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Martingale
Zeitreihenanalyse
Theorie
211
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211
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51
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51
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Podolskij, Mark
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CREATES research paper
Journal of econometrics
345
International journal of forecasting
323
Economics letters
282
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of forecasting
226
Econometric theory
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Discussion paper / Tinbergen Institute
177
Econometric reviews
137
Economic modelling
116
Applied economics
111
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
98
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Journal of applied econometrics
90
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
81
Working paper / Department of Econometrics and Business Statistics, Monash University
80
Working paper
77
Applied economics letters
76
Journal of economic dynamics & control
75
Finance and stochastics
73
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
65
NBER Working Paper
61
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Cowles Foundation discussion paper
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54
Oxford bulletin of economics and statistics
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The econometrics journal
50
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49
SFB 649 discussion paper
48
Technical Report
46
Discussion paper / Center for Economic Research, Tilburg University
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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
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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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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
Long memory and tail dependence in trading volume and volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003863172
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