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~subject:"Börsenkurs"
~subject:"Zeitreihenanalyse"
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Börsenkurs
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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42
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Grassi, Stefano
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Podolskij, Mark
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Johansen, Søren
5
Kruse, Robinson
5
Santucci de Magistris, Paolo
5
Christiansen, Charlotte
4
Haldrup, Niels
4
Bredahl Kock, Anders
3
Christensen, Kim
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Dias, Gustavo Fruet
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Nonejad, Nima
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2
Bollerslev, Tim
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Callot, Laurent
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Delle Monache, Davide
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Engsted, Tom
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Hansen, Peter Reinhard
2
Hillebrand, Eric
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Lange, Theis
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Noriega-Muro, Antonio E.
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Papailias, Fotis
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CREATES research paper
Journal of econometrics
362
Economics letters
354
International journal of forecasting
336
NBER working paper series
291
Working paper / National Bureau of Economic Research, Inc.
276
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
271
Journal of forecasting
254
NBER Working Paper
240
Finance research letters
214
Discussion paper / Tinbergen Institute
208
Econometric theory
192
Applied economics
185
Journal of banking & finance
185
Economic modelling
175
The journal of finance : the journal of the American Finance Association
175
Journal of financial economics
158
International review of financial analysis
153
The review of financial studies
151
Applied economics letters
147
Econometric reviews
147
Discussion paper / Centre for Economic Policy Research
144
Journal of empirical finance
144
Journal of economic dynamics & control
134
International review of economics & finance : IREF
120
Computational economics
115
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
114
Working paper
109
The North American journal of economics and finance : a journal of financial economics studies
108
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
Journal of applied econometrics
103
CESifo working papers
99
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
95
Research in international business and finance
84
Working paper / Department of Econometrics and Business Statistics, Monash University
84
Applied financial economics
83
Energy economics
83
Management science : journal of the Institute for Operations Research and the Management Sciences
83
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
79
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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
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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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
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5
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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6
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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7
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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8
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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9
On the economic evaluation of volatility forecasts
Voev, Valeri
-
2009
Persistent link: https://www.econbiz.de/10003903525
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10
Estimation and forecasting of large realized covariance matrices and portfolio choice
Callot, Laurent
;
Kock, Anders B.
;
Medeiros, Marcelo C.
-
2014
Persistent link: https://www.econbiz.de/10010433252
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