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Time series analysis
Theorie
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Mathematische Optimierung
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Volatilität
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Volatility
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Kapitaleinkommen
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Gil-Alaña, Luis A.
234
Caporale, Guglielmo Maria
194
Franses, Philip Hans
153
Koopman, Siem Jan
136
Phillips, Peter C. B.
131
Koop, Gary
82
Lütkepohl, Helmut
80
McAleer, Michael
77
Pesaran, M. Hashem
77
Härdle, Wolfgang
75
Teräsvirta, Timo
74
Sibbertsen, Philipp
67
Gao, Jiti
64
Gupta, Rangan
64
Kunst, Robert M.
59
Harvey, Andrew C.
58
Swanson, Norman R.
57
Lucas, André
55
Maravall Herrero, Agustín
55
Hyndman, Rob J.
54
Kapetanios, George
54
Hassler, Uwe
53
Taylor, Robert
52
Granger, C. W. J.
50
Dijk, Herman K. van
49
Marcellino, Massimiliano
49
Engle, Robert F.
48
Hallin, Marc
46
Bauwens, Luc
45
Ghysels, Eric
45
Stock, James H.
45
Proietti, Tommaso
43
Perron, Pierre
42
Lux, Thomas
41
Mills, Terence C.
41
Robinson, Peter M.
41
Hendry, David F.
40
Saikkonen, Pentti
40
Watson, Mark W.
40
Dijk, Dick van
39
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National Bureau of Economic Research
73
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
31
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12
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Econometrisch Instituut <Rotterdam>
8
Escola de Pós-Graduação em Economia <Rio de Janeiro>
7
Gottfried Wilhelm Leibniz Universität Hannover
7
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University of Strathclyde / Department of Economics
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Centre for Analytical Finance <Århus>
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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European University Institute / Department of Law
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London School of Economics and Political Science
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Institut für Höhere Studien
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Institut für Weltwirtschaft
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Organisation for Economic Co-operation and Development
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University of Cambridge / Department of Applied Economics
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University of Exeter / Department of Economics
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Universität Basel / Institut für Statistik und Ökonometrie
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Australian National University / Faculty of Economics and Commerce
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Australien / Bureau of Statistics
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Birkbeck College / Department of Economics
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Center for Economic Research <Tilburg>
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Federal Reserve Bank of St. Louis
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Københavns Universitet / Økonomisk Institut
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Loughborough University / Department of Economics
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Norges Bank / Utredningsavdelingen
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Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
University of New England / Department of Econometrics
3
University of Otago / Commerce Division
3
University of Southampton / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
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Journal of econometrics
390
International journal of forecasting
343
Economics letters
312
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
280
Journal of forecasting
241
Discussion paper / Tinbergen Institute
200
Econometric theory
198
Applied economics
176
Economic modelling
174
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
154
Econometric reviews
150
Applied economics letters
128
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
123
Working paper
107
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
106
Working paper / Department of Econometrics and Business Statistics, Monash University
104
Journal of applied econometrics
101
CESifo working papers
94
Energy economics
93
Computational economics
87
CREATES research paper
80
Journal of economic dynamics & control
80
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
78
Journal of empirical finance
67
NBER Working Paper
66
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
62
EUI working paper / ECO
61
Working paper / National Bureau of Economic Research, Inc.
61
Journal of macroeconomics
60
Oxford bulletin of economics and statistics
60
NBER working paper series
59
Cowles Foundation discussion paper
57
Econometrics : open access journal
55
Finance research letters
55
SFB 649 discussion paper
54
The econometrics journal
52
Discussion papers of interdisciplinary research project 373
51
International review of economics & finance : IREF
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
The North American journal of economics and finance : a journal of financial economics studies
50
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ECONIS (ZBW)
15,733
RePEc
4
EconStor
2
ArchiDok
1
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1
Fiskalische Beurteilung der Staatsverschuldung mit ökonometrischen Methoden : eine empirische Studie für die Bundesrepublik Deutschland
Porath, Daniel
-
1999
Persistent link: https://www.econbiz.de/10001404880
Saved in:
2
Stock price adjustment under short-selling restriction : evidence from nonlinear time series tests
Jokivuolle, Esa
;
Lanne, Markku
-
1995
Persistent link: https://www.econbiz.de/10000926351
Saved in:
3
How does short selling affect liquidity in financial markets?
Blau, Benjamin
;
Whitby, Ryan J.
- In:
Finance research letters
25
(
2018
),
pp. 244-250
Persistent link: https://www.econbiz.de/10012003551
Saved in:
4
A trend factor : Any economic gains from using information over investment horizons?
Han, Yufeng
;
Zhou, Guofu
;
Zhu, Yingzi
- In:
Journal of financial economics
122
(
2016
)
2
,
pp. 352-375
Persistent link: https://www.econbiz.de/10011590910
Saved in:
5
Money, prices and the exchange rate : evidence from four OECD countries
Monadjemi, Mehdi S.
-
1997
Persistent link: https://www.econbiz.de/10000981435
Saved in:
6
On stationarity and cointegration of international health expenditure and GDP
Gerdtham, Ulf-G.
;
Löthgren, Mickael
-
1998
Persistent link: https://www.econbiz.de/10000984764
Saved in:
7
A dynamic conditionally heteroscedastic stochastic frontier model
Löthgren, Mickael
-
1998
Persistent link: https://www.econbiz.de/10000984774
Saved in:
8
Testing for seasonal stability in unemployment series : international evidence
Banik, Shipra
-
1997
Persistent link: https://www.econbiz.de/10000976090
Saved in:
9
Money, prices and the exchange rate : evidence from four OECD countries
Monadjemi, Mehdi S.
-
1998
Persistent link: https://www.econbiz.de/10000654037
Saved in:
10
Pooled
estimation
of long-run relationships in dynamic heterogeneous panels
Pesaran, M. Hashem
;
Shin, Yongcheol
;
Smith, Ron
-
1997
Persistent link: https://www.econbiz.de/10000642967
Saved in:
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