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~subject:"Faktorenanalyse"
~subject:"Zeitreihenanalyse"
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Faktorenanalyse
Zeitreihenanalyse
Theorie
211
Theory
211
Time series analysis
75
Forecasting model
51
Prognoseverfahren
51
Volatility
42
Volatilität
42
Stochastic process
37
Stochastischer Prozess
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Estimation
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United States
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Grassi, Stefano
6
Podolskij, Mark
6
Haldrup, Niels
5
Johansen, Søren
5
Kruse, Robinson
5
Santucci de Magistris, Paolo
5
Boldrini, Lorenzo
3
Bredahl Kock, Anders
3
Ergemen, Yunus Emre
3
Nielsen, Morten Ørregaard
3
Nonejad, Nima
3
Proietti, Tommaso
3
Bauwens, Luc
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Delle Monache, Davide
2
Dias, Gustavo Fruet
2
Hansen, Peter Reinhard
2
Hillebrand, Eric
2
Hillebrand, Eric T.
2
Lange, Theis
2
Nielsen, Bent
2
Noriega-Muro, Antonio E.
2
Rossi, Eduardo
2
Teräsvirta, Timo
2
Ventosa-Santaulària, Daniel
2
Voev, Valeri
2
Wel, Michael van der
2
Yang, Yukai
2
Barbachan, José Santiago Fajardo
1
Barndorff-Nielsen, Ole E.
1
Basse-O'Connor, Andreas
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Bennedsen, Mikkel
1
Bohn Nielsen, Heino
1
Bork, Lasse
1
Borup, Daniel
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Casarin, Roberto
1
Christiansen, Charlotte
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CREATES research paper
Journal of econometrics
357
International journal of forecasting
332
Economics letters
295
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
264
Journal of forecasting
233
Econometric theory
193
Discussion paper / Tinbergen Institute
186
Econometric reviews
140
Economic modelling
119
Applied economics
113
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
108
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
102
Journal of applied econometrics
99
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
97
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
83
Computational economics
82
Working paper
82
Working paper / Department of Econometrics and Business Statistics, Monash University
81
Applied economics letters
79
Working paper / National Bureau of Economic Research, Inc.
72
Journal of economic dynamics & control
71
NBER working paper series
68
Journal of empirical finance
67
NBER Working Paper
67
CESifo working papers
63
SFB 649 discussion paper
62
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Energy economics
58
Discussion paper / Centre for Economic Policy Research
57
Cowles Foundation discussion paper
56
Finance research letters
56
Oxford bulletin of economics and statistics
56
The econometrics journal
54
Tinbergen Institute Discussion Paper
54
Série des documents de travail / Centre de Recherche en Économie et Statistique
51
Technical Report
48
Econometrics : open access journal
47
European journal of operational research : EJOR
47
Journal of banking & finance
47
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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
-
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
A parametric factor model of the term structure of mortality
Haldrup, Niels
;
Rosenskjold, Carsten P. T.
-
2018
Persistent link: https://www.econbiz.de/10011797536
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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 forecasting power of the yield curve, a supervised factor model approach
Boldrini, Lorenzo
;
Hillebrand, Eric T.
-
2015
Persistent link: https://www.econbiz.de/10011327706
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10
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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