//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"CREATES research paper"
~subject:"United States"
~subject:"Zeitreihenanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
On the management of populatio...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
United States
Zeitreihenanalyse
Theorie
211
Theory
211
Time series analysis
75
Forecasting model
51
Prognoseverfahren
51
Volatility
42
Volatilität
42
Stochastic process
37
Stochastischer Prozess
37
Estimation
35
Schätzung
35
Yield curve
29
Zinsstruktur
29
USA
24
Estimation theory
21
Portfolio selection
21
Portfolio-Management
21
Schätztheorie
21
Capital income
17
Kapitaleinkommen
17
VAR model
17
VAR-Modell
17
Börsenkurs
16
Share price
16
CAPM
15
Cointegration
15
Kointegration
15
Risikoprämie
15
Risk premium
15
ARCH model
11
ARCH-Modell
11
Factor analysis
11
Faktorenanalyse
11
Statistical test
11
Statistischer Test
11
Martingal
10
Martingale
10
Regression analysis
10
more ...
less ...
Online availability
All
Free
91
Type of publication
All
Book / Working Paper
91
Type of publication (narrower categories)
All
Arbeitspapier
91
Graue Literatur
91
Non-commercial literature
91
Working Paper
91
Language
All
English
91
Author
All
Grassi, Stefano
6
Podolskij, Mark
6
Santucci de Magistris, Paolo
6
Haldrup, Niels
5
Johansen, Søren
5
Kruse, Robinson
5
Andreasen, Martin Møller
3
Bredahl Kock, Anders
3
Christensen, Bent Jesper
3
Ergemen, Yunus Emre
3
Nielsen, Morten Ørregaard
3
Nonejad, Nima
3
Proietti, Tommaso
3
Bauwens, Luc
2
Bennedsen, Mikkel
2
Bollerslev, Tim
2
Callot, Laurent
2
Christensen, Kim
2
Christoffersen, Peter F.
2
Delle Monache, Davide
2
Dias, Gustavo Fruet
2
Hansen, Peter Reinhard
2
Hillebrand, Eric
2
Kock, Anders Bredahl
2
Koopman, Siem Jan
2
Lange, Theis
2
Nielsen, Bent
2
Noriega-Muro, Antonio E.
2
Rossi, Eduardo
2
Teräsvirta, Timo
2
Todorov, Viktor
2
Ventosa-Santaulària, Daniel
2
Voev, Valeri
2
Yang, Yukai
2
Abate, Girum Dagnachew
1
Andersen, Torben
1
Bach, Christian
1
Barbachan, José Santiago Fajardo
1
Basse-O'Connor, Andreas
1
Bohn Nielsen, Heino
1
more ...
less ...
Published in...
All
CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
1,889
Discussion paper / Centre for Economic Policy Research
460
Economics letters
460
Journal of econometrics
420
European journal of operational research : EJOR
385
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
378
International journal of forecasting
358
The American economic review
345
Working paper
340
The review of financial studies
339
The journal of finance : the journal of the American Finance Association
321
NBER working paper series
312
Applied economics
299
The review of economics and statistics
285
Journal of forecasting
266
American journal of agricultural economics
262
Discussion paper / Tinbergen Institute
248
Discussion paper series / IZA
237
Journal of banking & finance
234
Journal of monetary economics
223
Computers & operations research : and their applications to problems of world concern ; an international journal
217
Finance and economics discussion series
217
CESifo working papers
216
Econometric theory
201
Journal of money, credit and banking : JMCB
198
Journal of political economy
195
Southern economic journal
186
Applied economics letters
183
Journal of economic dynamics & control
181
Journal of financial economics
181
Journal of applied econometrics
177
Economic modelling
176
International journal of production research
169
Econometric reviews
166
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
166
Economic inquiry : journal of the Western Economic Association International
156
Journal of macroeconomics
150
Journal of financial and quantitative analysis : JFQA
148
The journal of futures markets
146
The economic journal : the journal of the Royal Economic Society
145
more ...
less ...
Source
All
ECONIS (ZBW)
91
Showing
1
-
10
of
91
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Saved in:
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
-
2010
Persistent link: https://www.econbiz.de/10003947812
Saved in:
3
Nonlinear Kalman filtering in affine term structure models
Christoffersen, Peter F.
;
Dorion, Christian
;
Jacobs, Kris
; …
-
2012
Persistent link: https://www.econbiz.de/10009667381
Saved in:
4
Long and short memory in dynamic term structure models
Huseynov, Salman
-
2021
-
This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
Saved in:
5
Explaining asset prices with low risk aversion and low intertemporal substitution
Andreasen, Martin Møller
;
Jørgensen, Kasper
-
2016
Persistent link: https://www.econbiz.de/10011474816
Saved in:
6
Modelling and estimating large macroeconomic shocks during the pandemic
Corrado, Luisa
;
Grassi, Stefano
;
Paolillo, Aldo
-
2021
Persistent link: https://www.econbiz.de/10012620771
Saved in:
7
Interest rate convergence in the EMS prior to European Monetary Union
Frömmel, Michael
;
Kruse, Robinson
-
2009
Persistent link: https://www.econbiz.de/10003849559
Saved in:
8
Dynamic factor models with smooth loadings for analyzing the term structure of interest rates
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
-
2009
Persistent link: https://www.econbiz.de/10003875669
Saved in:
9
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders
;
Bohn Nielsen, Heino
-
2012
Persistent link: https://www.econbiz.de/10009546007
Saved in:
10
The TIPS liquidity premium
Andreasen, Martin Møller
;
Christensen, Jens H. E.
; …
-
2017
Persistent link: https://www.econbiz.de/10011706202
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->