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subject:"Zeitreihenanalyse"
~subject:"ARCH-Modell"
~subject:"Business cycle"
~subject:"Green national accounting"
~subject:"Prognoseverfahren"
~subject:"Stochastischer Prozess"
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Zeitreihenanalyse
ARCH-Modell
Business cycle
Green national accounting
Prognoseverfahren
Stochastischer Prozess
Theory
607,376
Theorie
606,956
USA
39,771
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28,053
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17,027
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17,021
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16,634
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16,632
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13,344
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9,931
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Franses, Philip Hans
190
Phillips, Peter C. B.
160
Koopman, Siem Jan
151
Diebold, Francis X.
149
Timmermann, Allan
117
Gil-Alaña, Luis A.
109
Härdle, Wolfgang
105
Caporale, Guglielmo Maria
101
McAleer, Michael
100
Pesaran, M. Hashem
94
Marcellino, Massimiliano
93
Clark, Todd E.
92
Swanson, Norman R.
89
Granger, C. W. J.
87
Koop, Gary
86
Clements, Michael P.
84
Lütkepohl, Helmut
82
Kilian, Lutz
79
Teräsvirta, Timo
79
Dijk, Herman K. van
73
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73
Herwartz, Helmut
73
Gupta, Rangan
72
Bauwens, Luc
71
Engle, Robert F.
70
Schorfheide, Frank
67
Hyndman, Rob J.
66
Ghysels, Eric
65
Ravazzolo, Francesco
64
Lucas, André
63
Linton, Oliver
62
Bollerslev, Tim
59
Harvey, Andrew C.
59
Sibbertsen, Philipp
59
Dijk, Dick van
56
Stock, James H.
56
Hafner, Christian M.
55
Kunst, Robert M.
55
Maravall Herrero, Agustín
55
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54
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National Bureau of Economic Research
437
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
54
European University Institute / Department of Economics
38
Centre for Analytical Finance <Århus>
20
Econometrisch Instituut <Rotterdam>
17
Springer Fachmedien Wiesbaden
14
Umeå universitet
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Centre for Quantitative Economics & Computing
10
Erasmus Research Institute of Management
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Federal Reserve Bank of St. Louis
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Federal Reserve System / Division of Research and Statistics
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Centre for International Research on Economic Tendency Surveys
8
Institut für Weltwirtschaft
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Rutgers University / Department of Economics
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Shakai-Keizai-Kenkyūsho <Osaka>
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Edward Elgar Publishing
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Instituto Valenciano de Investigaciones Económicas
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London School of Economics and Political Science
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Australian National University / Faculty of Economics and Commerce
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Center for Economic Research <Tilburg>
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Foerder Institute for Economic Research <Tēl-Āvîv>
6
Institut für Höhere Studien
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
6
University of Cambridge / Department of Applied Economics
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Zakład Teorii Prognoz <Krakau>
6
Bonn Graduate School of Economics
5
Centre for Economic Policy Research
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Federal Reserve Bank of Chicago
5
Federal Reserve Bank of Cleveland
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International journal of forecasting
760
European journal of operational research : EJOR
579
Journal of forecasting
521
Journal of econometrics
501
Economics letters
456
NBER working paper series
407
NBER Working Paper
401
Working paper / National Bureau of Economic Research, Inc.
399
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
362
Discussion paper / Tinbergen Institute
289
Journal of economic dynamics & control
284
Discussion paper / Centre for Economic Policy Research
270
Econometric theory
255
Economic modelling
255
Working paper
219
Insurance / Mathematics & economics
212
Applied economics
211
Econometric reviews
204
International journal of production research
182
Computers & operations research : and their applications to problems of world concern ; an international journal
174
Computational economics
172
CESifo working papers
171
Journal of applied econometrics
164
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
161
Applied economics letters
157
Journal of empirical finance
154
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
153
Finance research letters
152
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
149
Energy economics
140
Journal of monetary economics
140
Macroeconomic dynamics
139
International journal of theoretical and applied finance
137
CREATES research paper
135
Journal of banking & finance
135
Risks : open access journal
135
Finance and stochastics
134
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
133
Operations research
133
International journal of production economics
131
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ECONIS (ZBW)
39,930
ArchiDok
2
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1
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10
of
39,932
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1
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:
2
The market cost of business cycle fluctuations
Ghosh, Anisha
;
Julliard, Christian
;
Stutzer, Michael J.
-
2024
Persistent link: https://www.econbiz.de/10014451870
Saved in:
3
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
4
On the separation cut-off phenomenon for Brownian motions on high dimensional spheres
Arnaudon, Marc
;
Coulibaly-Pasquier, Koléhè
;
Miclo, Laurent
-
2024
Persistent link: https://www.econbiz.de/10014476100
Saved in:
5
Learn to decompose multiobjective optimization models for large-scale networks
Aslani, Babak
;
Mohebbi, Shima
- In:
International transactions in operational research : a …
31
(
2024
)
2
,
pp. 949-978
Persistent link: https://www.econbiz.de/10014441148
Saved in:
6
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
7
Local prediction pools
Oelrich, Oscar
;
Villani, Mattias
;
Ankargren, Sebastian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
Saved in:
8
Forecast combination puzzle in the HAR model
Clements, Adam
;
Vasnev, Andrey L
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 118-137
Persistent link: https://www.econbiz.de/10014443188
Saved in:
9
On the stochastic inventory problem under order capacity constraints
Rossi, Roberto
;
Chen, Zhen
;
Tarim, S. Armagan
- In:
European journal of operational research : EJOR
312
(
2024
)
2
,
pp. 541-555
Persistent link: https://www.econbiz.de/10014456300
Saved in:
10
First passage times in portfolio optimization : a novel nonparametric approach
Zsurkis, Gabriel
;
Nicolau, João
;
Rodrigues, Paulo M. M.
- In:
European journal of operational research : EJOR
312
(
2024
)
3
,
pp. 1074-1085
Persistent link: https://www.econbiz.de/10014456467
Saved in:
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