Journal of Time Series Analysis
Latest Publications

TOTAL DOCUMENTS

1812

(FIVE YEARS 181)

H-INDEX

74

(FIVE YEARS 2)

Published By Wiley (Blackwell Publishing)

1467-9892, 0143-9782

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

A new non‐parametric cross‐spectrum estimator

Journal of Time Series Analysis ◽

10.1111/jtsa.12639 ◽

2021 ◽

Author(s):

Evangelos E. Ioannidis

Keyword(s):

Cross Spectrum ◽

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Permutation Testing for Dependence in Time Series

Journal of Time Series Analysis ◽

10.1111/jtsa.12638 ◽

2021 ◽

Author(s):

Joseph P. Romano ◽

Marius A. Tirlea

Keyword(s):

Time Series ◽

Permutation Testing

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Issue Information

Journal of Time Series Analysis ◽

10.1111/jtsa.12596 ◽

2021 ◽

Vol 43 (1) ◽

pp. 1-2

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Asymptotic Independence ex machina – Extreme Value Theory for the Diagonal SRE Model

Journal of Time Series Analysis ◽

10.1111/jtsa.12637 ◽

2021 ◽

Author(s):

Sebastian Mentemeier ◽

Olivier Wintenberger

Keyword(s):

Extreme Value Theory ◽

Value Theory ◽

Extreme Value ◽

Asymptotic Independence

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Estimation and inference in adaptive learning models with slowly decreasing gains

Journal of Time Series Analysis ◽

10.1111/jtsa.12636 ◽

2021 ◽

Author(s):

Alexander Mayer

Keyword(s):

Adaptive Learning ◽

Learning Models

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Rank Test of Unit‐Root Hypothesis with AR‐GARCH Errors

Journal of Time Series Analysis ◽

10.1111/jtsa.12635 ◽

2021 ◽

Author(s):

Guili Liao ◽

Qimeng Liu ◽

Rongmao Zhang ◽

Shifang Zhang

Keyword(s):

Unit Root ◽

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Testing the volatility jumps based on the high frequency data†

Journal of Time Series Analysis ◽

10.1111/jtsa.12634 ◽

2021 ◽

Author(s):

Guangying Liu ◽

Meiyao Liu ◽

Jinguan Lin

Keyword(s):

High Frequency ◽

High Frequency Data ◽

Frequency Data ◽

Volatility Jumps

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Editorial Announcement: Professor Michael McAleer

Journal of Time Series Analysis ◽

10.1111/jtsa.12631 ◽

2021 ◽

Author(s):

Robert Taylor

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Editorial Announcement: Journal of Time Series Analysis Distinguished Authors 2021

Journal of Time Series Analysis ◽

10.1111/jtsa.12632 ◽

2021 ◽

Author(s):

Robert Taylor

Keyword(s):

Time Series ◽

Time Series Analysis ◽

Series Analysis

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Conditional Quantile Analysis for Realized GARCH Models

Journal of Time Series Analysis ◽

10.1111/jtsa.12633 ◽

2021 ◽

Author(s):

Donggyu Kim ◽

Minseog Oh ◽

Yazhen Wang

Keyword(s):

Garch Models ◽

Conditional Quantile

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