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Time series analysis
Theorie
181
Theory
181
Zeitreihenanalyse
110
Volatility
105
Volatilität
102
Forecasting model
85
Prognoseverfahren
85
Estimation
79
Schätzung
79
USA
73
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72
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71
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70
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64
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64
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61
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52
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50
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50
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42
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33
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31
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31
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29
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28
Hedging
27
Option pricing theory
26
Optionspreistheorie
26
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25
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25
Aktienmarkt
24
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Free
34
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69
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41
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21
Graue Literatur
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5
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English
109
German
1
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Engle, Robert F.
78
Patton, Andrew J.
32
Bollerslev, Tim
10
Granger, C. W. J.
9
Russell, Jeffrey R.
9
Issler, João Victor
6
Teräsvirta, Timo
5
Hylleberg, Svend
4
Nelson, Daniel B.
4
Ng, Victor K.
4
Quaedvlieg, Rogier
4
Ramadorai, Tarun
4
Coulson, N. Edward
3
Kane, Alex
3
Kozicki, Sharon
3
Li, Jia
3
Vahid, Farshid
3
Barendse, Sander
2
Brown, Scott J.
2
Conrad, Christian
2
Ding, Zhuanxin
2
Hong, Che-Hsiung
2
Itō, Takatoshi
2
Lee, Gary G. J.
2
Medeiros, Marcelo C.
2
Oh, Dong Hwan
2
Sheppard, Kevin
2
Susmel, Raul
2
Watson, Mark W.
2
Bewley, Ronald A.
1
Brown, Scott James
1
Chen, Xiaohong
1
Cipollini, Fabrizio
1
Colacito, Riccardo
1
De Lira Salvatierra, Irving Arturo
1
Ding, Yi
1
Engle, Roger F.
1
Fan, Yanqin
1
Gallo, Giampiero M.
1
González-Rivera, Gloria
1
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National Bureau of Economic Research
8
Computer Research Centre for Economics and Management Science, National Bureau of Economic Research, inc.
1
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1
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1
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Discussion paper / Department of Economics, University of California San Diego
18
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Journal of econometrics
7
NBER working paper series
7
Working paper / National Bureau of Economic Research, Inc.
7
NBER Working Paper
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Advanced texts in econometrics
3
Discussion paper series / LSE Financial Markets Group
2
ERID working paper
2
Journal of applied econometrics
2
Journal of empirical finance
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
The journal of finance : the journal of the American Finance Association
2
Advances in futures and options research : a research annual
1
Department of Economics discussion paper series / University of Oxford
1
Discussion paper / Centre for Economic Policy Research
1
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1
Discussion paper series / Harvard Institute of Economic Research
1
Economic Research Initiatives at Duke (ERID) Working Paper
1
Essays in nonlinear time series econometrics
1
HKUST Business School Research Paper
1
Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 4
1
Handbook of economic forecasting ; Volume 2B
1
Handbook of financial time series
1
IAM paper
1
Journal of economic literature
1
Journal of international money and finance
1
Journal of monetary economics
1
Journal of money, credit and banking : JMCB
1
Model reliability
1
NBER technical working paper series
1
NYU Stern School of Business
1
Oxford bulletin of economics and statistics
1
Revista brasileira de economia : RBE ; revista da Escola de Pós-Graduação em Economia da Fundação Getúlio Vargas
1
SSE EFI working paper series in economics and finance
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The econometrics of economic policy
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1
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ECONIS (ZBW)
110
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Estimation of multivariate models for time series of possibly different lengths
Patton, Andrew J.
- In:
Journal of applied econometrics
21
(
2006
)
2
,
pp. 147-173
Persistent link: https://www.econbiz.de/10003310036
Saved in:
2
Copula-based models for financial time series
Patton, Andrew J.
- In:
Handbook of financial time series
,
(pp. 767-785)
.
2009
Persistent link: https://www.econbiz.de/10003834225
Saved in:
3
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
4
Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
(
2003
)
12
,
pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
Saved in:
5
Common factors in conditional distributions for bivariate time series
Granger, C. W. J.
;
Teräsvirta, Timo
;
Patton, Andrew J.
- In:
Journal of econometrics
132
(
2006
)
1
,
pp. 43-57
Persistent link: https://www.econbiz.de/10003320239
Saved in:
6
On the dynamics of hedge fund risk exposures
Patton, Andrew J.
;
Ramadorai, Tarun
-
2010
Persistent link: https://www.econbiz.de/10003969312
Saved in:
7
On the high-frequency dynamics of hedge fund risk exposures
Patton, Andrew J.
;
Ramadorai, Tarun
- In:
The journal of finance : the journal of the American …
68
(
2013
)
2
,
pp. 597-635
Persistent link: https://www.econbiz.de/10009730850
Saved in:
8
Asymptotic inference about predictive accuracy using high frequency data
Li, Jia
;
Patton, Andrew J.
-
2013
Persistent link: https://www.econbiz.de/10010231970
Saved in:
9
Dynamic copula models and high frequency data
De Lira Salvatierra, Irving Arturo
;
Patton, Andrew J.
- In:
Journal of empirical finance
30
(
2015
),
pp. 120-135
Persistent link: https://www.econbiz.de/10011489292
Saved in:
10
Copula methods for forecasting multivariate time series
Patton, Andrew J.
-
2013
Persistent link: https://www.econbiz.de/10011507033
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