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~subject:"Prognoseverfahren"
~subject:"Zeitreihenanalyse"
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Prognoseverfahren
Zeitreihenanalyse
Theorie
211
Theory
211
Time series analysis
75
Forecasting model
51
Volatility
42
Volatilität
42
Stochastic process
37
Stochastischer Prozess
37
Estimation
35
Schätzung
35
Yield curve
29
Zinsstruktur
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USA
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United States
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Estimation theory
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Statistischer Test
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Grassi, Stefano
6
Johansen, Søren
6
Podolskij, Mark
6
Hansen, Peter Reinhard
5
Kruse, Robinson
5
Santucci de Magistris, Paolo
5
Borup, Daniel
4
Christensen, Bent Jesper
4
Christiansen, Charlotte
4
Haldrup, Niels
4
Nielsen, Morten Ørregaard
4
Boldrini, Lorenzo
3
Bredahl Kock, Anders
3
Christensen, Kim
3
Ergemen, Yunus Emre
3
Hillebrand, Eric
3
Lunde, Asger
3
Nonejad, Nima
3
Proietti, Tommaso
3
Varneskov, Rasmus Tangsgaard
3
Voev, Valeri
3
Yang, Yukai
3
Andreasen, Martin Møller
2
Bauwens, Luc
2
Bollerslev, Tim
2
Callot, Laurent
2
Delle Monache, Davide
2
Dias, Gustavo Fruet
2
Engsted, Tom
2
Eriksen, Jonas Nygaard
2
Hillebrand, Eric T.
2
Kjær, Mads Markvart
2
Lange, Theis
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Medeiros, Marcelo C.
2
Nielsen, Bent
2
Noriega-Muro, Antonio E.
2
Patton, Andrew J.
2
Pedersen, Thomas Q.
2
Rahbek, Anders
2
Rossi, Eduardo
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CREATES research paper
International journal of forecasting
793
Journal of forecasting
535
Journal of econometrics
421
Economics letters
351
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
339
Discussion paper / Tinbergen Institute
243
Econometric theory
201
Applied economics
184
Economic modelling
175
Econometric reviews
158
NBER working paper series
149
European journal of operational research : EJOR
144
NBER Working Paper
144
Computational economics
143
Journal of applied econometrics
143
Working paper / National Bureau of Economic Research, Inc.
141
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
140
Finance research letters
139
Working paper
139
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
138
Applied economics letters
137
Journal of empirical finance
130
Discussion paper / Centre for Economic Policy Research
126
Energy economics
116
Journal of economic dynamics & control
116
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
114
Journal of banking & finance
113
Working paper / Department of Econometrics and Business Statistics, Monash University
109
CESifo working papers
97
International review of financial analysis
92
Risks : open access journal
91
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
87
Management science : journal of the Institute for Operations Research and the Management Sciences
85
SFB 649 discussion paper
84
Technological forecasting & social change : an international journal
81
Tinbergen Institute Discussion Paper
81
The North American journal of economics and finance : a journal of financial economics studies
76
Journal of international money and finance
75
Quantitative finance
75
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ECONIS (ZBW)
108
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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
Expected business conditions and bond risk premia
Eriksen, Jonas Nygaard
-
2015
Persistent link: https://www.econbiz.de/10011343492
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4
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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5
Analyzing oil futures with a dynamic Nelson-Siegel Model
Hansen, Niels S.
;
Lunde, Asger
-
2013
Persistent link: https://www.econbiz.de/10010195637
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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
-
2021
-
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
-
2019
Persistent link: https://www.econbiz.de/10012063989
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