//--> //--> //--> //-->
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:"VAR model"
~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
VAR model
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
United States
24
Estimation theory
21
Portfolio selection
21
Portfolio-Management
21
Schätztheorie
21
Capital income
17
Kapitaleinkommen
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
87
Type of publication
All
Book / Working Paper
87
Type of publication (narrower categories)
All
Arbeitspapier
87
Graue Literatur
87
Non-commercial literature
87
Working Paper
87
Language
All
English
87
Author
All
Johansen, Søren
9
Nielsen, Morten Ørregaard
8
Grassi, Stefano
6
Podolskij, Mark
6
Kruse, Robinson
5
Santucci de Magistris, Paolo
5
Haldrup, Niels
4
Bredahl Kock, Anders
3
Ergemen, Yunus Emre
3
Nonejad, Nima
3
Proietti, Tommaso
3
Yang, Yukai
3
Bauwens, Luc
2
Callot, Laurent
2
Christensen, Bent Jesper
2
Christensen, Kim
2
Delle Monache, Davide
2
Dias, Gustavo Fruet
2
Engsted, Tom
2
Hansen, Peter Reinhard
2
Hillebrand, Eric
2
Kristensen, Johannes Tang
2
Lange, Theis
2
Nielsen, Bent
2
Noriega-Muro, Antonio E.
2
Pedersen, Thomas Q.
2
Rossi, Eduardo
2
Teräsvirta, Timo
2
Ventosa-Santaulària, Daniel
2
Voev, Valeri
2
Xu, Ke
2
Andreasen, Martin Møller
1
Ankargren, Sebastian
1
Barbachan, José Santiago Fajardo
1
Basse-O'Connor, Andreas
1
Bennedsen, Mikkel
1
Bohn Nielsen, Heino
1
Boldrini, Lorenzo
1
Borup, Daniel
1
Boswijk, Herman Peter
1
more ...
less ...
Published in...
All
CREATES research paper
Journal of econometrics
376
International journal of forecasting
343
Economics letters
327
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
268
Journal of forecasting
245
Econometric theory
206
Discussion paper / Tinbergen Institute
188
Econometric reviews
152
Economic modelling
148
Applied economics
135
Journal of applied econometrics
115
Working paper
115
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
112
Journal of economic dynamics & control
111
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
106
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Discussion paper / Centre for Economic Policy Research
92
Applied economics letters
87
CESifo working papers
87
Computational economics
86
Working paper / Department of Econometrics and Business Statistics, Monash University
85
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
NBER working paper series
76
Working paper / National Bureau of Economic Research, Inc.
76
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
75
NBER Working Paper
75
Journal of empirical finance
69
Energy economics
66
Macroeconomic dynamics
66
Oxford bulletin of economics and statistics
66
Working paper series / European Central Bank
65
Finance research letters
63
Journal of macroeconomics
63
Discussion papers of interdisciplinary research project 373
61
Cowles Foundation discussion paper
57
The econometrics journal
57
CAMA working paper series
54
Discussion papers / CEPR
53
SFB 649 discussion paper
53
more ...
less ...
Source
All
ECONIS (ZBW)
87
Showing
1
-
10
of
87
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
The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
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
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders
;
Bohn Nielsen, Heino
-
2012
Persistent link: https://www.econbiz.de/10009546007
Saved in:
9
The time-varying stystematic risk of carry trade strategies
Christiansen, Charlotte
;
Ranaldo, Angelo
;
Söderllind, Paul
-
2009
Persistent link: https://www.econbiz.de/10003849534
Saved in:
10
On the economic evaluation of volatility forecasts
Voev, Valeri
-
2009
Persistent link: https://www.econbiz.de/10003903525
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->