//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
~person:"Andersen, Torben"
~person:"Franses, Philip Hans"
~subject:"Kapitaleinkommen"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Graue Literatur"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search:
Narrow search
Delete all filters
| 9 applied filters
Year of publication
From:
To:
Subject
All
Kapitaleinkommen
Volatilität
Zeitreihenanalyse
Theorie
261
Theory
261
Time series analysis
186
Forecasting model
168
Prognoseverfahren
168
Volatility
100
Schätzung
83
Estimation
82
USA
74
United States
74
Estimation theory
71
Schätztheorie
71
Saisonale Schwankungen
59
Seasonal variations
59
Capital income
50
Netherlands
47
Niederlande
47
Börsenkurs
36
Share price
36
Experten
33
Experts
33
Modellierung
28
Scientific modelling
28
ARCH model
25
ARCH-Modell
25
Welt
23
World
23
Economic forecast
22
Exchange rate
22
Wechselkurs
22
Wirtschaftsprognose
22
Forecast
21
Prognose
21
Stochastic process
21
Stochastischer Prozess
21
Consumer behaviour
20
Konsumentenverhalten
20
more ...
less ...
Online availability
All
Free
84
Undetermined
24
Type of publication
All
Book / Working Paper
143
Article
129
Type of publication (narrower categories)
All
Article in journal
Bibliografie
Graue Literatur
Working Paper
173
Arbeitspapier
165
Non-commercial literature
142
Aufsatz in Zeitschrift
130
Aufsatz im Buch
8
Book section
8
Rezension
5
Lehrbuch
3
Systematic review
3
Textbook
3
Übersichtsarbeit
3
Collection of articles of several authors
2
Sammelwerk
2
Aufsatzsammlung
1
Festschrift
1
Hochschulschrift
1
Konferenzschrift
1
Thesis
1
more ...
less ...
Language
All
English
Author
All
Andersen, Torben
Franses, Philip Hans
Gil-Alaña, Luis A.
374
Gupta, Rangan
357
Caporale, Guglielmo Maria
347
McAleer, Michael
313
Koopman, Siem Jan
177
Phillips, Peter C. B.
176
Bouri, Elie
128
Tiwari, Aviral Kumar
123
Pesaran, M. Hashem
118
Pierdzioch, Christian
116
Teräsvirta, Timo
115
McMillan, David G.
114
Wohar, Mark E.
109
Bollerslev, Tim
108
Ma, Feng
108
Zaremba, Adam
107
Chang, Chia-Lin
105
Härdle, Wolfgang
105
Bahmani-Oskooee, Mohsen
98
Diebold, Francis X.
97
Marcellino, Massimiliano
97
Lütkepohl, Helmut
95
Timmermann, Allan
95
Gao, Jiti
94
Taylor, Robert
94
Hammoudeh, Shawkat
93
Sibbertsen, Philipp
92
Dijk, Dick van
91
Linton, Oliver
91
Lucas, André
91
Narayan, Paresh Kumar
88
Hyndman, Rob J.
86
Kapetanios, George
85
Koop, Gary
85
Engle, Robert F.
79
Ghysels, Eric
79
Spagnolo, Nicola
78
Kunst, Robert M.
77
more ...
less ...
Institution
All
Econometrisch Instituut <Rotterdam>
3
The Wharton Financial Institutions Center
2
Erasmus Research Institute of Management
1
European University Institute / Department of Economics
1
Institut für Höhere Studien
1
National Bureau of Economic Research
1
Rodney L. White Center for Financial Research
1
Rutgers University / Department of Economics
1
University of Canterbury / Dept. of Economics
1
University of Canterbury / Dept. of Economics and Finance
1
Université de Montréal / Département de sciences économiques
1
more ...
less ...
Published in...
All
Report / Econometric Institute, Erasmus University Rotterdam
26
Econometric Institute research papers
24
Journal of econometrics
18
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
18
Discussion paper / Tinbergen Institute
17
Working paper / National Bureau of Economic Research, Inc.
14
International journal of forecasting
10
Economics letters
9
CREATES research paper
8
Journal of forecasting
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
The journal of finance : the journal of the American Finance Association
6
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Journal of applied econometrics
5
Working papers / Financial Institutions Center
5
Econometric reviews
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Oxford bulletin of economics and statistics
4
Report / Erasmus Center for Financial Research, Erasmus University
4
Research memorandum series / Tinbergen Instituut
4
Working paper
4
Applied economics
3
CFS working paper series
3
Econometric theory
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Financial Institutions Center
3
Journal of economic surveys
3
The review of economics and statistics
3
Working papers / Federal Reserve Bank of Chicago
3
Applied financial economics
2
Economic modelling
2
Global COE Hi-Stat discussion paper series
2
IHS economics series : working paper
2
International economic review
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Journal of financial economics
2
Journal of financial markets
2
Journal of risk and financial management : JRFM
2
Reihe Ökonomie
2
SSE EFI working paper series in economics and finance
2
more ...
less ...
Source
All
ECONIS (ZBW)
272
Showing
1
-
10
of
272
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
Saved in:
2
Autoregressive conditional durations : an application to the Surinamese dollar versus the US dollar exchange rate
Ooft, Gavin
;
Franses, Philip Hans
;
Bhaghoe, Sailesh
- In:
Review of development economics : an essential resource …
27
(
2023
)
4
,
pp. 2618-2637
Persistent link: https://www.econbiz.de/10014427710
Saved in:
3
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
4
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
5
Consistent local spectrum inference for predictive return regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Econometric theory
38
(
2022
)
6
,
pp. 1253-1307
Persistent link: https://www.econbiz.de/10013539347
Saved in:
6
Evaluating heterogeneous forecasts for vintages of macroeconomic variables
Franses, Philip Hans
;
Welz, Max
- In:
Journal of forecasting
41
(
2022
)
4
,
pp. 829-839
Persistent link: https://www.econbiz.de/10013287864
Saved in:
7
Forecasting : theory and practice
Petropoulos, Fotios
;
Apiletti, Daniele
;
Assimakopoulos, V.
- In:
International journal of forecasting
38
(
2022
)
3
,
pp. 705-871
Persistent link: https://www.econbiz.de/10013349395
Saved in:
8
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
9
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
10
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->