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subject:"Asymmetrische Information"
~accessRights:"free"
~isPartOf:"CREATES research paper"
~subject:"Theory"
~subject:"VAR-Modell"
~subject:"Volatilität"
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Asymmetrische Information
Theory
VAR-Modell
Volatilität
Theorie
211
Time series analysis
70
Zeitreihenanalyse
70
Forecasting model
46
Prognoseverfahren
46
Volatility
39
Stochastic process
35
Stochastischer Prozess
35
Estimation
32
Schätzung
32
USA
20
United States
20
Estimation theory
18
Schätztheorie
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Yield curve
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Zinsstruktur
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VAR model
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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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Graue Literatur
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211
Working Paper
211
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English
211
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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
6,664
NBER Working Paper
6,245
CESifo working papers
3,101
Working paper / National Bureau of Economic Research, Inc.
2,343
Discussion paper series / IZA
2,179
Working paper
1,739
CESifo Working Paper Series
1,572
Discussion paper / Tinbergen Institute
1,540
IZA Discussion Paper
1,485
IMF working papers
1,142
Discussion paper
1,002
CESifo Working Paper
697
Working paper series / European Central Bank
559
Discussion paper / Center for Economic Research, Tilburg University
558
IMF working paper
547
CORE discussion paper : DP
493
Cowles Foundation discussion paper
491
Working paper series
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Finance and economics discussion series
488
Working papers
478
ECB Working Paper
439
IMF Working Paper
400
CORE discussion papers : DP
391
Risks : open access journal
389
SFB 649 discussion paper
380
Working papers / Universitat Pompeu Fabra, Department of Economics and Business
376
Discussion paper series
360
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
354
Research paper series / Swiss Finance Institute
338
Cambridge working papers in economics
335
Working papers / TSE : WP
326
FEEM Working Paper
318
Discussion papers / Deutsches Institut für Wirtschaftsforschung
313
ZEW discussion papers
295
Journal of risk and financial management : JRFM
281
Staff reports / Federal Reserve Bank of New York
281
Quaderni - working paper DSE / Alma Mater Studiorum - Università di Bologna, Department of Economics
276
Cowles Foundation Discussion Paper
275
Working papers / Federal Reserve Bank of Philadelphia, Research Department
275
CAMA working paper series
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ECONIS (ZBW)
211
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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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