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~language:"eng"
~person:"Andersen, Torben"
~person:"Franses, Philip Hans"
~subject:"Volatilität"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Collection of articles of several authors"
~type_genre:"Graue Literatur"
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Volatilität
Zeitreihenanalyse
Theorie
262
Theory
262
Time series analysis
187
Forecasting model
168
Prognoseverfahren
168
Volatility
101
Schätzung
83
Estimation
82
USA
74
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74
Estimation theory
71
Schätztheorie
71
Saisonale Schwankungen
59
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59
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47
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47
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Andersen, Torben
Franses, Philip Hans
Gil-Alaña, Luis A.
354
McAleer, Michael
310
Gupta, Rangan
298
Caporale, Guglielmo Maria
294
Koopman, Siem Jan
178
Phillips, Peter C. B.
173
Teräsvirta, Timo
116
Bouri, Elie
109
Chang, Chia-Lin
104
Tiwari, Aviral Kumar
104
Bollerslev, Tim
100
Pesaran, M. Hashem
99
Bahmani-Oskooee, Mohsen
97
Härdle, Wolfgang
97
Lütkepohl, Helmut
96
Ma, Feng
95
Marcellino, Massimiliano
94
Gao, Jiti
93
Sibbertsen, Philipp
93
Taylor, Robert
89
Pierdzioch, Christian
88
Lucas, André
87
Dijk, Dick van
86
Hyndman, Rob J.
86
Koop, Gary
84
Hammoudeh, Shawkat
79
Linton, Oliver
79
Kapetanios, George
78
Kunst, Robert M.
77
Spagnolo, Nicola
77
Harvey, Andrew C.
76
Johansen, Søren
73
Diebold, Francis X.
72
Nielsen, Morten Ørregaard
71
Wohar, Mark E.
70
McMillan, David G.
68
Bauwens, Luc
67
Dijk, Herman K. van
67
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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
14
Working paper / National Bureau of Economic Research, Inc.
14
International journal of forecasting
10
Economics letters
9
Journal of forecasting
8
CREATES research paper
7
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
Discussion paper / Tinbergen Institute / Tinbergen Institute
5
Journal of applied econometrics
5
Working papers / Financial Institutions Center
5
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
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
Econometric theory
2
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2
Global COE Hi-Stat discussion paper series
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IHS economics series : working paper
2
International economic review
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
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Journal of financial markets
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Reihe Ökonomie
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SSE EFI working paper series in economics and finance
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ECONIS (ZBW)
259
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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
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