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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Australia
76
Australien
74
Theorie
59
Theory
59
Börsenkurs
54
Estimation
54
Schätzung
54
Share price
54
Volatility
45
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42
Volatilität
42
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40
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39
USA
34
Estimation theory
33
Schätztheorie
33
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33
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32
World
32
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31
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31
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30
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28
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27
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23
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23
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23
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23
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23
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23
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22
ARCH-Modell
22
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22
Arbeitsmobilität
21
Labour mobility
21
Nichtparametrisches Verfahren
20
Nonparametric statistics
20
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Free
24
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11
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Book / Working Paper
23
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Arbeitspapier
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Graue Literatur
22
Non-commercial literature
22
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Article in journal
18
Aufsatz in Zeitschrift
18
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1
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English
42
Author
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Allen, David E.
33
McAleer, Michael
22
Singh, Abhay Kumar
11
Peiris, Shelton
9
Smith, Michael S.
9
Powell, Robert
5
Chang, Chia-Lin
3
Gao, Jiti
3
Singh, Abhay K.
3
Asai, Manabu
2
Lazarov, Zdravetz N.
2
Thavaneswaran, A.
2
Wongsaart, Pipat
2
Yang, Wenling
2
Chan, Jennifer So-kuen
1
Cottet, Remy
1
Gerlach, Richard
1
Jeyasreedharan, Nagaratnam
1
Kauermann, Göran
1
Klein, Nadja
1
Kohn, Robert
1
Kok Haur Ng
1
Kooi Huat Ng
1
Loiza-Maya, Ruben
1
Maneesoonthorn, Worapree
1
McDonald, Garry A.
1
Mellor, Robert
1
Mestekemper, Thomas
1
Nott, David J.
1
Peiris, S.
1
Saart, Patrick W.
1
Scharth, Marcel
1
Setiawan, H.
1
Shelton, Peiris
1
Shively, Thomas S.
1
Singh, Abhay K
1
Vahey, Shaun P.
1
Wong, Chi-ming
1
Yatigammana, Rasika
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School of Accounting, Finance and Economics <Perth, Western Australia>
2
School of Finance and Business Economics <Perth, Western Australia>
1
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Discussion paper / Tinbergen Institute
7
Econometric Institute research papers
7
School of Accounting, Finance and Economics & FEMARC working paper series
7
Applied economics
3
International journal of forecasting
3
Risks : open access journal
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Advances in Pacific Basin financial markets
1
Annals of financial economics
1
Econometric reviews
1
Energy economics
1
Journal of applied econometrics
1
Journal of time series econometrics
1
Stock market volatility
1
The North American journal of economics and finance : a journal of financial economics studies
1
Working paper series
1
Working papers / The University of Sydney, School of Economics and Political Science, Discipline of Econometrics and Business Statistics, Faculty of Economics and Business
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ECONIS (ZBW)
42
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1
Estimation of a longitudinal multivariate stochastic volatility model for the analysis of intra-day electricity prices
Smith, Michael S.
(
contributor
);
Cottet, Remy
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003301799
Saved in:
2
A comparison of periodic autoregressive and dynamic factor models in intraday energy demand forecasting
Mestekemper, Thomas
;
Kauermann, Göran
;
Smith, Michael S.
- In:
International journal of forecasting
29
(
2013
)
1
,
pp. 1-12
Persistent link: https://www.econbiz.de/10009706183
Saved in:
3
Copula modelling of dependence in multivariate time series
Smith, Michael S.
- In:
International journal of forecasting
31
(
2015
)
3
,
pp. 815-833
Persistent link: https://www.econbiz.de/10011474586
Saved in:
4
Additive nonparametric regression for time series
Smith, Michael S.
;
Wong, Chi-ming
;
Kohn, Robert
-
1996
Persistent link: https://www.econbiz.de/10000947881
Saved in:
5
Real-time macroeconomic forecasting with a heteroscedastic inversion copula
Loiza-Maya, Ruben
;
Smith, Michael S.
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
2
,
pp. 470-486
Persistent link: https://www.econbiz.de/10012262488
Saved in:
6
Asymmetric forecast densities for U.S. macroeconomic variables from a Gaussian copula model of cross-sectional and serial dependence
Smith, Michael S.
;
Vahey, Shaun P.
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
3
,
pp. 416-434
Persistent link: https://www.econbiz.de/10011691656
Saved in:
7
Inversion copulas from nonlinear state space models with an application to inflation forecasting
Smith, Michael S.
;
Maneesoonthorn, Worapree
- In:
International journal of forecasting
34
(
2018
)
3
,
pp. 389-407
Persistent link: https://www.econbiz.de/10012030987
Saved in:
8
Econometric modeling of regional electricity spot prices in the Australian market
Smith, Michael S.
;
Shively, Thomas S.
- In:
Energy economics
74
(
2018
),
pp. 886-903
Persistent link: https://www.econbiz.de/10011972998
Saved in:
9
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices
Klein, Nadja
;
Smith, Michael S.
;
Nott, David J.
- In:
Journal of applied econometrics
38
(
2023
)
4
,
pp. 493-511
Persistent link: https://www.econbiz.de/10014288014
Saved in:
10
The third generation ACD model : a semiparametric approach
Wongsaart, Pipat
(
contributor
);
Gao, Jiti
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003760021
Saved in:
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