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ARCH model
Schätztheorie
36,122
Estimation theory
35,495
Zeitreihenanalyse
29,860
Time series analysis
28,839
Theorie
23,812
Theory
23,118
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10,521
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10,323
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7,980
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7,352
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7,188
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6,430
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4,720
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4,672
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4,576
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4,380
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4,242
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4,158
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4,029
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3,900
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2,809
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2,766
Börsenkurs
2,498
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2,494
ARCH-Modell
2,493
Statistischer Test
2,448
Share price
2,439
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2,436
Kapitaleinkommen
2,398
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2,391
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2,370
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2,246
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2,232
Bayes-Statistik
2,200
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2,180
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2,169
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2,145
econometrics
2,087
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2,069
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931
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1,473
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979
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2,439
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12
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McAleer, Michael
59
Teräsvirta, Timo
34
Francq, Christian
32
Caporin, Massimiliano
25
Zakoïan, Jean-Michel
25
Hafner, Christian M.
24
Bauwens, Luc
23
Lütkepohl, Helmut
21
Rahbek, Anders
21
Engle, Robert F.
19
Koopman, Siem Jan
19
Ardia, David
18
Gupta, Rangan
18
Kumar, Dilip
17
Huang, Zhuo
16
Chang, Chia-Lin
15
Lucas, André
15
Rombouts, Jeroen V. K.
15
Sheppard, Kevin
15
Silvennoinen, Annastiina
15
Saikkonen, Pentti
14
Audrino, Francesco
13
Hansen, Peter Reinhard
13
Li, Wai Keung
13
Linton, Oliver
12
Medeiros, Marcelo C.
12
Shephard, Neil G.
12
Allen, David E.
11
Conrad, Christian
11
Dijk, Dick van
11
Hallin, Marc
11
Ling, Shiqing
11
Nielsen, Morten Ørregaard
11
Pedersen, Rasmus Søndergaard
11
Preminger, Arie
11
Ruiz, Esther
11
Feng, Yuanhua
10
Laurent, Sébastien
10
Nelson, Daniel B.
10
Arvanitis, Stelios
9
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Centre for Analytical Finance <Århus>
5
Ekonomiska forskningsinstitutet <Stockholm>
4
National Bureau of Economic Research
3
Econometrisch Instituut <Rotterdam>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Shakai-Keizai-Kenkyūsho <Osaka>
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
London School of Economics and Political Science
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Springer Fachmedien Wiesbaden
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Taylor and Francis.
1
Umeå Universitet / Institutionen för Nationalekonomi
1
Universitat Pompeu Fabra / Departament d'Economia i Empresa
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
University of Waterloo / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
Uniwersytet Warszawski / Wydział Nauk Ekonomicznych
1
Westfälische Wilhelms-Universität Münster
1
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Journal of econometrics
75
Discussion paper / Tinbergen Institute
48
Journal of empirical finance
44
Econometric theory
41
Economics letters
41
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
41
Finance research letters
39
Economic modelling
36
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
36
International journal of forecasting
35
Energy economics
32
Applied economics
31
The North American journal of economics and finance : a journal of financial economics studies
27
Journal of forecasting
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
CREATES research paper
24
Econometric reviews
22
Journal of banking & finance
22
International review of financial analysis
21
The econometrics journal
20
International review of economics & finance : IREF
19
Journal of risk and financial management : JRFM
19
Working paper
19
Computational economics
18
International journal of economics and financial issues : IJEFI
18
Journal of risk
18
International Journal of Energy Economics and Policy : IJEEP
17
CORE discussion papers : DP
16
Econometric Institute research papers
16
Econometrics : open access journal
16
Journal of time series econometrics
16
Research in international business and finance
16
Journal of financial econometrics
15
Journal of international financial markets, institutions & money
13
Applied economics letters
12
The European journal of finance
12
Applied financial economics
11
International journal of economics and finance
11
International journal of finance & economics : IJFE
10
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ECONIS (ZBW)
2,452
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1
Simulation-based approaches in financial
econometrics
Sjölander, Pär
-
2007
Persistent link: https://www.econbiz.de/10003738168
Saved in:
2
Volatility and time series
econometrics
: essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
3
Five contributions to econometric theory and the
econometrics
of ultra-high-frequency data
Meitz, Mika
-
2006
Persistent link: https://www.econbiz.de/10003387158
Saved in:
4
Applied time series
econometrics
Lütkepohl, Helmut
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10001851355
Saved in:
5
GARCH Models with Long Memory and Nonparametric Specifications
Conrad, Christian
-
2006
Persistent link: https://www.econbiz.de/10003402366
Saved in:
6
New introduction to multiple time series analysis
Lütkepohl, Helmut
-
2006
Persistent link: https://www.econbiz.de/10001768634
Saved in:
7
Bayesian nonparametrics for financial volatility modeling
Zaharieva, Martina Danielova
-
2017
Persistent link: https://www.econbiz.de/10012200829
Saved in:
8
Financial
econometrics
using Stata
Boffelli, Simona
;
Urga, Giovanni
-
2016
Persistent link: https://www.econbiz.de/10013550838
Saved in:
9
New Introduction to Multiple Time Series Analysis
Lütkepohl, Helmut
-
2005
Persistent link: https://www.econbiz.de/10013520820
Saved in:
10
Die parametrische und semiparametrische Analyse von Finanzzeitreihen : neue Methoden, Modelle und Anwendungsmöglichkeiten
Peitz, Christian
-
2016
Persistent link: https://www.econbiz.de/10011432076
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