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~subject:"Time series analysis"
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Time series analysis
Theorie
627,888
Theory
612,986
Welt
245,173
World
239,892
Schätzung
131,167
Estimation
125,035
USA
62,154
United States
59,729
Deutschland
42,283
Volatility
41,065
Volatilität
40,796
Germany
38,589
Geldpolitik
32,500
Wirtschaftswachstum
31,560
Monetary policy
31,390
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30,395
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27,769
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26,973
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24,764
Börsenkurs
24,614
Share price
24,204
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23,895
Portfolio-Management
23,814
Portfolio selection
23,533
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23,461
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23,257
Finanzkrise
22,159
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21,906
Wirkungsanalyse
20,861
Prognoseverfahren
20,551
Impact assessment
20,388
Forecasting model
20,143
Kapitaleinkommen
19,642
Capital income
19,570
Zeitreihenanalyse
17,901
Entwicklungsländer
17,894
Mathematische Optimierung
17,112
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17,007
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16,746
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5,716
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8,245
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Gil-Alaña, Luis A.
246
Caporale, Guglielmo Maria
206
Franses, Philip Hans
157
Koopman, Siem Jan
151
Phillips, Peter C. B.
136
McAleer, Michael
96
Koop, Gary
86
Pesaran, M. Hashem
83
Gupta, Rangan
82
Teräsvirta, Timo
82
Härdle, Wolfgang
81
Lütkepohl, Helmut
81
Sibbertsen, Philipp
72
Gao, Jiti
68
Harvey, Andrew C.
62
Kunst, Robert M.
61
Lucas, André
61
Kapetanios, George
59
Swanson, Norman R.
59
Maravall Herrero, Agustín
58
Marcellino, Massimiliano
57
Taylor, Robert
57
Engle, Robert F.
54
Hyndman, Rob J.
54
Hassler, Uwe
53
Stock, James H.
53
Granger, C. W. J.
52
Dijk, Herman K. van
49
Watson, Mark W.
49
Ghysels, Eric
48
Hallin, Marc
48
Dijk, Dick van
47
Perron, Pierre
47
Bauwens, Luc
46
Lux, Thomas
45
Proietti, Tommaso
44
Feng, Yuanhua
43
Mills, Terence C.
42
Timmermann, Allan
42
Johansen, Søren
41
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National Bureau of Economic Research
86
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
53
Ekonomiska forskningsinstitutet <Stockholm>
47
European University Institute / Department of Economics
31
Umeå universitet
12
Econometrisch Instituut <Rotterdam>
10
Centre for Analytical Finance <Århus>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Escola de Pós-Graduação em Economia <Rio de Janeiro>
7
Gottfried Wilhelm Leibniz Universität Hannover
7
Umeå Universitet / Institutionen för Nationalekonomi
7
University of Strathclyde / Department of Economics
7
Centre for Quantitative Economics & Computing
6
Christian-Albrechts-Universität zu Kiel
6
European University Institute / Department of Law
6
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
6
Institut für Weltwirtschaft
5
London School of Economics and Political Science
5
University of Cambridge / Department of Applied Economics
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Centre for Growth and Business Cycle Research <Manchester>
4
Europäische Kommission / Statistisches Amt
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Institut für Höhere Studien
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Organisation for Economic Co-operation and Development
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University of Exeter / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Australian National University / Faculty of Economics and Commerce
3
Australien / Bureau of Statistics
3
Birkbeck College / Department of Economics
3
Center for Economic Research <Tilburg>
3
Federal Reserve Bank of St. Louis
3
Københavns Universitet / Økonomisk Institut
3
Loughborough University / Department of Economics
3
Norges Bank / Utredningsavdelingen
3
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 Southampton / Department of Economics
3
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Journal of econometrics
440
International journal of forecasting
360
Economics letters
330
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
300
Journal of forecasting
253
Discussion paper / Tinbergen Institute
225
Econometric theory
202
Economic modelling
195
Applied economics
188
Econometric reviews
162
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
159
Energy economics
150
Applied economics letters
142
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
138
Working paper
117
Working paper / Department of Econometrics and Business Statistics, Monash University
107
Journal of applied econometrics
106
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
106
CESifo working papers
100
Computational economics
97
CREATES research paper
95
Journal of economic dynamics & control
85
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
81
Journal of empirical finance
81
Finance research letters
79
NBER Working Paper
74
NBER working paper series
72
Working paper / National Bureau of Economic Research, Inc.
71
International review of economics & finance : IREF
66
Econometrics : open access journal
63
Oxford bulletin of economics and statistics
63
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
62
Journal of macroeconomics
61
Cowles Foundation discussion paper
60
The North American journal of economics and finance : a journal of financial economics studies
58
SFB 649 discussion paper
57
The econometrics journal
57
Journal of international money and finance
56
Discussion paper / Centre for Economic Policy Research
55
Discussion papers of interdisciplinary research project 373
53
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Source
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ECONIS (ZBW)
17,404
RePEc
4
EconStor
1
ArchiDok
1
Other ZBW resources
1
Showing
1
-
10
of
17,411
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Modeling
volatility
dynamics
Diebold, Francis X.
;
García López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000920972
Saved in:
2
Modeling
volatility
dynamics
Diebold, Francis X.
;
Lopez, Jose A.
-
1995
Persistent link: https://www.econbiz.de/10000587223
Saved in:
3
Modeling
volatility
dynamics
Diebold, Francis X.
;
López, José A.
-
1995
Persistent link: https://www.econbiz.de/10000945662
Saved in:
4
Testing for cointegration when some of the cointegrating vectors are known
Horvath, Michael T.
-
1994
Persistent link: https://www.econbiz.de/10000920922
Saved in:
5
Real versus spurious long-memory
volatility
in foreign exchange data : evidence from the rand against the G4 currencies
Thupayagale, Pako
;
Jefferis, Keith R.
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
35
(
2011
)
2
,
pp. 71-93
Persistent link: https://www.econbiz.de/10009490904
Saved in:
6
Are exchange rates interdependent? : evidence using wavelet analysis
Kumar, Satish
;
Pathak, Rajesh
;
Tiwari, Aviral Kumar
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3231-3245
Persistent link: https://www.econbiz.de/10011774731
Saved in:
7
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:
8
Can signal extraction help predict risk premia in foreign exchange rates
Kiani, Khurshid M.
- In:
Economic modelling
33
(
2013
),
pp. 926-939
Persistent link: https://www.econbiz.de/10010195543
Saved in:
9
Structural simultaneous
volatility
systems :
volatility
transmission and spillover effects
Gannon, Gerard L.
-
1997
Persistent link: https://www.econbiz.de/10000964264
Saved in:
10
Testing the forward
volatility
unbiasedness hypothesis in exchange rates under long-range dependence
Pérez Rodríguez, Jorge V.
;
Andrada Félix, Julián
; …
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012822266
Saved in:
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