//--> //--> //--> //-->
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
~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
The robustness of modified uni...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
GARCH
2,449
ARCH-Modell
1,040
ARCH model
999
Volatility
829
Volatilität
750
Schätzung
491
Estimation
482
Börsenkurs
383
Share price
372
Theorie
341
Theory
312
Zeitreihenanalyse
306
Kapitaleinkommen
288
Capital income
285
Aktienmarkt
224
Stock market
223
Prognoseverfahren
222
Forecasting model
213
volatility
200
unit root tests
165
Schätztheorie
153
Estimation theory
149
Risk measure
148
Risikomaß
147
Exchange rate
132
Wechselkurs
129
Unit root tests
121
EGARCH
120
Unit root test
109
Einheitswurzeltest
107
Welt
99
World
95
Aktienindex
88
ARCH
87
Stock index
85
Financial crisis
81
Portfolio selection
81
Portfolio-Management
80
Cointegration
76
more ...
less ...
Online availability
All
Undetermined
140
Free
79
Type of publication
All
Article
229
Book / Working Paper
68
Type of publication (narrower categories)
All
Article in journal
224
Aufsatz in Zeitschrift
224
Graue Literatur
47
Non-commercial literature
47
Arbeitspapier
40
Working Paper
40
Hochschulschrift
14
Thesis
10
Aufsatz im Buch
4
Book section
4
Lehrbuch
2
Textbook
2
Bibliografie enthalten
1
Bibliography included
1
Collection of articles of several authors
1
Collection of articles written by one author
1
Konferenzschrift
1
Sammelwerk
1
Sammlung
1
more ...
less ...
Language
All
English
292
German
4
Spanish
1
Author
All
Lütkepohl, Helmut
9
Gupta, Rangan
6
Medeiros, Marcelo C.
5
Mittnik, Stefan
5
Schlaak, Thore
5
Ardia, David
4
Claessen, Holger
4
Mendes, Eduardo F.
4
Francq, Christian
3
Gil-Alaña, Luis A.
3
Kim, Jong-Min
3
Lee, Junsoo
3
Levendis, John D.
3
Malik, Farooq
3
McAleer, Michael
3
Milunovich, George
3
Netšunajev, Aleksei
3
Segnon, Mawuli
3
Shi, Yanlin
3
Walther, Thomas
3
Anjum, Hassan
2
Azar, Samih Antoine
2
Balparda, Borja
2
Barigozzi, Matteo
2
Beutner, Eric
2
Canepa, Alessandra
2
Caporale, Guglielmo Maria
2
Chan, Felix
2
Choo, Wei Chong
2
Chorro, Christophe
2
Chuffart, Thomas
2
Clark, Todd E.
2
Ding, Yashuang
2
Dufays, Arnaud
2
Engle, Robert F.
2
Guégan, Dominique
2
Hallin, Marc
2
Harvey, David I.
2
Hoogerheide, Lennart F.
2
Ielpo, Florian
2
more ...
less ...
Institution
All
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Published in...
All
Applied economics
10
Economics letters
10
Journal of econometrics
7
Journal of empirical finance
7
Discussion paper / Tinbergen Institute
6
Energy economics
6
Finance research letters
6
International journal of economics and finance
5
Applied economics letters
4
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
Econometric reviews
4
Econometrics : open access journal
4
Economic modelling
4
Journal of time series econometrics
4
The empirical economics letters : a monthly international journal of economics
4
Computational economics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
International journal of financial research
3
International review of financial analysis
3
Journal of economics and finance
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
3
Journal of mathematical finance
3
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
3
The North American journal of economics and finance : a journal of financial economics studies
3
CBN journal of applied statistics
2
CESifo working papers
2
CFS working paper series
2
Cambridge working papers in economics
2
Department of Economics working paper series
2
Economia aplicada : EA
2
Finmap working paper
2
Global business & economics review
2
Global business review
2
International Journal of Energy Economics and Policy : IJEEP
2
International Journal of Financial Markets and Derivatives : IJFMD
2
International Journal of Financial Studies : open access journal
2
International journal of computational economics and econometrics
2
International journal of computational economics and econometrics : IJCEE
2
International journal of finance & economics : IJFE
2
International journal of monetary economics and finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
296
BASE
1
Showing
1
-
10
of
297
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Finite-sample size distortion of the AESTAR unit root test :
GARCH
, corrected variance-covariance matrix estimators and adjusted critical values
Cook, Steven
- In:
Applied economics letters
23
(
2016
)
4/6
,
pp. 318-323
Persistent link: https://www.econbiz.de/10011430513
Saved in:
2
Bias correction of KPSS test with structural break for reducing of size distortion
Skrobotov, Anton
- In:
Journal of time series econometrics
6
(
2014
)
1
,
pp. 33-61
Persistent link: https://www.econbiz.de/10010225253
Saved in:
3
Wavelet energy ratio unit root tests
Trokić, Mirza
- In:
Econometric reviews
38
(
2019
)
1
,
pp. 69-94
Persistent link: https://www.econbiz.de/10012180698
Saved in:
4
Bootstrap model averaging unit root inference
Hansen, Bruce E.
;
Racine, Jeffrey
- In:
Essays in honor of Subal Kumbhakar
,
(pp. 81-98)
.
2024
Persistent link: https://www.econbiz.de/10014559143
Saved in:
5
Robust tests for a linear trend with an application to equity indices
Astill, Sam
;
Harvey, David I.
;
Leybourne, Stephen James
; …
- In:
Journal of empirical finance
29
(
2014
),
pp. 168-185
Persistent link: https://www.econbiz.de/10011300487
Saved in:
6
Current account sustainability in Latin America
Donoso Donoso, Vicente
;
Martín, Víctor
- In:
The journal of international trade & economic development
23
(
2014
)
5/6
,
pp. 735-753
Persistent link: https://www.econbiz.de/10011306478
Saved in:
7
Dynamics of Greece's unemployment rate : effect of the economic crisis and forecasting models
Katris, Christos
- In:
International journal of computational economics and …
5
(
2015
)
2
,
pp. 127-142
Persistent link: https://www.econbiz.de/10011342912
Saved in:
8
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527201
Saved in:
9
The post-war behavior of foreign exchange rates in Lebanon
Azar, Samih Antoine
- In:
The empirical economics letters : a monthly …
12
(
2013
)
9
,
pp. 1005-1010
Persistent link: https://www.econbiz.de/10010362317
Saved in:
10
Does convergence of incomes still exist among developed economies? : time series evidence in G7 countries
Solarin Sakiru Adebola
- In:
Theoretical and applied economics : GAER review
20
(
2013
)
12
,
pp. 57-66
Persistent link: https://www.econbiz.de/10010233248
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->