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Modellierung
32
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Johansen, Søren
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Barndorff-Nielsen, Ole E.
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CREATES research paper
Journal of econometrics
116
Business Process Management Journal
68
Managerial Finance
67
PharmacoEconomics
64
International journal of production research
61
NBER working paper series
60
International Journal of Operations & Production Management
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53
Working paper
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JRC-IPTS Working Papers
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Energy
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44
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41
SpringerLink / Bücher
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Economics letters
40
International journal of forecasting
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Discussion paper / Centre for Economic Policy Research
39
Econometric Institute research papers
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International Journal of Quality & Reliability Management
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
38
CEMMAP working papers / Centre for Microdata Methods and Practice
37
Industrial Management & Data Systems
37
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
36
Journal of applied econometrics
36
The journal of risk model validation
35
Renewable Energy
33
Economic modelling
30
Applied Energy
29
Cowles Foundation discussion paper
29
Management Decision
29
Applied economics
28
Econometrics : open access journal
28
European journal of operational research : EJOR
27
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
26
Journal of economic dynamics & control
25
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ECONIS (ZBW)
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1
First and second order non-linear cointegration models
Lange, Theis
-
2009
Persistent link: https://www.econbiz.de/10003849457
Saved in:
2
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10003849492
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3
Semiparametric
modelling
and estimation : a selective overview
Kristensen, Dennis
-
2009
Persistent link: https://www.econbiz.de/10003883603
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4
Realized volatility and multipower variation
Andersen, Torben
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003892558
Saved in:
5
Testing a parametric function against nonparametric alternative in IV and GMM settings
Gørgens, Tue
;
Würtz, Allan H.
-
2009
Persistent link: https://www.econbiz.de/10003903437
Saved in:
6
Forecast combinations
Aiolfi, Marco
;
Capistrán Carmona, Carlos
;
Timmermann, Allan
-
2010
Persistent link: https://www.econbiz.de/10003968390
Saved in:
7
Option valuation with the simplified component GARCH model
Dziubinski, Matt
-
2011
Persistent link: https://www.econbiz.de/10008857566
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8
Latent integrated stochastic volatility, realized volatility, and implied volatility : a state space approach
Bach, Christian
;
Christensen, Bent Jesper
-
2010
Persistent link: https://www.econbiz.de/10008857837
Saved in:
9
Ambit processes and stochastic partial differential equations
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10003959801
Saved in:
10
Modelling
energy spot prices by Lévy semistationary processes
Barndorff-Nielsen, Ole E.
;
Benth, Fred Espen
;
Veraart, …
-
2010
Persistent link: https://www.econbiz.de/10003959807
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