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Schätzung
Stochastischer Prozess
16,952
Stochastic process
16,775
Theorie
9,812
Theory
9,785
Volatility
3,908
Volatilität
3,892
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3,208
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3,202
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2,098
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2,098
Estimation
1,617
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1,597
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1,596
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1,519
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1,519
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1,063
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1,058
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1,057
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975
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950
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905
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905
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900
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897
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834
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834
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827
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827
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763
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687
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683
USA
662
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659
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646
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646
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643
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642
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598
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597
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895
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436
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51
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1,585
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42
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1
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McAleer, Michael
38
Asai, Manabu
21
Chan, Joshua
18
Gil-Alaña, Luis A.
17
Mumtaz, Haroon
16
Todorov, Viktor
16
Tauchen, George Eugene
14
Rodriguez, Gabriel
13
Koopman, Siem Jan
11
Pesaran, M. Hashem
11
Strachan, Rodney W.
11
Hafner, Christian M.
10
Obstfeld, Maurice
10
Caporale, Guglielmo Maria
9
Chang, Tsangyao
9
Fernández-Villaverde, Jesús
9
Pettenuzzo, Davide
9
Timmermann, Allan
9
Clark, Todd E.
8
Guerrón-Quintana, Pablo A.
8
Herwartz, Helmut
8
Härdle, Wolfgang
8
Li, Jia
8
Rubio-Ramírez, Juan Francisco
8
Tansel, Aysıt
8
Theodoridis, Konstantinos
8
Wilfling, Bernd
8
Balcilar, Mehmet
7
Bollerslev, Tim
7
Chan, Joshua C. C.
7
Chang, Hsu-Ling
7
Guidolin, Massimo
7
Koop, Gary
7
Mertens, Elmar
7
Nason, James Michael
7
Ozdemir, Zeynel Abidin
7
Park, Joon Y.
7
Su, Chi-Wei
7
Österholm, Pär
7
Bos, Charles S.
6
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National Bureau of Economic Research
10
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Queen Mary College / Department of Economics
2
University of Canterbury / Dept. of Economics and Finance
2
Brandenburgische Technische Universität Cottbus / Lehrstuhl Energiewirtschaft
1
Center for Economic Analysis of Human Behavior and Social Institutions, National Bureau of Economic Research, inc.
1
Centre for Economic Policy Research
1
Erasmus Research Institute of Management
1
Federal Reserve Bank of Cleveland
1
Federal Reserve Bank of St. Louis
1
Hamburgisches Welt-Wirtschafts-Archiv
1
Institut für Weltwirtschaft
1
Institut für Wirtschaftsforschung Halle
1
Rodney L. White Center for Financial Research
1
Thailand Econometric Society
1
Umeå Universitet / Institutionen för Nationalekonomi
1
University of Strathclyde / Department of Economics
1
Universität Mannheim
1
Université catholique de Louvain / Institut de recherches économiques et sociales <1941-1960>
1
Österreichisches Institut für Wirtschaftsforschung
1
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Journal of econometrics
47
Working paper
32
Econometric reviews
28
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
27
Applied economics
24
Economic modelling
22
Discussion paper / Tinbergen Institute
19
CAMA working paper series
18
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Journal of banking & finance
18
Applied economics letters
15
Journal of applied econometrics
15
International journal of forecasting
14
Economics letters
13
Energy economics
13
Journal of empirical finance
13
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
12
The journal of futures markets
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Econometrics : open access journal
10
Finance research letters
10
International review of financial analysis
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Research paper series / Swiss Finance Institute
10
Econometric Institute research papers
9
International journal of theoretical and applied finance
9
International review of economics & finance : IREF
9
Journal of economic dynamics & control
9
Journal of productivity analysis
9
Macroeconomic dynamics
9
NBER Working Paper
9
NBER working paper series
9
SFB 649 discussion paper
9
Applied financial economics
8
CESifo working papers
8
Discussion paper series / IZA
8
European journal of operational research : EJOR
8
Journal of financial econometrics
8
Journal of financial economics
8
Quantitative finance
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ECONIS (ZBW)
1,613
EconStor
12
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1
Modelling the yield curve : a two components approach
Hatgioannides, John
(
contributor
); …
-
2004
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10002229537
Saved in:
2
A hidden Markov Model inference approach to testing the random walk hypothesis : empirical evidence from the Nigerian stock market
Nkemnole, Edesiri
- In:
Journal of economic and financial sciences
9
(
2016
)
3
,
pp. 696-713
Persistent link: https://www.econbiz.de/10011658239
Saved in:
3
On the nonstationarity of the exchange rate process
Ohnishi, Takaaki
;
Takayasu, Hideki
;
Itō, Takatoshi
; …
-
2010
Persistent link: https://www.econbiz.de/10008841895
Saved in:
4
On the nonstationarity of the exchange rate process
Ohnishi, Takaaki
;
Takayasu, Hideki
;
Itō, Takatoshi
; …
- In:
International review of financial analysis
23
(
2012
),
pp. 30-34
Persistent link: https://www.econbiz.de/10009690133
Saved in:
5
Quantifying reflexivity in financial markets : towards a prediction of flash crashes
Filimonov, Vladimir
;
Sornette, Didier
-
2012
driving. complex systems ;
econophysics
; exogenous ; versus endogenous ; high-frequency trading ; criticality ; trading …
Persistent link: https://www.econbiz.de/10009561617
Saved in:
6
Is there long memory in Indian stock market returns? : an empirical search
Hiremath, Gourishankar S.
;
Kumari, Jyoti
- In:
Journal of Asia Pacific business
16
(
2015
)
2
,
pp. 128-145
Persistent link: https://www.econbiz.de/10011289921
Saved in:
7
A reappraisal of the Meese-Rogoff puzzle
Moosa, Imad A.
;
Burns, Kelly
- In:
Applied economics
46
(
2014
)
1/3
,
pp. 30-40
Persistent link: https://www.econbiz.de/10010354125
Saved in:
8
Measuring weak-form of market efficiency : the case of Dhaka stock exchange
Dulal Miah, Md.
;
Banik, Shubha Lal
- In:
International journal of financial services management …
6
(
2013
)
3
,
pp. 219-235
Persistent link: https://www.econbiz.de/10010338904
Saved in:
9
Testing the weak-form efficiency of agriculture's capital markets
Ghimire, Binam
;
Annussek, Kolja
;
Harvey, Jackie
; …
- In:
Economics and business review
2
(
2016
)
2
,
pp. 3-17
Persistent link: https://www.econbiz.de/10011535203
Saved in:
10
The Kalman filter approach for estimating the natural enemployment rate in Romania
Bratu, Mihaela
- In:
Acta Universitatis Danubius / Oeconomica
10
(
2014
)
1
,
pp. 148-159
Persistent link: https://www.econbiz.de/10010402245
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