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subject:"Arbeitslosigkeit"
subject:"Lohn"
~person:"Bollerslev, Tim"
~person:"Döpke, Jörg"
~subject:"Deutschland"
~subject:"Time series analysis"
~type:"article"
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Search: subject_exact:"Estimation"
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Arbeitslosigkeit
Lohn
Deutschland
Time series analysis
Estimation
56
Schätzung
56
Volatility
29
Volatilität
29
Capital income
22
Kapitaleinkommen
22
Germany
21
Börsenkurs
18
Forecasting model
18
Prognoseverfahren
18
Share price
18
Theorie
17
Theory
17
Business cycle
14
Konjunktur
14
Zeitreihenanalyse
14
USA
12
United States
12
Risikoprämie
9
Risk premium
9
High-frequency data
8
Estimation theory
7
Schätztheorie
7
Stochastic process
6
Stochastischer Prozess
6
Euro area
5
Eurozone
5
Exchange rate
5
Frühindikator
5
Leading indicator
5
Statistical distribution
5
Statistische Verteilung
5
Wechselkurs
5
ARCH model
4
ARCH-Modell
4
CAPM
4
Correlation
4
Deutsche Mark
4
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Undetermined
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Free
1
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Book / Working Paper
62
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Article in journal
32
Aufsatz in Zeitschrift
32
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English
32
German
1
Author
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Bollerslev, Tim
Döpke, Jörg
Gil-Alaña, Luis A.
87
Wagner, Joachim
63
Caporale, Guglielmo Maria
43
Bellmann, Lutz
37
Gupta, Rangan
33
Schnabel, Claus
31
Fritsch, Michael
29
Riphahn, Regina T.
29
Chang, Tsangyao
28
Fitzenberger, Bernd
27
Addison, John T.
25
Jirjahn, Uwe
24
Tiwari, Aviral Kumar
24
Moosa, Imad A.
23
Bahmani-Oskooee, Mohsen
22
Hübler, Olaf
22
Hujer, Reinhard
21
Belke, Ansgar
20
Caliendo, Marco
19
Kosfeld, Reinhold
18
Pierdzioch, Christian
18
Dustmann, Christian
17
Frick, Bernd
17
Herwartz, Helmut
17
Kaiser, Ulrich
17
Kraft, Kornelius
17
Bauer, Thomas K.
16
Büchel, Felix
16
Möller, Joachim
16
Pfeiffer, Friedhelm
16
Bohl, Martin T.
15
Czarnitzki, Dirk
15
Dreger, Christian
15
Koopman, Siem Jan
15
Kölling, Arnd
15
Pannenberg, Markus
15
Steiner, Viktor
15
Buch, Claudia M.
14
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Journal of econometrics
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Jahrbücher für Nationalökonomie und Statistik
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Applied economics
1
Aussenwirtschaft : schweizerische Zeitschrift für internationale Wirtschaftsbeziehungen ; the Swiss review of international economic relations
1
CESifo economic studies : CESifo, a joint initiative of the University of Munich's Center for Economic Studies and the Ifo Institute
1
Economic notes
1
European journal of political economy
1
German economic review
1
Handbook of economic forecasting ; 1
1
International economic review
1
International journal of forecasting
1
International review of financial analysis
1
Journal of applied econometrics
1
Journal of economics & business
1
Journal of financial and quantitative analysis : JFQA
1
Journal of financial economics
1
Journal of macroeconomics
1
Journal of money, credit and banking : JMCB
1
Kredit und Kapital
1
Research in international business and finance
1
Schmollers Jahrbuch : journal of contextual economics
1
Swiss journal of economics and statistics
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
The journal of finance : the journal of the American Finance Association
1
The world economy : the leading journal on international economic relations
1
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ECONIS (ZBW)
33
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1
Moments of cross-sectional stock market returns and the German business cycle
Döpke, Jörg
;
Müller, Karsten
;
Tegtmeier, Lars
- In:
Economic notes
52
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014289695
Saved in:
2
From zero to hero : realized partial (co)variances
Bollerslev, Tim
;
Medeiros, Marcelo C.
;
Patton, Andrew J.
; …
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 348-360
Persistent link: https://www.econbiz.de/10013464800
Saved in:
3
Occupation density estimation for noisy high-frequency data
Zhang, Congshan
;
Li, Jia
;
Bollerslev, Tim
- In:
Journal of econometrics
227
(
2022
)
1
,
pp. 189-211
Persistent link: https://www.econbiz.de/10013441646
Saved in:
4
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
5
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
6
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
7
Has macroeconomic forecasting changed after the Great Recession? : panel-based evidence on forecast accuracy and forecaster behavior from Germany
Döpke, Jörg
;
Fritsche, Ulrich
;
Müller, Karsten
- In:
Journal of macroeconomics
62
(
2019
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012243472
Saved in:
8
The economic value of business cycle forecasts for potential investors : evidence from Germany
Döpke, Jörg
;
Müller, Karsten
;
Tegtmeier, Lars
- In:
Research in international business and finance
46
(
2018
),
pp. 445-461
Persistent link: https://www.econbiz.de/10011983697
Saved in:
9
Stock return predictability and variance risk premia : statistical inference and international evidence
Bollerslev, Tim
;
Marrone, James
;
Xu, Lai
;
Zhou, Hao
- In:
Journal of financial and quantitative analysis : JFQA
49
(
2014
)
3
,
pp. 633-661
Persistent link: https://www.econbiz.de/10010487089
Saved in:
10
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
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