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Zeitreihenanalyse
Theorie
249
Theory
247
Time series analysis
138
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128
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128
Volatility
125
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120
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22
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English
136
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Engle, Robert F.
77
Ghysels, Eric
61
Granger, C. W. J.
9
Russell, Jeffrey R.
9
Bollerslev, Tim
7
Issler, João Victor
6
Andreou, Elena
5
Hylleberg, Svend
4
Idier, Julien
4
Manganelli, Simone
4
Miller, J. Isaac
4
Nelson, Daniel B.
4
Ng, Victor K.
4
Vergote, Olivier
4
Babii, Andrii
3
Canova, Fabio
3
Coulson, N. Edward
3
Gagliardini, Patrick
3
Hill, Jonathan B.
3
Kane, Alex
3
Kourtellos, Andros
3
Kozicki, Sharon
3
Lee, Hahn-shik
3
Meng, Jinghan
3
Motegi, Kaiji
3
Siklos, Pierre L.
3
Siwasarit, Wasin
3
Striaukas, Jonas
3
Vahid, Farshid
3
Wang, Fangfang
3
Ball, Ryan T.
2
Bell, William R.
2
Brown, Scott J.
2
Colacito, Ric
2
Colacito, Riccardo
2
Conrad, Christian
2
Ding, Zhuanxin
2
Gouriéroux, Christian
2
Hong, Che-Hsiung
2
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8
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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
16
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
13
NBER working paper series
7
Working paper / National Bureau of Economic Research, Inc.
7
NBER Working Paper
6
Journal of econometrics
5
Discussion paper / Centre for Economic Policy Research
4
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
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Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
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Working paper series / Department of Economics, University of Missouri-Columbia
2
Advances in futures and options research : a research annual
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Discussion paper / Institute for Empirical Macroeconomics
1
Discussion paper series / Harvard Institute of Economic Research
1
ECB Working Paper
1
Econometric Research Program research memorandum
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in honor of Peter C. B. Phillips
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 ; 1
1
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1
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1
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Journal of international money and finance
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ECONIS (ZBW)
138
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1
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138
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1
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:
2
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:
3
A time series model with periodic stochastic regime switching
Ghysels, Eric
-
1993
Persistent link: https://www.econbiz.de/10000865918
Saved in:
4
Seasonal extraction in the presence of feedback
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
5
(
1987
)
2
,
pp. 191-194
Persistent link: https://www.econbiz.de/10003559445
Saved in:
5
Time-series model with periodic stochastic regime switching: Part 1 : Theory
Ghysels, Eric
- In:
Macroeconomic dynamics
4
(
2000
)
4
,
pp. 467-486
Persistent link: https://www.econbiz.de/10001548619
Saved in:
6
Some econometric recipes for high-frequency data cooking
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 154-163
Persistent link: https://www.econbiz.de/10001469563
Saved in:
7
L'analyse économétrique et la saisonnalité
Ghysels, Eric
- In:
L' Actualité économique : revue trimest.
70
(
1994
)
1
,
pp. 43-62
Persistent link: https://www.econbiz.de/10001164056
Saved in:
8
Unit-root tests and the statistical pitfalls of seasonal adjustment : the case of US postwar real gross national product
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
8
(
1990
)
2
,
pp. 145-152
Persistent link: https://www.econbiz.de/10001086822
Saved in:
9
Seasonal adjustment and other data transformations
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
4
,
pp. 410-418
Persistent link: https://www.econbiz.de/10001227133
Saved in:
10
Macroeconomics and the reality of mixed frequency data
Ghysels, Eric
- In:
Journal of econometrics
193
(
2016
)
2
,
pp. 294-314
Persistent link: https://www.econbiz.de/10011704951
Saved in:
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