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~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Graue Literatur"
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Search: subject_exact:"Autocovariance"
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Zeitreihenanalyse
Autocorrelation
2,083
Autokorrelation
2,083
Theorie
820
Theory
820
Time series analysis
603
Estimation theory
571
Schätztheorie
571
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431
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431
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261
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261
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250
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250
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195
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175
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175
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168
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168
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166
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166
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138
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137
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133
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133
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126
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126
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116
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411
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192
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185
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185
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7
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Teräsvirta, Timo
21
Koopman, Siem Jan
14
Phillips, Peter C. B.
13
Blasques, Francisco
10
Lucas, André
10
Medeiros, Marcelo C.
10
Franses, Philip Hans
8
Lanne, Markku
8
Dijk, Dick van
7
Saikkonen, Pentti
7
Abadir, Karim Maher
6
He, Changli
6
Kang, Jian
6
Krolzig, Hans-Martin
6
Psaradakis, Zacharias G.
6
Rahbek, Anders
6
Talmain, Gabriel
6
Taylor, Robert
6
Bec, Frédérique
5
Bohn Nielsen, Heino
5
Clements, Michael P.
5
Dufour, Jean-Marie
5
Kapetanios, George
5
Luoto, Jani
5
Lütkepohl, Helmut
5
Pesaran, M. Hashem
5
Sola, Martin
5
Sun, Yixiao
5
Timmermann, Allan
5
Artis, Michael J.
4
Cavaliere, Giuseppe
4
Diebold, Francis X.
4
Dueker, Michael
4
Gupta, Rangan
4
Johansen, Søren
4
Leybourne, Stephen James
4
Magdalinos, Tassos
4
Pick, Andreas
4
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4
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4
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4
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
3
London School of Economics and Political Science
2
Centre for Analytical Finance <Århus>
1
Christian-Albrechts-Universität zu Kiel
1
Econometrisch Instituut <Rotterdam>
1
European University Institute / Department of Law
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Queen Mary College / Department of Economics
1
Suntory-Toyota International Centre for Economics and Related Disciplines
1
The Wharton Financial Institutions Center
1
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Journal of econometrics
37
Economics letters
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
Econometric reviews
19
Discussion paper / Tinbergen Institute
17
International journal of forecasting
17
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
17
Econometric theory
15
Journal of forecasting
13
Applied economics letters
11
CREATES research paper
9
Energy economics
9
Cowles Foundation discussion paper
8
The econometrics journal
8
Applied economics
6
CESifo working papers
6
Journal of applied econometrics
6
Journal of empirical finance
6
Working paper / Department of Econometrics and Business Statistics, Monash University
6
Discussion papers / Helsinki Center of Economic Research : discussion paper
5
Economic modelling
5
SSE EFI working paper series in economics and finance
5
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5
Cambridge working papers in economics
4
Discussion papers in economics
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Econometrics : open access journal
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Finance research letters
4
International journal of economics and financial issues : IJEFI
4
International review of financial analysis
4
Journal of financial econometrics
4
Oxford bulletin of economics and statistics
4
Quantitative finance
4
The empirical economics letters : a monthly international journal of economics
4
CBN journal of applied statistics
3
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
3
CORE discussion paper : DP
3
Computational economics
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ECONIS (ZBW)
603
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81
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81
Quantile double autoregression
Zhu, Qianqian
;
Li, Guodong
- In:
Econometric theory
38
(
2022
)
4
,
pp. 793-839
Persistent link: https://www.econbiz.de/10013366929
Saved in:
82
Forecasting the oil price realized volatility : a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
83
Subgeometrically ergodic autoregressions
Meitz, Mika
;
Saikkonen, Pentti
- In:
Econometric theory
38
(
2022
)
5
,
pp. 959-985
Persistent link: https://www.econbiz.de/10013469687
Saved in:
84
Income thresholds in the remittances-growth association? : a case study of Fiji
Kumar, Nikeel Nishkar
;
Patel, Arvind
- In:
Applied economics letters
29
(
2022
)
19
,
pp. 1815-1823
Persistent link: https://www.econbiz.de/10013412311
Saved in:
85
Are carry, momentum and value still there in currencies?
Hutchinson, Mark
;
Kyziropoulos, Panagiotis E.
;
O'Brien, John
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455045
Saved in:
86
Bayesian inference for unit root in smooth transition autoregressive models and its application to OECD countries
Jaiswal, Shivam
;
Chaturvedi, Anoop
;
Bhatti, Muhammad Ishaq
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 25-34
Persistent link: https://www.econbiz.de/10013334612
Saved in:
87
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
Seong, Dakyung
;
Cho, Jin Seo
;
Teräsvirta, Timo
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 966-984
Persistent link: https://www.econbiz.de/10013364922
Saved in:
88
Forecasting interval-valued crude oil prices using asymmetric interval models
Lu, Quanying
;
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2047-2061
Persistent link: https://www.econbiz.de/10013490921
Saved in:
89
Functional time series approach to analyzing asset returns co-movements
Saart, Patrick W.
;
Xia, Yingcun
- In:
Journal of econometrics
229
(
2022
)
1
,
pp. 127-151
Persistent link: https://www.econbiz.de/10013441838
Saved in:
90
Timing of tick size reduction : threshold and smooth transition model analysis
Maruyama, Hiroyuki
;
Tabata, Tomoaki
- In:
Finance research letters
45
(
2022
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014576141
Saved in:
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