//--> //--> //--> //-->
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
~person:"Lucas, André"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Statistics"
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:"Zeitreihenanalyse"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
23
Zeitreihenanalyse
23
Theorie
14
Theory
14
Estimation theory
9
Schätztheorie
9
Estimation
7
Schätzung
7
Forecasting model
6
Prognoseverfahren
6
Volatility
6
Volatilität
6
ARCH model
5
ARCH-Modell
5
Capital income
5
Kapitaleinkommen
5
Statistical distribution
5
Statistische Verteilung
5
Correlation
4
Korrelation
4
Stochastic process
4
Stochastischer Prozess
4
USA
4
United States
4
Autocorrelation
3
Autokorrelation
3
Multivariate Analyse
3
Multivariate analysis
3
Risikomaß
3
Risk measure
3
Score-driven dynamics
3
Analysis of variance
2
Asymptotic normality
2
Bayes-Statistik
2
Bayesian inference
2
Multivariate Verteilung
2
Multivariate distribution
2
Nichtlineare Regression
2
Nonlinear regression
2
Portfolio selection
2
more ...
less ...
Online availability
All
Undetermined
11
Free
1
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Amtsdruckschrift
Article in journal
Statistics
Working Paper
64
Arbeitspapier
57
Graue Literatur
54
Non-commercial literature
54
Aufsatz in Zeitschrift
23
Aufsatz im Buch
1
Book section
1
Konferenzschrift
1
more ...
less ...
Language
All
English
23
Author
All
Lucas, André
Gil-Alaña, Luis A.
173
Phillips, Peter C. B.
87
Gupta, Rangan
79
Franses, Philip Hans
75
Caporale, Guglielmo Maria
60
Taylor, Robert
59
Leybourne, Stephen James
53
Perron, Pierre
47
Tiwari, Aviral Kumar
47
Moosa, Imad A.
46
Teräsvirta, Timo
44
Harvey, Andrew C.
42
Koopman, Siem Jan
42
Chang, Tsangyao
41
McAleer, Michael
37
Koop, Gary
36
Lütkepohl, Helmut
36
Harvey, David I.
33
Mills, Terence C.
31
Hassler, Uwe
30
Hendry, David F.
30
Newbold, Paul
30
Hecq, Alain W. J.
29
Ghysels, Eric
28
Granger, C. W. J.
28
Hong, Yongmiao
26
Bahmani-Oskooee, Mohsen
25
Hyndman, Rob J.
25
Kapetanios, George
25
Linton, Oliver
25
Robinson, Peter M.
25
Herwartz, Helmut
24
Marcellino, Massimiliano
24
McElroy, Tucker
24
Peel, David
24
Swanson, Norman R.
24
Gao, Jiti
23
Johansen, Søren
23
Camacho, Maximo
22
more ...
less ...
Published in...
All
International journal of forecasting
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Econometric reviews
3
Journal of econometrics
3
Journal of applied econometrics
2
Journal of empirical finance
2
Econometric theory
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
The review of economics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Closed-form multi-factor copula models with observation-driven dynamic factor loadings
Opschoor, Anne
;
Lucas, André
;
Barra, István
;
Dijk, …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1066-1079
Persistent link: https://www.econbiz.de/10012653226
Saved in:
2
Time-varying variance and skewness in realized volatility measures
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 827-840
Persistent link: https://www.econbiz.de/10014465151
Saved in:
3
Maximum likelihood estimation for score-driven models
Blasques, Francisco
;
Brummelen, Janneke van
;
Koopman, …
- In:
Journal of econometrics
227
(
2022
)
2
,
pp. 325-346
Persistent link: https://www.econbiz.de/10013442028
Saved in:
4
Observation-driven models for realized variances and overnight returns applied to value-at-risk and expected shortfall forecasting
Opschoor, Anne
;
Lucas, André
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 622-633
Persistent link: https://www.econbiz.de/10012792858
Saved in:
5
Nonlinear autoregressive models with optimality properties
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
- In:
Econometric reviews
39
(
2020
)
6
,
pp. 559-578
Persistent link: https://www.econbiz.de/10012195421
Saved in:
6
Fractional integration and fat tails for realized covariance kernels
Opschoor, Anne
;
Lucas, André
- In:
Journal of financial econometrics
17
(
2019
)
1
,
pp. 66-90
Persistent link: https://www.econbiz.de/10012054426
Saved in:
7
A stochastic recurrence equations approach for score driven correlation models
Blasques, Francisco
;
Lucas, André
;
Silde, Erkki
- In:
Econometric reviews
37
(
2018
)
1/5
,
pp. 166-181
Persistent link: https://www.econbiz.de/10012038166
Saved in:
8
Testing for parameter instability across different modeling frameworks
Calvori, Francesco
;
Creal, Drew
;
Koopman, Siem Jan
; …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 223-246
Persistent link: https://www.econbiz.de/10011987424
Saved in:
9
Predicting time-varying parameters with parameter-driven and observation-driven models
Koopman, Siem Jan
;
Lucas, André
;
Scharth, Marcel
- In:
The review of economics and statistics
98
(
2016
)
1
,
pp. 97-110
Persistent link: https://www.econbiz.de/10011477094
Saved in:
10
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Blasques, Francisco
;
Koopman, Siem Jan
;
Łasak, Katarzyna
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 875-887
Persistent link: https://www.econbiz.de/10011621857
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->