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~subject:"Großbritannien"
~subject:"Zeitreihenanalyse"
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Großbritannien
Zeitreihenanalyse
Theorie
211
Theory
211
Time series analysis
70
Forecasting model
46
Prognoseverfahren
46
Volatility
39
Volatilität
39
Stochastic process
35
Stochastischer Prozess
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Statistischer Test
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10
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10
Martingal
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10
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9
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9
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Podolskij, Mark
6
Grassi, Stefano
5
Johansen, Søren
5
Santucci de Magistris, Paolo
5
Haldrup, Niels
4
Kruse, Robinson
4
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
Lange, Theis
2
Nielsen, Bent
2
Noriega-Muro, Antonio E.
2
Rossi, Eduardo
2
Teräsvirta, Timo
2
Ventosa-Santaulària, Daniel
2
Yang, Yukai
2
Barbachan, José Santiago Fajardo
1
Basse-O'Connor, Andreas
1
Bennedsen, Mikkel
1
Boldrini, Lorenzo
1
Borup, Daniel
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Casarin, Roberto
1
Christoffersen, Peter F.
1
Davidson, Russell
1
Dijk, Herman K. van
1
Dolatabadi, Sepideh
1
Dorion, Christian
1
Dufays, Arnaud
1
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CREATES research paper
Journal of econometrics
342
International journal of forecasting
333
Economics letters
329
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
250
Journal of forecasting
237
Applied economics
231
The economic journal : the journal of the Royal Economic Society
198
Discussion paper / Tinbergen Institute
194
Econometric theory
192
Working paper / National Bureau of Economic Research, Inc.
192
NBER working paper series
189
NBER Working Paper
180
Discussion paper / Centre for Economic Policy Research
162
Economic modelling
145
Econometric reviews
144
Discussion paper series / IZA
133
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
131
Working paper
130
CESifo working papers
123
Oxford bulletin of economics and statistics
121
Journal of applied econometrics
120
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
119
Discussion paper
114
Europäische Hochschulschriften / 5
104
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
102
Applied economics letters
90
Journal of international money and finance
87
SpringerLink / Bücher
87
Journal of economic dynamics & control
84
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
81
Computational economics
80
Energy economics
80
Discussion paper / Centre for Economic Forecasting
79
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Applied financial economics
77
IZA Discussion Papers
73
Oxford economic papers
73
Scottish journal of political economy : the journal of the Scottish Economic Society
71
IZA Discussion Paper
70
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ECONIS (ZBW)
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1
Long memory and tail dependence in trading volume and volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863172
Saved in:
2
A no arbitrage fractional cointegration analysis of the range based volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863181
Saved in:
3
On IGARCH and convergence of the QMLE for misspecified GARCH models
Tolver Jensen, Anders
;
Lange, Theis
-
2009
Persistent link: https://www.econbiz.de/10003849498
Saved in:
4
Skewness premium with Lévy processes
Barbachan, José Santiago Fajardo
;
Mordecki, Ernesto
-
2009
Persistent link: https://www.econbiz.de/10003849514
Saved in:
5
Quadratic variation by Markov chains
Hansen, Peter Reinhard
;
Horel, Guillaume
-
2009
Persistent link: https://www.econbiz.de/10003849527
Saved in:
6
Forecasting with universal approximators and a learning algorithm
Bredahl Kock, Anders
-
2009
Persistent link: https://www.econbiz.de/10003849546
Saved in:
7
A meta-distribution for non-stationary samples
Guégan, Dominique
-
2009
Persistent link: https://www.econbiz.de/10003849558
Saved in:
8
Realised quantile-based estimation of the integrated variance
Christensen, Kim
;
Oomen, Roel
;
Podolskij, Mark
-
2009
Persistent link: https://www.econbiz.de/10003849570
Saved in:
9
Pre-averaging estimators of the ex-post covariance matrix in noisy diffusion models with non-synchronous data
Christensen, Kim
;
Kinnebrock, Silja
;
Podolskij, Mark
-
2009
Persistent link: https://www.econbiz.de/10003883608
Saved in:
10
Understanding limit theorems for semimartingales: a short survey
Podolskij, Mark
;
Vetter, Mathias
-
2009
Persistent link: https://www.econbiz.de/10003883610
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