//--> //--> //-->
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
~isPartOf:"CREATES research paper"
~isPartOf:"Journal of economics and finance"
~subject:"Time series analysis"
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
Finansų rinkų statistinis tyri...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Estimation
9
Schätzung
9
ARCH model
8
ARCH-Modell
8
Zeitreihenanalyse
8
GARCH
7
Volatility
7
Volatilität
7
Structural break
5
Strukturbruch
5
Aktienmarkt
3
Börsenkurs
3
Capital income
3
Estimation theory
3
Kapitaleinkommen
3
Mathematics
3
Mathematik
3
Schätztheorie
3
Share price
3
Stock market
3
USA
3
United States
3
Cointegration
2
EU countries
2
EU-Staaten
2
Finanzmathematik
2
Fractional integration
2
Interest rate
2
Kointegration
2
Mathematical finance
2
Oil price
2
Spillover effect
2
Spillover-Effekt
2
Spillovers
2
Theorie
2
Theory
2
Zins
2
conditional heteroskedasticity
2
fractional integration
2
more ...
less ...
Online availability
All
Free
4
Undetermined
4
Type of publication
All
Article
4
Book / Working Paper
4
Type of publication (narrower categories)
All
Arbeitspapier
4
Article in journal
4
Aufsatz in Zeitschrift
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Language
All
English
8
Author
All
Nielsen, Morten Ørregaard
4
Caporale, Guglielmo Maria
2
Gil-Alaña, Luis A.
2
Taylor, Robert
2
Anjum, Hassan
1
Balparda, Borja
1
Cavaliere, Giuseppe
1
Haulde, Javier
1
Iacone, Fabrizio
1
Makarenko, Inna
1
Murphy, Finbarr
1
Noël, Antoine L.
1
O'Brien, Fergal
1
Plastun, Alex
1
Shaw, Frances
1
more ...
less ...
Published in...
All
CREATES research paper
Journal of economics and finance
CESifo working papers
33
Applied economics
19
Economics and finance working paper series
19
Economics letters
14
Discussion papers / Deutsches Institut für Wirtschaftsforschung
13
Journal of econometrics
13
Discussion paper / Tinbergen Institute
12
Energy economics
10
Finance research letters
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of empirical finance
9
Applied economics letters
8
Econometric reviews
8
International journal of economics and finance
7
International journal of finance & economics : IJFE
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
6
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
International review of financial analysis
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of financial econometrics
5
Journal of financial econometrics : official journal of the Society for Financial Econometrics
5
Queen's Economics Department working paper
5
Research in international business and finance
5
CBN journal of applied statistics
4
Computational economics
4
Economic modelling
4
International journal of monetary economics and finance
4
International review of economics & finance : IREF
4
Journal of banking & finance
4
Journal of time series econometrics
4
Review of development finance
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The North American journal of economics and finance : a journal of financial economics studies
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Department of Economics working paper series
3
Eastern economic journal
3
Econometrics : open access journal
3
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
3
more ...
less ...
Source
All
ECONIS (ZBW)
8
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
To infinity and beyond : efficient computation of ARCH(∞) models
Nielsen, Morten Ørregaard
;
Noël, Antoine L.
-
2020
Persistent link: https://www.econbiz.de/10012318239
Saved in:
2
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
3
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
- In:
Journal of economics and finance
41
(
2017
)
2
,
pp. 343-353
Persistent link: https://www.econbiz.de/10011795723
Saved in:
4
Semiparametric tests for the order of integration in the possible presence of level breaks
Iacone, Fabrizio
;
Nielsen, Morten Ørregaard
;
Taylor, Robert
-
2021
Persistent link: https://www.econbiz.de/10012434016
Saved in:
5
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
6
Long memory in the Ukrainian stock market and financial crises
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Journal of economics and finance
40
(
2016
)
2
,
pp. 235-257
Persistent link: https://www.econbiz.de/10011658783
Saved in:
7
Estimating volatility transmission between oil prices and the US Dollar exchange rate under structural breaks
Anjum, Hassan
- In:
Journal of economics and finance
43
(
2019
)
4
,
pp. 750-763
Persistent link: https://www.econbiz.de/10012385205
Saved in:
8
Interest rate dynamics and volatility transmission in the European short term interest rate market
Shaw, Frances
;
Murphy, Finbarr
;
O'Brien, Fergal
- In:
Journal of economics and finance
40
(
2016
)
4
,
pp. 754-772
Persistent link: https://www.econbiz.de/10011659069
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->