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:"Zeitreihenanalyse"
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 univariate MT-STAR model a...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Theorie
109
Theory
109
Time series analysis
61
Bayes-Statistik
51
Bayesian inference
50
Markov chain
39
Markov-Kette
39
Prognoseverfahren
37
Estimation theory
35
Modellierung
35
Schätztheorie
34
Forecasting model
33
Scientific modelling
33
Financial crisis
32
Finanzkrise
32
Portfolio selection
31
Portfolio-Management
31
Schätzung
26
Estimation
25
Euro area
24
USA
24
Risk measure
23
United States
23
Volatility
23
Eurozone
22
Risikomaß
22
Risk
21
Volatilität
21
Welt
21
World
21
ARCH-Modell
20
Business cycle
20
Statistische Verteilung
20
Systemic risk
20
VAR model
20
VAR-Modell
20
ARCH model
19
Markov-switching
19
Risiko
19
more ...
less ...
Online availability
All
Free
27
Undetermined
6
Type of publication
All
Book / Working Paper
42
Article
21
Type of publication (narrower categories)
All
Working Paper
31
Arbeitspapier
29
Graue Literatur
28
Non-commercial literature
28
Article in journal
16
Aufsatz in Zeitschrift
16
Amtsdruckschrift
10
Government document
10
Aufsatz im Buch
5
Book section
5
Conference paper
1
Konferenzbeitrag
1
Lehrbuch
1
Textbook
1
more ...
less ...
Language
All
English
61
French
2
Author
All
Billio, Monica
35
Guégan, Dominique
30
Casarin, Roberto
22
Ravazzolo, Francesco
14
Ferrara, Laurent
9
Dijk, Herman K. van
6
van Dijk, H. K.
5
Cavicchioli, Maddalena
4
Ahelegbey, Daniel Felix
3
Iacopini, Matteo
3
Ielpo, Florian
3
Anas, Jacques
2
Chorro, Christophe
2
Lo Duca, Marco
2
van Dijk, Herman K.
2
Addo, Peter Martey
1
Agudze, Komula Mawulom
1
Bisaglia, Luisa
1
Borgard, F.
1
Chauveau, Thierry
1
Damon, J.
1
De Luca, Giovanni
1
Di Sanzo, Silvestro
1
Di Sanzo, Silvio
1
Donadelli, Michael
1
Dufrénot, Gilles
1
Ferrara, Luigi
1
Hassani, Bertrand
1
Hassani, Bertrand K.
1
Hili, O.
1
Kaufmann, Sylvia
1
Li, Kehan
1
Lisi, Francesco
1
Livieri, G.
1
Mazzi, Gian Luigi
1
Mercier, Ludovic
1
Mercier, Léon É.
1
Monfort, Alain
1
Ngatchou Wandji, J.
1
Nguyen, Jean-Marc
1
more ...
less ...
Published in...
All
Série des documents de travail / Centre de Recherche en Économie et Statistique
10
Working papers
10
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
8
Discussion paper / Tinbergen Institute
4
Tinbergen Institute Discussion Paper
4
University Ca' Foscari of Venice, Dept. of Economics Research Paper Series
3
Brussels economic review
2
Growth and cycle in the Euro-zone
2
Journal of forecasting
2
Applied economics
1
Applied financial economics
1
CAMP working paper series
1
CREATES research paper
1
Developments in forecast combination and portfolio choice
1
Document de travail
1
Finance research letters
1
Journal of applied econometrics
1
Journal of business cycle measurement and analysis : a joint publication of OECD and CIRET
1
Journal of econometrics
1
Les notes d'études et de recherche : NER
1
Mathematical and statistical methods for actuarial sciences and finance : MAF 2016
1
Nonlinear modeling of economic and financial time-series
1
Norges Bank Working Paper
1
Revue de statistique appliquée
1
Rivista italiana degli economisti : the journal of the Italian Economic Association
1
Springer eBook Collection / Business and Economics
1
SpringerLink / Bücher
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The European journal of finance
1
The North American journal of economics and finance : a journal of financial economics studies
1
The journal of operational risk
1
Tinbergen Institute Discussion Paper 12-118/III
1
Working paper / Norges Bank
1
more ...
less ...
Source
All
ECONIS (ZBW)
61
EconStor
2
Showing
1
-
10
of
63
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonlinear dynamics and recurrence plots for detecting financial crisis
Addo, Peter Martey
;
Billio, Monica
;
Guégan, Dominique
- In:
The North American journal of economics and finance : a …
26
(
2013
),
pp. 416-435
Persistent link: https://www.econbiz.de/10010367574
Saved in:
2
Evaluation of regime switching models for real-time business cycle analysis of the euro area
Billio, Monica
;
Ferrara, Laurent
;
Guégan, Dominique
; …
- In:
Journal of forecasting
32
(
2013
)
7
,
pp. 577-586
Persistent link: https://www.econbiz.de/10010202176
Saved in:
3
A meta-distribution for non-stationary samples
Guégan, Dominique
-
2009
Persistent link: https://www.econbiz.de/10003849558
Saved in:
4
Effect of noise filtering on predictions : on the routes of chaos
Guégan, Dominique
- In:
Brussels economic review
53
(
2010
)
2
,
pp. 255-272
Persistent link: https://www.econbiz.de/10009241074
Saved in:
5
Minimum Hellinger distance estimates for general bilinear time series models
Hili, O.
;
Guégan, Dominique
-
1993
Persistent link: https://www.econbiz.de/10000879083
Saved in:
6
Prediction in chaotic time series : methods and comparisons using simulations
Guégan, Dominique
;
Mercier, Ludovic
-
1996
Persistent link: https://www.econbiz.de/10000936719
Saved in:
7
Predictive dimension : an alternative definition of the embedding dimension
Guégan, Dominique
;
Lisi, Francesco
-
1997
Persistent link: https://www.econbiz.de/10000980457
Saved in:
8
Prediction of chaotic time series in the presence of measurement error : the importance of initial conditions
Guégan, Dominique
;
Tschernig, Rolf
-
1998
Persistent link: https://www.econbiz.de/10000984196
Saved in:
9
The multivariate threshold model : an alternative to detect breaks and hidden cycles on real data
Guégan, Dominique
;
Nguyen, Jean-Marc
-
1998
Persistent link: https://www.econbiz.de/10000996740
Saved in:
10
Analyse d'intervention et prévisions : problématique et application à des données de la RATP
Ferrara, Luigi
;
Guégan, Dominique
-
1998
Persistent link: https://www.econbiz.de/10000996774
Saved in:
1
2
3
4
5
6
7
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
