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~subject:"Kapitaleinkommen"
~subject:"Zeitreihenanalyse"
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Kapitaleinkommen
Zeitreihenanalyse
Theorie
211
Theory
211
Time series analysis
75
Forecasting model
51
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51
Volatility
42
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Grassi, Stefano
6
Podolskij, Mark
6
Johansen, Søren
5
Kruse, Robinson
5
Santucci de Magistris, Paolo
5
Christiansen, Charlotte
4
Haldrup, Niels
4
Andreasen, Martin Møller
3
Bredahl Kock, Anders
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Christensen, Bent Jesper
3
Christensen, Kim
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Ergemen, Yunus Emre
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Nielsen, Morten Ørregaard
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Nonejad, Nima
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Proietti, Tommaso
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Bauwens, Luc
2
Bollerslev, Tim
2
Borup, Daniel
2
Delle Monache, Davide
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Dias, Gustavo Fruet
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Engsted, Tom
2
Eriksen, Jonas Nygaard
2
Hansen, Peter Reinhard
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Hillebrand, Eric
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Hounyo, Ulrich
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Kjær, Mads Markvart
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Lange, Theis
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Meddahi, Nour
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Noriega-Muro, Antonio E.
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Ventosa-Santaulària, Daniel
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Voev, Valeri
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1
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CREATES research paper
Journal of econometrics
384
International journal of forecasting
360
Economics letters
354
NBER working paper series
325
Working paper / National Bureau of Economic Research, Inc.
299
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
295
Journal of forecasting
268
Journal of banking & finance
264
NBER Working Paper
263
Finance research letters
262
Journal of financial economics
241
Applied economics
212
Journal of empirical finance
212
Discussion paper / Tinbergen Institute
200
Econometric theory
192
International review of financial analysis
188
Economic modelling
172
Applied economics letters
157
Econometric reviews
152
International review of economics & finance : IREF
131
Journal of economic dynamics & control
129
Discussion paper / Centre for Economic Policy Research
126
The journal of finance : the journal of the American Finance Association
126
The European journal of finance
121
Working paper
121
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
117
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
116
The North American journal of economics and finance : a journal of financial economics studies
113
Management science : journal of the Institute for Operations Research and the Management Sciences
111
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
Journal of risk and financial management : JRFM
105
The review of financial studies
104
CESifo working papers
103
Journal of applied econometrics
102
Computational economics
98
Applied financial economics
96
Research in international business and finance
94
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
91
The journal of asset management
91
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Affine bond pricing with a mixture distribution for interest rate time-series dynamics
Rasmussen, Torben B
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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.
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2012
Persistent link: https://www.econbiz.de/10009576958
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4
Expected business conditions and bond risk premia
Eriksen, Jonas Nygaard
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2015
Persistent link: https://www.econbiz.de/10011343492
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5
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
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2012
Persistent link: https://www.econbiz.de/10009667381
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6
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
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7
Long and short memory in dynamic term structure models
Huseynov, Salman
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2021
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This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
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8
Predicting severe simultaneous recessions using yield spreads as leading indicators
Christiansen, Charlotte
-
2011
Persistent link: https://www.econbiz.de/10009127828
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9
Bond risk premiums at the zero lower bound
Andreasen, Martin Møller
;
Jørgensen, Kasper
;
Meldrum, …
-
2019
Persistent link: https://www.econbiz.de/10012063987
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10
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
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2019
Persistent link: https://www.econbiz.de/10012063989
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