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ARCH model
Zeitreihenanalyse
29,558
Time series analysis
28,273
Statistik
19,758
Theorie
15,455
Theory
15,120
Schätztheorie
6,762
Estimation theory
6,688
Prognoseverfahren
5,944
Forecasting model
5,779
Schätzung
5,778
Estimation
5,638
Applied statistics
5,200
Statistische Methodenlehre
4,586
Statistical theory
4,579
USA
3,612
United States
3,410
Deutschland
3,314
Volatilität
3,209
Volatility
3,136
Kointegration
2,160
Cointegration
2,116
Konjunktur
2,092
Business cycle
1,977
Börsenkurs
1,913
Share price
1,864
Germany
1,854
ARCH-Modell
1,818
Kapitaleinkommen
1,758
Capital income
1,752
Welt
1,641
World
1,607
VAR-Modell
1,553
VAR model
1,523
Stochastischer Prozess
1,473
Stochastic process
1,417
Zustandsraummodell
1,415
State space model
1,396
Einheitswurzeltest
1,369
Unit root test
1,369
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Free
670
Undetermined
575
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1,087
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697
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1,052
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1,052
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Graue Literatur
368
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25
Collection of articles of several authors
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7
Lehrbuch
7
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Aufsatzsammlung
6
Textbook
6
Bibliografie enthalten
4
Bibliography included
4
Conference paper
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Konferenzbeitrag
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Forschungsbericht
2
Konferenzschrift
2
Mehrbändiges Werk
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2
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English
1,772
German
12
Italian
1
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McAleer, Michael
54
Teräsvirta, Timo
29
Caporin, Massimiliano
21
Lütkepohl, Helmut
20
Koopman, Siem Jan
17
Bauwens, Luc
16
Gupta, Rangan
16
Chang, Chia-Lin
14
Lucas, André
14
Hafner, Christian M.
13
Hansen, Peter Reinhard
13
Huang, Zhuo
12
Saikkonen, Pentti
12
Allen, David E.
11
Conrad, Christian
11
Francq, Christian
11
Hallin, Marc
11
Medeiros, Marcelo C.
11
Rombouts, Jeroen V. K.
11
Silvennoinen, Annastiina
11
Engle, Robert F.
10
Li, Wai Keung
10
Nelson, Daniel B.
10
Nielsen, Morten Ørregaard
10
Rahbek, Anders
10
Ruiz, Esther
10
Blazsek, Szabolcs
9
Dijk, Dick van
9
Kumar, Dilip
9
Meitz, Mika
9
Asai, Manabu
8
Blasques, Francisco
8
Caporale, Guglielmo Maria
8
Chen, Xiaohong
8
Giraitis, Liudas
8
Gonçalves, Sílvia
8
Harvey, Andrew C.
8
Lux, Thomas
8
Shephard, Neil G.
8
Carnero, M. Angeles
7
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Centre for Analytical Finance <Århus>
5
Ekonomiska forskningsinstitutet <Stockholm>
3
Econometrisch Instituut <Rotterdam>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
National Bureau of Economic Research
2
University of Canterbury / Dept. of Economics and Finance
2
William Davidson Institute <Ann Arbor, Mich.>
2
Center for Economic Research <Tilburg>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
European University Institute / Department of Economics
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Gottfried Wilhelm Leibniz Universität Hannover
1
International Center for Financial Asset Management and Engineering
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Konjunkturinstitutet <Stockholm>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Springer Fachmedien Wiesbaden
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Taylor and Francis.
1
University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of Strathclyde / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
Westfälische Wilhelms-Universität Münster
1
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Discussion paper / Tinbergen Institute
42
Journal of econometrics
42
Journal of empirical finance
37
Economic modelling
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
International journal of forecasting
30
Energy economics
29
Applied economics
27
Economics letters
26
Finance research letters
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
The North American journal of economics and finance : a journal of financial economics studies
21
CREATES research paper
19
International review of financial analysis
19
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Journal of forecasting
18
Working paper
18
Journal of risk and financial management : JRFM
17
Research in international business and finance
16
Econometric Institute research papers
15
Econometric reviews
15
International review of economics & finance : IREF
15
Journal of banking & finance
14
International Journal of Energy Economics and Policy : IJEEP
13
Journal of time series econometrics
13
The econometrics journal
13
Econometrics : open access journal
12
International journal of economics and financial issues : IJEFI
12
Journal of financial econometrics
12
Computational economics
11
Econometric theory
11
Journal of international financial markets, institutions & money
11
Journal of risk
11
Applied financial economics
10
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International journal of economics and finance
9
CORE discussion papers : DP
8
ECARES working paper
8
International journal of finance & economics : IJFE
8
The European journal of finance
8
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ECONIS (ZBW)
1,784
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1
Non-stationarity in Garch models : a Bayesian analysis
Kleibergen, F.
;
Dijk, H. K. van
-
1993
Persistent link: https://www.econbiz.de/10000122423
Saved in:
2
Nonstationarity in GARCH models : a Bayesian analysis
Kleibergen, Frank
;
Dijk, Herman K. van
-
1993
Persistent link: https://www.econbiz.de/10000122477
Saved in:
3
Testing for nonlinear dependence in daily foreign exchange rate changes
Hsieh, David A.
-
1988
Persistent link: https://www.econbiz.de/10000766355
Saved in:
4
Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie
Brechtmann, Markus
-
1998
Persistent link: https://www.econbiz.de/10000675119
Saved in:
5
Lagrange multiplier tests for normality against seminonparametric alternatives
Hall, Alastair R.
- In:
Journal of business & economic statistics : JBES ; a …
8
(
1990
)
4
,
pp. 417-426
Persistent link: https://www.econbiz.de/10001096543
Saved in:
6
Testing for nonlinear dependence in daily foreign exchange rates
Hsieh, David A.
- In:
The journal of business : B
62
(
1989
)
3
,
pp. 339-368
Persistent link: https://www.econbiz.de/10001069300
Saved in:
7
Proceedings of the Hong Kong International Workshop on Statistics and Finance: an Interface : Centre of Financial Time Series, the University of Hong Kong 4-8 July 1999
Chan, Wai-Sum
(
contributor
);
Li, Wai Keung
(
contributor
); …
-
International Workshop on Statistics and Finance <1999, …
-
2000
Persistent link: https://www.econbiz.de/10001490756
Saved in:
8
Bayesian unit root test in double threshold heteroskedastic models
Chen, Cathy W. S.
;
Chen, Shu-yu
;
Lee, Sangyeol
- In:
Computational economics
42
(
2013
)
4
,
pp. 471-490
Persistent link: https://www.econbiz.de/10010249863
Saved in:
9
Research design issues in time-series modelling of financial market volatility
McKenzie, Michael D.
;
Brooks, Robert
-
1999
Persistent link: https://www.econbiz.de/10001372125
Saved in:
10
Nonlinear dynamics and stock returns
Scheinkman, José Alexandre
- In:
The journal of business : B
62
(
1989
)
3
,
pp. 311-337
Persistent link: https://www.econbiz.de/10001069301
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