//--> //--> //--> //-->
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:"Volatilität"
~subject:"Wechselkurs"
~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
Volatilität
Wechselkurs
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
Kapitaleinkommen
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
Wirtschaftsprognose
22
Forecast
21
Prognose
21
Stochastic process
21
Stochastischer Prozess
21
Consumer behaviour
20
Konsumentenverhalten
20
more ...
less ...
Online availability
All
Free
78
Undetermined
22
Type of publication
All
Book / Working Paper
141
Article
125
Type of publication (narrower categories)
All
Article in journal
Bibliografie
Graue Literatur
Working Paper
171
Arbeitspapier
163
Non-commercial literature
140
Aufsatz in Zeitschrift
126
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.
360
Caporale, Guglielmo Maria
315
McAleer, Michael
315
Gupta, Rangan
304
Bahmani-Oskooee, Mohsen
200
Koopman, Siem Jan
175
Phillips, Peter C. B.
175
Teräsvirta, Timo
115
Bouri, Elie
114
Tiwari, Aviral Kumar
113
Bollerslev, Tim
111
Chang, Chia-Lin
107
Pierdzioch, Christian
107
Pesaran, M. Hashem
105
Cheung, Yin-Wong
102
Marcellino, Massimiliano
99
Härdle, Wolfgang
95
Lütkepohl, Helmut
95
Ma, Feng
95
Gao, Jiti
93
Sibbertsen, Philipp
92
Taylor, Robert
89
Dijk, Dick van
88
Lucas, André
88
Hyndman, Rob J.
86
Spagnolo, Nicola
84
Diebold, Francis X.
83
Hammoudeh, Shawkat
83
Linton, Oliver
83
MacDonald, Ronald
83
Koop, Gary
82
Wohar, Mark E.
79
Kapetanios, George
78
Kunst, Robert M.
77
Harvey, Andrew C.
73
Johansen, Søren
73
McMillan, David G.
72
Nielsen, Morten Ørregaard
71
more ...
less ...
Institution
All
Econometrisch Instituut <Rotterdam>
3
The Wharton Financial Institutions Center
3
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
22
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
18
Journal of econometrics
17
Discussion paper / Tinbergen Institute
15
Working paper / National Bureau of Economic Research, Inc.
15
International journal of forecasting
10
Economics letters
9
Journal of forecasting
8
CREATES research paper
7
Discussion paper / Tinbergen Institute / Tinbergen Institute
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
The journal of finance : the journal of the American Finance Association
6
Working papers / Financial Institutions Center
6
Journal of applied econometrics
5
Report / Erasmus Center for Financial Research, Erasmus University
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Oxford bulletin of economics and statistics
4
Research memorandum series / Tinbergen Instituut
4
Working paper
4
CFS working paper series
3
Econometric reviews
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 economics
2
Applied financial economics
2
Econometric theory
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
Reihe Ökonomie
2
SSE EFI working paper series in economics and finance
2
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
more ...
less ...
Source
All
ECONIS (ZBW)
266
Showing
1
-
10
of
266
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
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:
6
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:
7
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
8
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:
9
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:
10
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
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...
//-->