//--> //--> //-->
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"
~subject:"Time series analysis"
~type_genre:"Fallstudie"
~type_genre:"Graue Literatur"
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
From correspondence analysis t...
Similar by subject
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Multivariate Analyse
9
Multivariate analysis
9
ARCH model
4
ARCH-Modell
4
Estimation theory
4
Schätztheorie
4
Volatility
3
Volatilität
3
Zeitreihenanalyse
3
Börsenkurs
2
Correlation
2
Estimation
2
Korrelation
2
Option pricing theory
2
Optionspreistheorie
2
Schätzung
2
Share price
2
VAR model
2
VAR-Modell
2
Aktienindex
1
Analysis of variance
1
Australia
1
Australien
1
Cointegration
1
Decomposition method
1
Dekompositionsverfahren
1
Deterministically varying correlation
1
Forecasting model
1
Innovation diffusion
1
Innovationsdiffusion
1
Kointegration
1
Markov chain
1
Markov-Kette
1
Martingal
1
Martingale
1
Nichtlineare Regression
1
Nonlinear regression
1
Option trading
1
Optionsgeschäft
1
more ...
less ...
Online availability
All
Free
3
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Fallstudie
Graue Literatur
Arbeitspapier
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
Silvennoinen, Annastiina
2
Teräsvirta, Timo
2
Christensen, Kim
1
Hall, Anthony D.
1
Jakobsen, Johan Stax
1
Kang, Jian
1
Podolskij, Mark
1
Vetter, Mathias
1
Wade, Glen
1
more ...
less ...
Published in...
All
CREATES research paper
Discussion paper / Tinbergen Institute
9
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
9
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
7
KBI
6
CESifo working papers
5
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
CAMA working paper series
4
CoFE discussion papers
4
Econometric Institute research papers
4
Working paper / Department of Econometrics and Business Statistics, Monash University
4
ECARES working paper
3
Economics and finance working paper series
3
Economics working paper
3
Ensaios econômicos
3
IWQW discussion paper series
3
SFB 649 discussion paper
3
Working papers
3
CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
2
CORE discussion paper : DP
2
Cowles Foundation discussion paper
2
Data science and service research discussion paper
2
Department of Economics discussion paper series / University of Oxford
2
Discussion paper
2
Discussion paper series
2
Discussion papers / Department of Economics, University of Copenhagen
2
Discussion papers / Deutsches Institut für Wirtschaftsforschung
2
Discussion papers of interdisciplinary research project 373
2
Economics / Discussion papers : the open-access, open-assessment e-journal
2
Finance and economics discussion series
2
GRIPS discussion papers
2
Working paper
2
Working paper series / European Central Bank
2
Working papers on finance
2
BEA working papers
1
CAMP working paper series
1
CC economics
1
CEMFI working paper
1
CIE working paper series
1
Cambridge working papers in economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On covariation estimation for multivariate continuous Itô semimartingales with noise in non-synchronous observation schemes
Christensen, Kim
;
Podolskij, Mark
;
Vetter, Mathias
-
2011
Persistent link: https://www.econbiz.de/10009413031
Saved in:
2
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
3
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->