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~subject:"ARCH-Modell"
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ARCH-Modell
Zeitreihenanalyse
Theorie
211
Theory
211
Time series analysis
75
Forecasting model
51
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51
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42
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Grassi, Stefano
6
Podolskij, Mark
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Johansen, Søren
5
Kruse, Robinson
5
Santucci de Magistris, Paolo
5
Haldrup, Niels
4
Bredahl Kock, Anders
3
Dias, Gustavo Fruet
3
Ergemen, Yunus Emre
3
Hansen, Peter Reinhard
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3
Nonejad, Nima
3
Proietti, Tommaso
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Teräsvirta, Timo
3
Bauwens, Luc
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Christoffersen, Peter F.
2
Delle Monache, Davide
2
Hillebrand, Eric
2
Horel, Guillaume
2
Kristensen, Dennis
2
Lange, Theis
2
Lunde, Asger
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Nielsen, Bent
2
Noriega-Muro, Antonio E.
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Papailias, Fotis
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Rahbek, Anders
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Rossi, Eduardo
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Ventosa-Santaulària, Daniel
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Voev, Valeri
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Barbachan, José Santiago Fajardo
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1
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CREATES research paper
Journal of econometrics
377
International journal of forecasting
353
Economics letters
304
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
269
Journal of forecasting
257
Econometric theory
222
Discussion paper / Tinbergen Institute
196
Econometric reviews
153
Applied economics
149
Economic modelling
138
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
116
Journal of applied econometrics
111
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
110
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
106
Journal of empirical finance
100
Computational economics
96
Applied economics letters
94
Finance research letters
93
Working paper
91
Energy economics
86
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
Journal of economic dynamics & control
82
Working paper / Department of Econometrics and Business Statistics, Monash University
82
Journal of banking & finance
73
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
71
NBER Working Paper
67
NBER working paper series
65
Working paper / National Bureau of Economic Research, Inc.
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International review of financial analysis
64
The econometrics journal
64
Tinbergen Institute Discussion Paper
61
CESifo working papers
59
Oxford bulletin of economics and statistics
59
Série des documents de travail / Centre de Recherche en Économie et Statistique
58
Cowles Foundation discussion paper
57
Journal of risk and financial management : JRFM
55
The North American journal of economics and finance : a journal of financial economics studies
55
Discussion papers of interdisciplinary research project 373
54
SFB 649 discussion paper
53
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ECONIS (ZBW)
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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
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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
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2010
Persistent link: https://www.econbiz.de/10003947812
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3
The volatility of long-term bond returns : rersistent interest shocks and time-varying risk premiums
Osterrieder, Daniela
;
Schotman, Peter C.
-
2012
Persistent link: https://www.econbiz.de/10009576958
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4
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
-
2012
Persistent link: https://www.econbiz.de/10009667381
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5
Long and short memory in dynamic term structure models
Huseynov, Salman
-
2021
-
This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
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6
Modelling and estimating large macroeconomic shocks during the pandemic
Corrado, Luisa
;
Grassi, Stefano
;
Paolillo, Aldo
-
2021
Persistent link: https://www.econbiz.de/10012620771
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7
Interest rate convergence in the EMS prior to European Monetary Union
Frömmel, Michael
;
Kruse, Robinson
-
2009
Persistent link: https://www.econbiz.de/10003849559
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8
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders
;
Bohn Nielsen, Heino
-
2012
Persistent link: https://www.econbiz.de/10009546007
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9
The time-varying stystematic risk of carry trade strategies
Christiansen, Charlotte
;
Ranaldo, Angelo
;
Söderllind, Paul
-
2009
Persistent link: https://www.econbiz.de/10003849534
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10
On the economic evaluation of volatility forecasts
Voev, Valeri
-
2009
Persistent link: https://www.econbiz.de/10003903525
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