
1
Computational economics
1
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
1
Industrial marketing management : the international journal for industrial and high-tech firms
1
Journal of development economics
1
Journal of empirical finance
1
Journal of financial econometrics
1
Journal of macroeconomics
1
Journal of quantitative economics
1
Journal of risk and financial management : JRFM
1
Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
NBER reporter online
1
Practical issues in cointegration analysis
1
Quantitative economics : QE ; journal of the Econometric Society
1
Review of development economics : an essential resource for any development economist
1
Review of finance : journal of the European Finance Association
1
more ...
less ...
Source
All
ECONIS (ZBW)
123
Showing
1
-
10
of
123
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
Saved in:
2
Autoregressive conditional durations : an application to the Surinamese dollar versus the US dollar exchange rate
Ooft, Gavin
;
Franses, Philip Hans
;
Bhaghoe, Sailesh
- In:
Review of development economics : an essential resource …
27
(
2023
)
4
,
pp. 2618-2637
Persistent link: https://www.econbiz.de/10014427710
Saved in:
3
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:
4
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
5
Evaluating heterogeneous forecasts for vintages of macroeconomic variables
Franses, Philip Hans
;
Welz, Max
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 829-839
Persistent link: https://www.econbiz.de/10013287864
Saved in:
6
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
7
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
8
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
9
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
10
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->