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Time series analysis
Theorie
211
Theory
211
Zeitreihenanalyse
71
Forecasting model
46
Prognoseverfahren
46
Volatility
39
Volatilität
39
Stochastic process
35
Stochastischer Prozess
35
Estimation
32
Schätzung
32
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20
United States
20
Estimation theory
18
Schätztheorie
18
Yield curve
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17
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Capital income
15
Kapitaleinkommen
15
CAPM
14
Börsenkurs
13
Cointegration
13
Kointegration
13
Risikoprämie
13
Risk premium
13
Share price
13
Statistical test
11
Statistischer Test
11
ARCH model
10
ARCH-Modell
10
Factor analysis
10
Faktorenanalyse
10
Martingal
10
Martingale
10
Nichtlineare Regression
9
Nonlinear regression
9
Regression analysis
9
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71
Graue Literatur
71
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71
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71
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English
71
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Podolskij, Mark
6
Grassi, Stefano
5
Johansen, Søren
5
Kruse, Robinson
5
Santucci de Magistris, Paolo
5
Haldrup, Niels
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
Engsted, Tom
1
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CREATES research paper
Journal of econometrics
326
International journal of forecasting
316
Economics letters
277
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
239
Journal of forecasting
223
Econometric theory
190
Discussion paper / Tinbergen Institute
170
Econometric reviews
132
Economic modelling
112
Applied economics
103
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
96
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Journal of applied econometrics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Computational economics
77
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Working paper
74
Applied economics letters
69
Journal of economic dynamics & control
67
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER Working Paper
57
Energy economics
56
Cowles Foundation discussion paper
55
Working paper / National Bureau of Economic Research, Inc.
55
Oxford bulletin of economics and statistics
53
Journal of empirical finance
52
NBER working paper series
52
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
CESifo working papers
48
European journal of operational research : EJOR
47
The econometrics journal
47
Finance research letters
46
Discussion papers of interdisciplinary research project 373
45
SFB 649 discussion paper
45
EUI working paper / ECO
44
Econometrics : open access journal
42
Discussion paper / Center for Economic Research, Tilburg University
41
The review of economics and statistics
41
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ECONIS (ZBW)
71
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1
Milestones of European integration : which matters most for export openness?
Hiller, Sanne
;
Kruse, Robinson
-
2010
Persistent link: https://www.econbiz.de/10003981200
Saved in:
2
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:
3
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:
4
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:
5
Skewness premium with Lévy processes
Barbachan, José Santiago Fajardo
;
Mordecki, Ernesto
-
2009
Persistent link: https://www.econbiz.de/10003849514
Saved in:
6
Quadratic variation by Markov chains
Hansen, Peter Reinhard
;
Horel, Guillaume
-
2009
Persistent link: https://www.econbiz.de/10003849527
Saved in:
7
Forecasting with universal approximators and a learning algorithm
Bredahl Kock, Anders
-
2009
Persistent link: https://www.econbiz.de/10003849546
Saved in:
8
A meta-distribution for non-stationary samples
Guégan, Dominique
-
2009
Persistent link: https://www.econbiz.de/10003849558
Saved in:
9
Realised quantile-based estimation of the integrated variance
Christensen, Kim
;
Oomen, Roel
;
Podolskij, Mark
-
2009
Persistent link: https://www.econbiz.de/10003849570
Saved in:
10
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
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