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~subject:"Nichtparametrisches Verfahren"
~subject:"Statistical theory"
~subject:"Stochastic process"
~type_genre:"Article in journal"
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Search: subject_exact:"Zeitreihenzerlegung"
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Nichtparametrisches Verfahren
Statistical theory
Stochastic process
Zeitreihenanalyse
13,539
Time series analysis
13,538
Theorie
5,609
Theory
5,609
Forecasting model
2,924
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2,924
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2,906
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2,901
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2,394
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1,761
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1,085
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835
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742
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1,173
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Phillips, Peter C. B.
26
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18
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14
Gao, Jiti
13
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12
Yu, Jun
12
Gil-Alaña, Luis A.
11
McAleer, Michael
11
Perron, Pierre
11
Chan, Joshua
10
Todorov, Viktor
10
Li, Jia
9
Vogelsang, Timothy J.
8
Asai, Manabu
7
Chen, Xiaohong
7
Hong, Yongmiao
7
Park, Joon Y.
7
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7
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6
Cai, Zongwu
6
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6
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6
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6
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6
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6
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6
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6
Xiao, Zhijie
6
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5
Cross, Jamie
5
Hsiao, Cheng
5
Koop, Gary
5
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5
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5
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5
Ullah, Aman
5
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4
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4
Boubaker, Heni
4
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4
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Journal of econometrics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric reviews
54
Econometric theory
53
Economics letters
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
International journal of forecasting
30
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
28
Computational economics
24
Economic modelling
24
Journal of forecasting
23
Journal of the American Statistical Association : JASA
20
The econometrics journal
20
Econometrics : open access journal
18
Energy economics
16
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
15
Journal of risk and financial management : JRFM
15
Journal of economic dynamics & control
14
Journal of empirical finance
14
Applied economics letters
13
European journal of operational research : EJOR
12
Quantitative finance
12
Journal of applied econometrics
11
Journal of banking & finance
10
Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
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9
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9
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8
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8
International journal of theoretical and applied finance
7
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7
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7
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6
International journal of production research
6
International review of financial analysis
6
Oxford bulletin of economics and statistics
6
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6
Applied financial economics
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Finance research letters
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ECONIS (ZBW)
1,181
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51
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51
Asymptotics for volatility derivatives in multi-factor rough volatility models
Lacombe, Chloe
;
Muguruza, Aitor
;
Stone, Henry
- In:
Mathematics and financial economics
15
(
2021
)
3
,
pp. 545-577
Persistent link: https://www.econbiz.de/10012586188
Saved in:
52
Bettors' reaction to match dynamics : evidence from in-game betting
Michels, Rouven
;
Ötting, Marius
;
Langrock, Roland
- In:
European journal of operational research : EJOR
310
(
2023
)
3
,
pp. 1118-1127
Persistent link: https://www.econbiz.de/10014471117
Saved in:
53
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:
54
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
55
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
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56
A new generalized exponentially weighted moving average quantile model and its statistical inference
Zhu, Ke
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-25
Persistent link: https://www.econbiz.de/10014471471
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57
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
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58
Exchange rate volatility and intraday jump probability with periodicity filters using a local robust variance
Yi, Chae-Deug
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014472978
Saved in:
59
Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures
Hartkopf, Jan Patrick
;
Reh, Laura
- In:
Finance research letters
56
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014473708
Saved in:
60
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
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