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Time series analysis
Theorie
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Franses, Philip Hans
136
Gil-Alaña, Luis A.
132
Phillips, Peter C. B.
126
Koopman, Siem Jan
120
Caporale, Guglielmo Maria
103
Lütkepohl, Helmut
72
Pesaran, M. Hashem
72
Koop, Gary
71
Härdle, Wolfgang
70
Teräsvirta, Timo
68
McAleer, Michael
65
Sibbertsen, Philipp
60
Harvey, Andrew C.
57
Maravall Herrero, Agustín
56
Lucas, André
53
Swanson, Norman R.
53
Granger, C. W. J.
52
Hyndman, Rob J.
51
Kunst, Robert M.
50
Engle, Robert F.
49
Dijk, Herman K. van
48
Gao, Jiti
48
Hassler, Uwe
47
Hallin, Marc
46
Marcellino, Massimiliano
46
Bauwens, Luc
45
Ghysels, Eric
45
Proietti, Tommaso
44
Perron, Pierre
43
Taylor, Robert
43
Timmermann, Allan
43
Kapetanios, George
42
Lux, Thomas
42
Saikkonen, Pentti
41
Gupta, Rangan
39
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Stock, James H.
39
Feng, Yuanhua
38
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National Bureau of Economic Research
75
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31
Umeå universitet
11
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Econometrisch Instituut <Rotterdam>
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Gottfried Wilhelm Leibniz Universität Hannover
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Centre for Analytical Finance <Århus>
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Institut für Höhere Studien
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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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Australian National University / Faculty of Economics and Commerce
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Birkbeck College / Department of Economics
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Norges Bank / Utredningsavdelingen
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Organisation for Economic Co-operation and Development
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School of Finance and Business Economics <Perth, Western Australia>
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Shakai-Keizai-Kenkyūsho <Osaka>
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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
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University of Southampton / Department of Economics
3
Université de Montréal / Département de sciences économiques
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Australien / Bureau of Statistics
2
Center for Economic Research <Tilburg>
2
Conference Nonlinear Dynamics and Economics <1992, Florenz>
2
Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
De Gruyter Oldenbourg
2
Econometric Society
2
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Journal of econometrics
368
International journal of forecasting
326
Economics letters
291
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
257
Journal of forecasting
229
Econometric theory
191
Discussion paper / Tinbergen Institute
181
Econometric reviews
135
Economic modelling
130
Applied economics
125
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
102
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
99
Journal of applied econometrics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
88
Computational economics
81
Working paper
79
Applied economics letters
78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
78
CREATES research paper
75
Energy economics
72
Journal of economic dynamics & control
72
Journal of empirical finance
70
NBER Working Paper
65
NBER working paper series
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Finance research letters
59
CESifo working papers
58
Working paper / National Bureau of Economic Research, Inc.
58
Cowles Foundation discussion paper
55
Oxford bulletin of economics and statistics
53
Econometrics : open access journal
50
The econometrics journal
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
European journal of operational research : EJOR
48
SFB 649 discussion paper
47
Discussion papers of interdisciplinary research project 373
45
EUI working paper / ECO
44
Journal of macroeconomics
44
Discussion paper / Center for Economic Research, Tilburg University
42
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ECONIS (ZBW)
13,719
EconStor
1
ArchiDok
1
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1
Stochastische Abhängigkeiten in Aktienmarktzeitreihen : eine gleichgewichtstheoretische Erklärung
Schwaiger, Walter S. A.
-
1994
Persistent link: https://www.econbiz.de/10000886147
Saved in:
2
Tests for market model instability : an empirical comparison of tests using recursive residuals
Knif, Johan
-
1988
Persistent link: https://www.econbiz.de/10000126783
Saved in:
3
Modelling, estimation and visualization of multivariate dependence for high-frequency data
Brodin, Erik
;
Klüppelberg, Claudia
- In:
Statistical modelling and regression structures : …
,
(pp. 267-300)
.
2010
Persistent link: https://www.econbiz.de/10003964488
Saved in:
4
Linear predictability vs. bull and bear market models in strategic asset allocation decisions : evidence from UK data
Guidolin, Massimo
;
Hyde, Stuart
-
2012
. We conclude that most VARs cannot produce portfolio rules,
hedging
demands, or (net of transaction costs) out …
Persistent link: https://www.econbiz.de/10009658243
Saved in:
5
Random matrix approach to correlation matrix of financial data : (Mexican stock market case)
Casillas González, Juan Martín
;
Torres, Antonio Alatorre
- In:
Modern economy
6
(
2015
)
9
,
pp. 1033-1042
Persistent link: https://www.econbiz.de/10011441589
Saved in:
6
Measuring the speed of convergence of stock prices : a nonparametric and nonlinear approach
Kim, Hyeongwoo
;
Ryu, Deockhyun
- In:
Economic modelling
51
(
2015
),
pp. 227-241
Persistent link: https://www.econbiz.de/10011475887
Saved in:
7
Value at Risk : Quantifizierung mit Hilfe von Hochfrequenzdaten
Kroedel, Matthias
;
Lister, Michael
;
Neukomm, Mark
; …
-
2003
Persistent link: https://www.econbiz.de/10001851143
Saved in:
8
Is traditional capital market
theory
consistent with fat-tailed log returns?
Bamberg, Günter
;
Dorfleitner, Gregor
- In:
Journal of business economics : JBE
72
(
2002
)
8
,
pp. 865-878
Persistent link: https://www.econbiz.de/10001697901
Saved in:
9
Value at Risk-Quantifizierung unter Verwendung von Hochfrequenzdaten : empirische Analyse am Beispiel des Aktienkursrisikos
Neukomm, Mark
-
2004
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001932309
Saved in:
10
Zeitreihenmodelle zur Schätzung des Value at Risk von Aktien : Beurteilung im Hinblick auf die bankenaufsichtsrechtlichen Bestimmungen
Neumann, Kristin
-
2000
Persistent link: https://www.econbiz.de/10001441505
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