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source:"econis"
subject:"Schätztheorie"
~isPartOf:"CREATES research paper"
~subject:"Prognoseverfahren"
~subject:"Stochastischer Prozess"
~subject:"Theory"
~subject:"Zeitreihenanalyse"
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Schätztheorie
Prognoseverfahren
Stochastischer Prozess
Theory
Zeitreihenanalyse
Theorie
211
Time series analysis
70
Forecasting model
46
Volatility
39
Volatilität
39
Stochastic process
35
Estimation
32
Schätzung
32
USA
20
United States
20
Estimation theory
18
Yield curve
17
Zinsstruktur
17
VAR model
16
VAR-Modell
16
Capital income
15
Kapitaleinkommen
15
CAPM
14
Börsenkurs
13
Cointegration
13
Kointegration
13
Risikoprämie
13
Risk premium
13
Share price
13
Statistical test
11
Statistischer Test
11
ARCH model
10
ARCH-Modell
10
Factor analysis
10
Faktorenanalyse
10
Martingal
10
Martingale
10
Nichtlineare Regression
9
Nonlinear regression
9
Regression analysis
9
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Free
211
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Book / Working Paper
211
Type of publication (narrower categories)
All
Arbeitspapier
211
Graue Literatur
211
Non-commercial literature
211
Working Paper
211
Language
All
English
211
Author
All
Podolskij, Mark
17
Johansen, Søren
11
Santucci de Magistris, Paolo
9
Nielsen, Morten Ørregaard
8
Andreasen, Martin Møller
7
Hansen, Peter Reinhard
7
Todorov, Viktor
7
Andersen, Torben
6
Ergemen, Yunus Emre
6
Grassi, Stefano
6
Haldrup, Niels
6
Kruse, Robinson
6
Lunde, Asger
6
Barndorff-Nielsen, Ole E.
5
Bennedsen, Mikkel
5
Bollerslev, Tim
5
Borup, Daniel
5
Bredahl Kock, Anders
5
Christensen, Bent Jesper
5
Christensen, Kim
5
Pakkanen, Mikko S.
5
Veliyev, Bezirgen
5
Veraart, Almut E. D.
5
Christiansen, Charlotte
4
Christoffersen, Peter F.
4
Engsted, Tom
4
Fusari, Nicola
4
Hounyo, Ulrich
4
Nielsen, Bent
4
Nonejad, Nima
4
Proietti, Tommaso
4
Rossi, Eduardo
4
Teräsvirta, Timo
4
Varneskov, Rasmus Tangsgaard
4
Callot, Laurent
3
Dias, Gustavo Fruet
3
Hillebrand, Eric
3
Jansson, Michael
3
Kristensen, Dennis
3
Pedersen, Thomas Q.
3
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CREATES research paper
NBER working paper series
6,800
Working paper / National Bureau of Economic Research, Inc.
6,482
NBER Working Paper
6,245
Economics letters
5,232
European journal of operational research : EJOR
4,847
Discussion paper / Centre for Economic Policy Research
4,474
CESifo working papers
3,541
Journal of economic theory
2,885
Working paper
2,629
Journal of economic dynamics & control
2,396
The American economic review
2,357
Discussion paper / Tinbergen Institute
2,342
Computers & operations research : and their applications to problems of world concern ; an international journal
2,336
Journal of economic behavior & organization : JEBO
2,211
Discussion paper series / IZA
2,161
Europäische Hochschulschriften / 5
2,105
European economic review : EER
1,918
International journal of production research
1,890
Games and economic behavior
1,852
Economic theory : official journal of the Society for the Advancement of Economic Theory
1,812
The economic journal : the journal of the Royal Economic Society
1,780
Journal of public economics
1,739
Discussion paper
1,732
SpringerLink / Bücher
1,715
Discussion paper / Center for Economic Research, Tilburg University
1,651
Economic modelling
1,635
Journal of econometrics
1,607
CESifo Working Paper Series
1,575
Applied economics
1,510
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1,510
IZA Discussion Paper
1,486
Management science : journal of the Institute for Operations Research and the Management Sciences
1,432
Journal of monetary economics
1,399
Journal of banking & finance
1,384
Public choice
1,381
International economic review
1,356
Social choice and welfare
1,303
International journal of production economics
1,260
Journal of international economics
1,258
Discussion papers / CEPR
1,215
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ECONIS (ZBW)
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1
A neural network approach to the environmental Kuznets curve
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Jensen, Sebastian
-
2022
Persistent link: https://www.econbiz.de/10013367388
Saved in:
2
The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
Saved in:
3
Now- and backcasting initial claims with high-dimensional daily internet search-volume data
Borup, Daniel
;
Rapach, David E.
;
Montes Schütte, Erik …
-
2021
Persistent link: https://www.econbiz.de/10012433998
Saved in:
4
A machine learning approach to volatility forecasting
Christensen, Kim
;
Siggaard, Mathias Voldum
;
Veliyev, …
-
2021
Persistent link: https://www.econbiz.de/10012434010
Saved in:
5
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
6
Long and short memory in dynamic term structure models
Huseynov, Salman
-
2021
-
This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
Saved in:
7
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
8
Temperature anomalies, long memory, and aggregation
Vera-Valdés, J. Eduardo
-
2020
Persistent link: https://www.econbiz.de/10012433973
Saved in:
9
Risk matters : breaking certainty equivalence
Parra-Alvarez, Juan Carlos
;
Polattimur, Hamza
;
Posch, Olaf
-
2020
Persistent link: https://www.econbiz.de/10012317665
Saved in:
10
Targeting predictors in random forest regression
Borup, Daniel
;
Christensen, Bent Jesper
;
Mühlbach, …
-
2020
-
This version: May 5, 2020
Persistent link: https://www.econbiz.de/10012317696
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