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Theorie
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Franses, Philip Hans
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189
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139
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136
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106
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97
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97
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92
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89
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88
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87
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84
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82
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81
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81
Ghysels, Eric
80
Engle, Robert F.
79
Sibbertsen, Philipp
77
Lux, Thomas
75
Herwartz, Helmut
74
Rudebusch, Glenn D.
74
Kapetanios, George
73
Robinson, Peter M.
73
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71
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70
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Verlag Dr. Kovač
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Economics letters
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898
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International journal of forecasting
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European journal of operational research : EJOR
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Discussion paper / Tinbergen Institute
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
357
Journal of applied econometrics
355
Econometric reviews
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Journal of economic dynamics & control
332
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
308
Applied economics letters
288
Journal of banking & finance
272
The review of economics and statistics
268
The economic journal : the journal of the Royal Economic Society
261
Journal of international money and finance
259
Oxford bulletin of economics and statistics
242
Série des documents de travail / Centre de Recherche en Économie et Statistique
242
Discussion paper
239
Europäische Hochschulschriften / 5
234
Insurance / Mathematics & economics
230
Finance research letters
204
SpringerLink / Bücher
204
Journal of empirical finance
199
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
198
Computational economics
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ECONIS (ZBW)
70,973
EconStor
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USB Cologne (EcoSocSci)
23
OLC EcoSci
14
RePEc
9
ArchiDok
4
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1
Estimation
of continuous-time models for stock returns and interest rates
Gallant, A. Ronald
- In:
Macroeconomic dynamics
1
(
1997
)
1
,
pp. 135-168
Persistent link: https://www.econbiz.de/10001337436
Saved in:
2
Forecasting
financial time series using model averaging
Ravazzolo, Francesco
-
2007
Persistent link: https://www.econbiz.de/10003580042
Saved in:
3
From bond yield to macroeconomic instability : a parsimonious affine model
Recchioni, Maria Cristina
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
262
(
2017
)
3
,
pp. 1116-1135
Persistent link: https://www.econbiz.de/10011802489
Saved in:
4
A comparison of multi-factor term structure models for interbank rates
Fabozzi, Frank J.
;
Fabozzi, Francesco A.
;
Tunaru, Diana
- In:
Review of quantitative finance and accounting
61
(
2023
)
1
,
pp. 323-356
Persistent link: https://www.econbiz.de/10014342033
Saved in:
5
Bond return predictability : economic value and links to the macroeconomy
Gargano, Antonio
;
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Management science : journal of the Institute for …
65
(
2019
)
2
,
pp. 508-540
Persistent link: https://www.econbiz.de/10012000665
Saved in:
6
Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping
;
Feng, Yun
;
Wu, Chong-feng
;
Xu, Wei-dong
- In:
Economic modelling
30
(
2013
),
pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
Saved in:
7
Regression trendbehafteter Zeitreihen in der Ökonometrie
Hassler, Uwe
-
2000
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001516312
Saved in:
8
Modellierung der
Zinsstruktur
in Deutschland
Dankenbring, Henning
-
1999
Persistent link: https://www.econbiz.de/10001380567
Saved in:
9
Modeling persistent interest rates with volatility-induced stationarity
Hansen, Anne Lundgaard
-
2019
. Compared to the Gaussian affine term structure model, we improve out-of-sample
forecasting
of the yield curve. …
Persistent link: https://www.econbiz.de/10012111254
Saved in:
10
Empirical simultaneous confidence regions for path-forecasts
Jordà, Òscar
;
Knüppel, Malte
;
Marcellino, Massimiliano
-
2010
Persistent link: https://www.econbiz.de/10003976664
Saved in:
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