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~subject:"Statistische Verteilung"
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Statistische Verteilung
Zeitreihenanalyse
28,886
Time series analysis
28,717
Theorie
13,271
Theory
13,241
Schätztheorie
6,354
Estimation theory
6,346
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6,227
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6,219
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6,041
Forecasting model
6,019
Volatility
3,919
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3,848
USA
3,000
United States
2,981
Autokorrelation
2,736
Autocorrelation
2,729
ARCH-Modell
2,693
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2,652
GARCH
2,443
Börsenkurs
2,313
Share price
2,299
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2,241
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2,240
Kapitaleinkommen
2,166
Capital income
2,163
Konjunktur
1,988
Business cycle
1,978
VAR-Modell
1,604
VAR model
1,602
Stochastischer Prozess
1,496
Stochastic process
1,479
Unit root test
1,472
Einheitswurzeltest
1,470
State space model
1,408
Zustandsraummodell
1,408
Structural break
1,264
Strukturbruch
1,263
Aktienmarkt
1,217
Stock market
1,210
Welt
1,183
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267
Undetermined
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Article
366
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English
641
German
3
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1
French
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Ravazzolo, Francesco
16
Lucas, André
14
Casarin, Roberto
12
Dijk, Herman K. van
12
Paolella, Marc S.
11
Harvey, Andrew C.
10
Phillips, Peter C. B.
10
Billio, Monica
9
Koopman, Siem Jan
8
Mitchell, James
8
Opschoor, Anne
8
Aastveit, Knut Are
6
Hallin, Marc
6
Jore, Anne Sofie
6
Park, Joon Y.
6
Vahey, Shaun P.
6
Bücher, Axel
5
Fagiolo, Giorgio
5
Hong, Yongmiao
5
Miller, J. Isaac
5
Okhrin, Ostap
5
Okhrin, Yarema
5
Patton, Andrew J.
5
Perote, Javier
5
Roventini, Andrea
5
Smith, Michael S.
5
Weiß, Gregor
5
Werker, Bas J. M.
5
Ñíguez, Trino-Manuel
5
Caivano, Michele
4
Chang, Yoosoon
4
Dijk, Dick van
4
Diks, Cees G. H.
4
Gao, Jiti
4
Grassi, Stefano
4
Kim, Chang Sik
4
Kiss, Tamás
4
McAleer, Michael
4
Nguyen, Hoang
4
Petrella, Ivan
4
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National Bureau of Economic Research
2
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Center for Economic Research <Tilburg>
1
Centre for Analytical Finance <Århus>
1
European University Institute / Department of Economics
1
Federal Reserve Bank of Chicago
1
London School of Economics and Political Science
1
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
1
State University of New York at Albany / Department of Economics
1
Technische Universität Dresden
1
Technische Universität Dresden / Fakultät Wirtschaftswissenschaften
1
University of York / Department of Economics and Related Studies
1
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Journal of econometrics
36
Discussion paper / Tinbergen Institute
25
International journal of forecasting
20
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Journal of forecasting
11
Econometric theory
9
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
9
Cambridge working papers in economics
7
Econometric reviews
7
Journal of empirical finance
7
Working paper / Department of Econometrics and Business Statistics, Monash University
7
Discussion paper / Center for Economic Research, Tilburg University
6
Econometrics : open access journal
6
Finance research letters
6
Insurance / Mathematics & economics
6
Journal of applied econometrics
6
Journal of financial econometrics
6
SFB 649 discussion paper
6
The North American journal of economics and finance : a journal of financial economics studies
6
The econometrics journal
6
Cowles Foundation discussion paper
5
Economic modelling
5
Economics letters
5
International review of financial analysis
5
Journal of banking & finance
5
Journal of risk and financial management : JRFM
5
Working paper
5
CREATES research paper
4
International journal of theoretical and applied finance
4
International review of economics & finance : IREF
4
Journal of time series econometrics
4
Research paper series / Swiss Finance Institute
4
Risks : open access journal
4
Swiss Finance Institute Research Paper
4
Working paper / Norges Bank
4
Working papers
4
Annals of financial economics
3
Applied economics
3
Applied economics letters
3
Arbeiten aus dem Institut für Statistik und Ökonometrie der Christian-Albrechts-Universität Kiel
3
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ECONIS (ZBW)
643
EconStor
5
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1
The pareto stable distribution as a hypothesis for returns of stocks listed in the DAX
Höchstötter, Markus
-
2006
Persistent link: https://www.econbiz.de/10003354675
Saved in:
2
Forecasting VaR using analytic higher moments for
GARCH
processes
Alexander, Carol
;
Lazar, Emese
;
Stanescu, Silvia
- In:
International review of financial analysis
30
(
2013
),
pp. 36-45
Persistent link: https://www.econbiz.de/10010460001
Saved in:
3
Dynamic mixture models for financial time series
Haas, Markus
-
2004
-
1. Aufl.
series, namely, mixed normal and Markov-switching
GARCH
models. In the second part of the study, we also consider …
Persistent link: https://www.econbiz.de/10002452594
Saved in:
4
Tail estimation and conditional modeling of heteroscedastic time-series
Paolella, Marc S.
-
1999
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001388258
Saved in:
5
Forecasting market risk of portfolios: copula-Markov switching multifractal approach
Segnon, Mawuli
;
Trede, Mark
- In:
The European journal of finance
24
(
2018
)
14
,
pp. 1123-1143
Persistent link: https://www.econbiz.de/10012258877
Saved in:
6
Moments expansion densities for quantifying financial risk
Ñíguez, Trino-Manuel
;
Perote, Javier
- In:
The North American journal of economics and finance : a …
42
(
2017
),
pp. 53-69
Persistent link: https://www.econbiz.de/10011938073
Saved in:
7
Expected shortfall and tail conditional expectation with the Pearson type IV distribution
Stavroyiannis, Stavros
- In:
Global business & economics review
18
(
2016
)
1
,
pp. 41-53
Persistent link: https://www.econbiz.de/10011738550
Saved in:
8
Fat tails in leading indicators
Kiss, Tamás
;
Österholm, Pär
- In:
Economics letters
193
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012509103
Saved in:
9
Optimal forecasting of noncausal autoregressive time series
Lanne, Markku
;
Luoto, Jani
;
Saikkonen, Pentti
-
2010
Persistent link: https://www.econbiz.de/10003929220
Saved in:
10
Predicting bid-ask spreads using long memory autoregressive conditional poisson models
Groß-Klußmann, Axel
;
Hautsch, Nikolaus
-
2011
-
This version: July 2011
autoregression
. …
Persistent link: https://www.econbiz.de/10009229669
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