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~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
779
Theory
779
Estimation
190
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190
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173
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111
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111
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Grassi, Stefano
7
Podolskij, Mark
6
Johansen, Søren
5
Kruse, Robinson
5
Santucci de Magistris, Paolo
5
Haldrup, Niels
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Proietti, Tommaso
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Bauwens, Luc
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Bredahl Kock, Anders
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Ergemen, Yunus Emre
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Franses, Philip Hans
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Gil-Alaña, Luis A.
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Nielsen, Morten Ørregaard
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Nonejad, Nima
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Perron, Pierre
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Raj, Baldev
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Christensen, Kim
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Delle Monache, Davide
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Murasawa, Yasutomo
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Nielsen, Bent
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Noriega-Muro, Antonio E.
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Rodriguez, Gabriel
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Rossi, Eduardo
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Sephton, Peter S.
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Teräsvirta, Timo
2
Ventosa-Santaulària, Daniel
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Voev, Valeri
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CREATES research paper
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
Journal of econometrics
333
International journal of forecasting
323
Economics letters
279
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
245
Journal of forecasting
226
Econometric theory
191
Discussion paper / Tinbergen Institute
177
Econometric reviews
133
Economic modelling
115
Applied economics
111
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Journal of applied econometrics
90
Computational economics
81
Working paper / Department of Econometrics and Business Statistics, Monash University
80
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
77
Working paper
77
Applied economics letters
76
Journal of economic dynamics & control
68
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Journal of empirical finance
59
NBER Working Paper
59
Working paper / National Bureau of Economic Research, Inc.
58
Energy economics
57
NBER working paper series
57
Cowles Foundation discussion paper
55
Oxford bulletin of economics and statistics
54
CESifo working papers
52
Tinbergen Institute Discussion Paper
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
The econometrics journal
49
European journal of operational research : EJOR
47
Finance research letters
47
Discussion papers of interdisciplinary research project 373
46
SFB 649 discussion paper
46
Technical Report
46
EUI working paper / ECO
45
Econometrics : open access journal
44
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ECONIS (ZBW)
173
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1
Affine bond pricing with a mixture distribution for interest rate time-series dynamics
Rasmussen, Torben B
-
2010
Persistent link: https://www.econbiz.de/10003939417
Saved in:
2
An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses
Christensen, Bent Jesper
;
Wel, Michael van der
-
2010
Persistent link: https://www.econbiz.de/10003947812
Saved in:
3
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
-
2012
Persistent link: https://www.econbiz.de/10009667381
Saved in:
4
Long and short memory in dynamic term structure models
Huseynov, Salman
-
2021
-
This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
Saved in:
5
Asset allocation under higher moments with the GARCH filter
Kinoshita, Ryo
- In:
Empirical economics : a journal of the Institute for …
49
(
2015
)
1
,
pp. 235-254
Persistent link: https://www.econbiz.de/10011325723
Saved in:
6
Development of an efficient cluster-based portfolio optimization model under realistic market conditions
Massahi, Mahdi
;
Mahootchi, Masoud
;
Khamseh, Alireza Arshadi
- In:
Empirical economics : a journal of the Institute for …
59
(
2020
)
5
,
pp. 2423-2442
Persistent link: https://www.econbiz.de/10012315071
Saved in:
7
Modelling and estimating large macroeconomic shocks during the pandemic
Corrado, Luisa
;
Grassi, Stefano
;
Paolillo, Aldo
-
2021
Persistent link: https://www.econbiz.de/10012620771
Saved in:
8
Interest rate convergence in the EMS prior to European Monetary Union
Frömmel, Michael
;
Kruse, Robinson
-
2009
Persistent link: https://www.econbiz.de/10003849559
Saved in:
9
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders
;
Bohn Nielsen, Heino
-
2012
Persistent link: https://www.econbiz.de/10009546007
Saved in:
10
Inference in expectations models of the term structure : a non-parametric approach
Campbell, Bryan
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
4
,
pp. 623-638
Persistent link: https://www.econbiz.de/10001331527
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