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subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Discussion paper / Center for Economic Research, Tilburg University"
~isPartOf:"Economics letters"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Working paper series / European Central Bank ; Eurosystem"
~isPartOf:"Working papers in economics and econometrics"
~subject:"Bayesian inference"
~subject:"Estimation theory"
~subject:"Kaufkraftparität"
~subject:"Time varying parameters"
~subject:"Volatility"
~type_genre:"Article in journal"
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Zeitreihenanalyse
Bayesian inference
Estimation theory
Kaufkraftparität
Time varying parameters
Volatility
Theorie
5,566
Theory
5,566
Schätztheorie
397
Time series analysis
321
Estimation
307
Schätzung
305
USA
214
United States
214
Risk
201
Risiko
200
Game theory
192
Spieltheorie
192
Geldpolitik
181
Monetary policy
181
Portfolio selection
173
Portfolio-Management
173
Capital income
167
Kapitaleinkommen
167
Volatilität
162
Forecasting model
153
Prognoseverfahren
153
Börsenkurs
149
Share price
149
CAPM
140
Income distribution
132
Asymmetric information
131
Asymmetrische Information
131
Einkommensverteilung
131
Duopol
126
Duopoly
126
Preismanagement
118
Pricing strategy
118
Experiment
117
Oligopol
104
Oligopoly
104
Welt
101
World
101
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Undetermined
189
Type of publication
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Article
826
Book / Working Paper
3
Type of publication (narrower categories)
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Article in journal
Aufsatz in Zeitschrift
829
Graue Literatur
209
Non-commercial literature
209
Arbeitspapier
188
Working Paper
188
Collection of articles of several authors
3
Konferenzschrift
3
Sammelwerk
3
Conference proceedings
2
Systematic review
1
Übersichtsarbeit
1
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English
829
Author
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Franses, Philip Hans
10
Giles, David E. A.
8
Hassler, Uwe
7
Krämer, Walter
7
Li, Qi
7
Schmidt, Peter
7
Hecq, Alain W. J.
6
Lee, Junsoo
6
Peel, David
6
Tran-van-Hoa
5
Wooldridge, Jeffrey M.
5
Ōgaki, Masao
5
Hahn, Jinyong
4
Kapetanios, George
4
Koop, Gary
4
Kuan, Chung-ming
4
Lahiri, Kajal
4
McDonald, James B.
4
Phillips, Garry D. A.
4
Sibbertsen, Philipp
4
Tsionas, Efthymios G.
4
Abeysinghe, Tilak
3
Baillie, Richard
3
Baltagi, Badi H.
3
Burke, Simon P.
3
Chen, Zhanshou
3
Choi, In
3
Cribari-Neto, Francisco
3
Davidson, James E. H.
3
Dezhbakhsh, Hashem
3
Dolado, Juan J.
3
Dufour, Jean-Marie
3
Fornari, Fabio
3
Gençay, Ramazan
3
Godfrey, L. G.
3
Gonzalo, Jesús
3
Hall, Alastair R.
3
Han, Chirok
3
Herwartz, Helmut
3
Hylleberg, Svend
3
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Institution
All
HFDF <1, 1995, Zürich>
1
HFDF <2, 1998, Zürich>
1
Published in...
All
CAMA working paper series
Discussion paper / Center for Economic Research, Tilburg University
Economics letters
Journal of empirical finance
Working paper series / European Central Bank ; Eurosystem
Working papers in economics and econometrics
Journal of econometrics
775
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
453
Econometric theory
431
International journal of forecasting
397
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
311
Econometric reviews
309
Journal of forecasting
296
Journal of applied econometrics
250
Applied economics
221
Economic modelling
212
Journal of international money and finance
192
Journal of economic dynamics & control
186
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
181
The review of economics and statistics
166
Oxford bulletin of economics and statistics
159
Journal of quantitative economics : official journal of the Indian Econometric Society
151
Applied economics letters
149
Journal of banking & finance
144
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
142
Computational economics
119
Finance research letters
114
Energy economics
110
Journal of macroeconomics
110
Journal of monetary economics
105
European journal of operational research : EJOR
104
International economic review
99
Journal of financial economics
97
Statistical papers
96
International review of economics & finance : IREF
94
International journal of theoretical and applied finance
93
The econometrics journal
90
International review of financial analysis
88
Macroeconomic dynamics
87
The review of financial studies
86
American journal of agricultural economics
85
The review of economic studies
85
The journal of finance : the journal of the American Finance Association
84
Management science : journal of the Institute for Operations Research and the Management Sciences
79
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ECONIS (ZBW)
829
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829
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1
Time series cross validation : a theoretical result and finite sample performance
Deng, Ai
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014505085
Saved in:
2
Belief updating under ambiguity : a numerical simulation analysis
Huang, Zhenxing
;
Li, Wengang
;
Yang, Jia
- In:
Economics letters
233
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014505130
Saved in:
3
Is central bank news good news for loan interest rates volatility?
Chrysanthopoulou, Xakousti
;
Tsioutsios, Alexandros
; …
- In:
Economics letters
233
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014506275
Saved in:
4
Characterizing correlation matrices that admit a clustered factor representation
Tong, Chen
;
Hansen, Peter Reinhard
- In:
Economics letters
233
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014506906
Saved in:
5
The Holt-Winters filter and the one-sided HP filter : a close correspondence
Alfaro, Rodrigo
;
Drehmann, Mathias
- In:
Economics letters
222
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014231909
Saved in:
6
Asymmetric volatility impulse response functions
Hafner, Christian M.
;
Herwartz, Helmut
- In:
Economics letters
222
(
2023
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014232851
Saved in:
7
Feasible joint posterior beliefs with binary signals
Lang, Xu
;
Li, Jiahui
- In:
Economics letters
227
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014336108
Saved in:
8
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
9
Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models
Fresoli, Diego
;
Poncela, Pilar
;
Ruiz, Esther
- In:
Economics letters
230
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014460331
Saved in:
10
Disagreement, speculation, and the idiosyncratic volatility
Wang, Jianqiu
;
Wu, Ke
;
Pan, Jiening
;
Jiang, Ying
- In:
Journal of empirical finance
72
(
2023
),
pp. 232-250
Persistent link: https://www.econbiz.de/10014476852
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