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accessRights:"restricted"
subject:"Zeitreihenanalyse"
~isPartOf:"Quantitative finance"
~subject:"USA"
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Zeitreihenanalyse
USA
Estimation
64
Schätzung
63
Volatility
29
Volatilität
29
Theorie
28
Theory
28
Börsenkurs
26
Share price
26
Capital income
22
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22
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17
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14
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11
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10
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Sornette, Didier
2
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Wehrli, Alexander
2
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2
Alemany, N.
1
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1
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1
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1
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1
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1
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1
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1
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1
Holý, Vladimír
1
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1
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1
Li, Wai Keung
1
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1
Lu, Quanying
1
Mettenheim, Hans-Jörg von
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1
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Quantitative finance
Working paper / National Bureau of Economic Research, Inc.
461
Discussion paper / Centre for Economic Policy Research
372
Economic modelling
99
Applied economics
92
Journal of econometrics
86
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
85
Energy economics
77
Economics letters
64
Applied economics letters
62
The North American journal of economics and finance : a journal of financial economics studies
57
Finance research letters
56
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
American economic journal : a journal of the American Economic Association
54
International review of economics & finance : IREF
52
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
51
International journal of forecasting
51
Academy of Management journal : AMJ
39
Journal of economic dynamics & control
35
The review of financial studies
33
SpringerLink / Bücher
32
Discussion papers / CEPR
30
The American economic review
30
Journal of applied econometrics
29
Econometric reviews
26
NBER working paper series
26
Journal of banking & finance
24
Journal of empirical finance
24
Journal of financial econometrics
24
Research in international business and finance
24
Journal of macroeconomics
23
Empirical economics : a quarterly journal of the Institute for Advanced Studies
22
International review of financial analysis
22
Computational economics
21
The journal of finance : the journal of the American Finance Association
20
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
20
The review of economics and statistics
19
Journal of forecasting
18
International journal of finance & economics : IJFE
17
Macroeconomic dynamics
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Journal of international money and finance
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Characterizing financial crises using high-frequency data
Dungey, Mardi H.
;
Holloway, Jet
;
Yalaman, Abdullah
; …
- In:
Quantitative finance
22
(
2022
)
4
,
pp. 743-760
Persistent link: https://www.econbiz.de/10013367856
Saved in:
2
Modeling price clustering in high-frequency prices
Holý, Vladimír
;
Tomanová, Petra
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1649-1663
Persistent link: https://www.econbiz.de/10013367939
Saved in:
3
Forecasting interval-valued crude oil prices using asymmetric interval models
Lu, Quanying
;
Sun, Yuying
;
Hong, Yongmiao
;
Wang, Shouyang
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 2047-2061
Persistent link: https://www.econbiz.de/10013490921
Saved in:
4
Time-frequency forecast of the equity premium
Faria, Gonçalo
;
Verona, Fabio
- In:
Quantitative finance
21
(
2021
)
12
,
pp. 2119-2135
Persistent link: https://www.econbiz.de/10012696823
Saved in:
5
Scale-, time- and asset-dependence of Hawkes process estimates on high frequency price changes
Wehrli, Alexander
;
Wheatley, Spencer
;
Sornette, Didier
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 729-752
Persistent link: https://www.econbiz.de/10012500185
Saved in:
6
Uncertainty shocks of Trump election in an interval model of stock market
Sun, Yuying
;
Qiao, Kenan
;
Wang, Shouyang
- In:
Quantitative finance
21
(
2021
)
5
,
pp. 865-879
Persistent link: https://www.econbiz.de/10012500201
Saved in:
7
Time-varying parameters realized GARCH models for tracking attenuation bias in volatility dynamics
Gerlach, Richard
;
Naimoli, Antonio
;
Storti, Giuseppe
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1849-1878
Persistent link: https://www.econbiz.de/10012295647
Saved in:
8
Forecasting high-dimensional realized volatility matrices using a factor model
Shen, Keren
;
Yao, Jianfeng
;
Li, Wai Keung
- In:
Quantitative finance
20
(
2020
)
11
,
pp. 1879-1887
Persistent link: https://www.econbiz.de/10012295649
Saved in:
9
Stock market trend prediction using a functional time series approach
Huang, Shih-Feng
;
Guo, Meihui
;
Chen, May-Ru
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10012194855
Saved in:
10
Hedging housing price risks : some empirical evidence from the US
Bao, Li
;
Cheung, William Ming Yan
;
Unger, Stephan
- In:
Quantitative finance
20
(
2020
)
12
,
pp. 1997-2013
Persistent link: https://www.econbiz.de/10012313538
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