//--> //--> //--> //-->
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:"Journal of empirical 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
International trade and open a...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
421
Theory
421
Capital income
115
Kapitaleinkommen
115
Estimation
100
Schätzung
100
Portfolio selection
94
Portfolio-Management
94
Volatility
81
Volatilität
81
Börsenkurs
79
Share price
79
CAPM
76
Forecasting model
74
Prognoseverfahren
74
ARCH model
52
ARCH-Modell
52
Zeitreihenanalyse
52
Risiko
41
Risk
41
USA
39
United States
39
Risikomaß
35
Risk measure
35
Risk premium
31
Risikoprämie
30
Yield curve
30
Zinsstruktur
30
Exchange rate
27
Wechselkurs
27
Statistical distribution
25
Statistische Verteilung
25
Aktienmarkt
24
Stock market
24
Stochastic process
22
Stochastischer Prozess
22
Risikomanagement
21
Risk management
21
Anlageverhalten
20
more ...
less ...
Online availability
All
Undetermined
29
Type of publication
All
Article
52
Type of publication (narrower categories)
All
Article in journal
51
Aufsatz in Zeitschrift
51
Language
All
English
52
Author
All
Kim, Chang-Jin
2
Nelson, Charles R.
2
Phillips, Peter C. B.
2
Taylor, Robert
2
Arakelian, V.
1
Astill, Sam
1
Ball, Clifford A.
1
Bee, Marco
1
Bernardi, Mauro
1
Boudt, Kris
1
Broze, Laurence
1
Cai, Lili
1
Campbell, John Y.
1
Catania, Leopoldo
1
Cerrato, Mario
1
Chen Zhou
1
Crosby, John
1
Croux, Christophe
1
Dark, Jonathan
1
Davidson, James E. H.
1
Degiannakis, Stavros
1
Dendramis, Yiannis
1
Diewald, Laszlo
1
Doshi, Hitesh
1
Dupuis, Debbie J.
1
Fang, Tong
1
Faria, Gonçalo
1
Filis, George
1
Frey, Rüdiger
1
Ghose, Devajyoti
1
Giovannelli, Alessandro
1
Golosnoy, Vasyl
1
Gribisch, Bastian
1
Harvey, David I.
1
Hassani, Hossein
1
Hiemstra, Craig
1
Ho, Kin-Yip
1
Hotta, Luiz K.
1
Jacobs, Kris
1
Jacobsen, Ben
1
more ...
less ...
Published in...
All
Journal of empirical finance
Journal of econometrics
326
International journal of forecasting
316
Economics letters
277
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
239
Journal of forecasting
223
Econometric theory
190
Discussion paper / Tinbergen Institute
170
Econometric reviews
132
Economic modelling
112
Applied economics
103
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
96
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Journal of applied econometrics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Computational economics
77
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Working paper
74
CREATES research paper
71
Applied economics letters
69
Journal of economic dynamics & control
67
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER Working Paper
57
Energy economics
56
Cowles Foundation discussion paper
55
Working paper / National Bureau of Economic Research, Inc.
55
Oxford bulletin of economics and statistics
53
NBER working paper series
52
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
CESifo working papers
48
European journal of operational research : EJOR
47
The econometrics journal
47
Finance research letters
46
Discussion papers of interdisciplinary research project 373
45
SFB 649 discussion paper
45
EUI working paper / ECO
44
Econometrics : open access journal
42
Discussion paper / Center for Economic Research, Tilburg University
41
The review of economics and statistics
41
more ...
less ...
Source
All
ECONIS (ZBW)
52
Showing
1
-
10
of
52
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Long memory and nonlinearity in conditional variances : a smooth transition FIGARCH model
Kiliç, Rehim
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 368-378
Persistent link: https://www.econbiz.de/10009301107
Saved in:
2
Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 353-367
Persistent link: https://www.econbiz.de/10009301110
Saved in:
3
In- and out-of-sample specification analysis of spot rate models : further evidence for the period 1982 - 2008
Cai, Lili
;
Swanson, Norman R.
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 743-764
Persistent link: https://www.econbiz.de/10009306528
Saved in:
4
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
5
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
6
Long memory and tail dependence in trading volume and volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
- In:
Journal of empirical finance
22
(
2013
),
pp. 94-112
Persistent link: https://www.econbiz.de/10009768422
Saved in:
7
Fractal market time
McCulloch, James
- In:
Journal of empirical finance
19
(
2012
)
5
,
pp. 686-701
Persistent link: https://www.econbiz.de/10009700607
Saved in:
8
Market proxies as factors in linear asset pricing models : still living with the roll critique
Prono, Todd
- In:
Journal of empirical finance
31
(
2015
),
pp. 36-53
Persistent link: https://www.econbiz.de/10011489332
Saved in:
9
Time-variations in commodity price jumps
Diewald, Laszlo
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of empirical finance
31
(
2015
),
pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
Saved in:
10
On the intraday periodicity duration adjustment of high-frequency data
Wu, Zhengxiao
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 282-291
Persistent link: https://www.econbiz.de/10009615704
Saved in:
1
2
3
4
5
6
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->