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subject:"Theorie"
subject:"Zeitreihenanalyse"
~subject:"Nichtparametrisches Verfahren"
~subject:"Volatilität"
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Theorie
Zeitreihenanalyse
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Volatilität
Estimation
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Theory
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Caporale, Guglielmo Maria
208
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203
Gupta, Rangan
142
McAleer, Michael
102
Pesaran, M. Hashem
92
Pierdzioch, Christian
68
Härdle, Wolfgang
67
Koopman, Siem Jan
64
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62
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57
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56
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55
Linton, Oliver
55
Marcellino, Massimiliano
55
Gao, Jiti
54
Herwartz, Helmut
54
Heckman, James J.
49
Tiwari, Aviral Kumar
47
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47
Engle, Robert F.
46
Berg, Gerard J. van den
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Blundell, Richard W.
45
Kapetanios, George
45
Kumbhakar, Subal
43
Timmermann, Allan
42
Döpke, Jörg
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Miller, Stephen M.
41
Buch, Claudia M.
39
Diebold, Francis X.
39
Kilian, Lutz
38
Serletis, Apostolos
38
Todorov, Viktor
38
Koop, Gary
37
Belzil, Christian
36
Chang, Tsangyao
36
Acemoglu, Daron
35
Allen, David E.
35
Franses, Philip Hans
35
Narayan, Paresh Kumar
35
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34
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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Forschungsinstitut zur Zukunft der Arbeit
34
Springer Fachmedien Wiesbaden
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Internationaler Währungsfonds / Research Department
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Institut für Weltwirtschaft
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Birkbeck College / Department of Economics
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Federal Reserve System / Board of Governors
13
University of Oxford / Institute of Economics and Statistics
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Umeå universitet
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Verlag Dr. Kovač
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Institut für Höhere Studien
10
Universität Mannheim
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Friedrich-Schiller-Universität Jena
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University of Reading / Department of Economics
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Centre for Economic Performance
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International Monetary Fund
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Trinity College Dublin / Department of Economics
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Center for Economic Research <Tilburg>
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Centre for Analytical Finance <Århus>
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Centre for Economic Policy Research
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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Eric Cuvillier <Firma>
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Goethe-Universität Frankfurt am Main
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Australian National University / Faculty of Economics and Commerce
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Chambre de commerce et d'industrie de Paris
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European University Institute / Department of Economics
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Federal Reserve Bank of St. Louis
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Leibniz-Institut für Wirtschaftsforschung Halle
6
University of Canterbury / Dept. of Economics and Finance
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World Bank
6
Zentrum für Europäische Wirtschaftsforschung
6
Christian-Albrechts-Universität zu Kiel / Institut für Ernährungswirtschaft und Verbrauchslehre
5
Edward Elgar Publishing
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Working paper / National Bureau of Economic Research, Inc.
617
NBER working paper series
522
Applied economics
495
NBER Working Paper
492
Discussion paper / Centre for Economic Policy Research
401
Economic modelling
338
Discussion paper series / IZA
336
Journal of econometrics
328
CESifo working papers
327
Economics letters
307
Applied economics letters
296
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
265
Working paper
264
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
258
Energy economics
238
International review of economics & finance : IREF
227
Journal of international money and finance
217
Discussion paper / Tinbergen Institute
187
Finance research letters
187
Journal of applied econometrics
183
Journal of banking & finance
182
IZA Discussion Paper
172
Applied financial economics
163
International review of financial analysis
159
Journal of empirical finance
158
Discussion paper
157
The North American journal of economics and finance : a journal of financial economics studies
148
Discussion papers / CEPR
147
Journal of economic dynamics & control
147
Journal of macroeconomics
143
Europäische Hochschulschriften / 5
138
International journal of forecasting
132
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
123
International journal of finance & economics : IJFE
117
The review of economics and statistics
116
Journal of financial economics
112
Macroeconomic dynamics
112
Econometric reviews
108
Journal of international financial markets, institutions & money
108
Journal of forecasting
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ECONIS (ZBW)
37,912
EconStor
9
USB Cologne (EcoSocSci)
7
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date (newest first)
date (oldest first)
1
Estimation of a production function with domestic and foreign capital stock
Ziesemer, Thomas
-
2022
Persistent link: https://www.econbiz.de/10013188417
Saved in:
2
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
3
The market cost of business cycle fluctuations
Ghosh, Anisha
;
Julliard, Christian
;
Stutzer, Michael J.
-
2024
Persistent link: https://www.econbiz.de/10014451870
Saved in:
4
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
5
Uninformed voters with (im)precise expectations : explaining political budget cycle puzzles
Crombach, Lamar
;
Bohn, Frank
- In:
Economics & politics
36
(
2024
)
1
,
pp. 275-311
Persistent link: https://www.econbiz.de/10014472990
Saved in:
6
Business applications and state-level stock market realized volatility : a forecasting experiment
Bonato, Matteo
;
Cepni, Oguzhan
;
Gupta, Rangan
; …
- In:
Journal of forecasting
43
(
2024
)
2
,
pp. 456-472
Persistent link: https://www.econbiz.de/10014475351
Saved in:
7
Nonparametric estimation of the density of a change-point
Carrasco, Marine
;
Peltier, Hugo
-
2024
Persistent link: https://www.econbiz.de/10014478827
Saved in:
8
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
Saved in:
9
Finance dependence and exchange rate pass-through : empirical evidence from China
Hu, Chenghao
- In:
Emerging markets review
58
(
2024
),
pp. 1-29
Persistent link: https://www.econbiz.de/10014445447
Saved in:
10
Improving volatility forecasts : evidence from range-based models
Fałdziński, Marcin
;
Fiszeder, Piotr
;
Molnár, Peter
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014445632
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