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~subject:"Time series analysis"
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Time series analysis
Schätzung
131,026
Estimation
124,902
Theorie
41,047
Volatility
40,903
Volatilität
40,635
Theory
40,101
USA
21,531
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17,720
Welt
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Germany
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Börsenkurs
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8,532
EU-Staaten
8,457
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8,244
Wechselkurs
8,054
EU countries
7,995
Wirkungsanalyse
7,946
Zeitreihenanalyse
7,885
Exchange rate
7,863
Impact assessment
7,723
ARCH-Modell
7,341
ARCH model
7,238
Schätztheorie
6,810
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6,699
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Gil-Alaña, Luis A.
192
Caporale, Guglielmo Maria
172
Koopman, Siem Jan
74
Gupta, Rangan
66
McAleer, Michael
62
Pesaran, M. Hashem
45
Härdle, Wolfgang
37
Sibbertsen, Philipp
35
Lucas, André
34
Lux, Thomas
32
Bollerslev, Tim
31
Koop, Gary
31
Tiwari, Aviral Kumar
31
Watson, Mark W.
31
Chan, Joshua
28
Franses, Philip Hans
28
Marcellino, Massimiliano
28
Gao, Jiti
27
Kapetanios, George
27
Dijk, Dick van
26
Lütkepohl, Helmut
26
Swanson, Norman R.
26
Andersen, Torben
24
Chang, Tsangyao
24
Gil-Alana, Luis A.
24
Taylor, Robert
24
Chang, Chia-Lin
23
Nielsen, Morten Ørregaard
23
Stock, James H.
23
Tauchen, George Eugene
23
Engle, Robert F.
22
Teräsvirta, Timo
22
Caporin, Massimiliano
21
Moosa, Imad A.
21
Diebold, Francis X.
20
Hafner, Christian M.
20
Herwartz, Helmut
20
Kunst, Robert M.
20
Todorov, Viktor
20
Cavaliere, Giuseppe
19
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National Bureau of Economic Research
27
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
20
Ekonomiska forskningsinstitutet <Stockholm>
13
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Centre for Analytical Finance <Århus>
4
Centre for Growth and Business Cycle Research <Manchester>
4
Christian-Albrechts-Universität zu Kiel
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Umeå universitet
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Australien / Bureau of Statistics
2
Bank of Canada
2
Center for Economic Research <Tilburg>
2
Centre for Quantitative Economics & Computing
2
Chambre de commerce et d'industrie de Paris
2
Econometrisch Instituut <Rotterdam>
2
Eric Cuvillier <Firma>
2
Federal Reserve Bank of St. Louis
2
Institut für Höhere Studien
2
Institut für Weltwirtschaft
2
International Monetary Fund
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Springer Fachmedien Wiesbaden
2
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of Otago / Commerce Division
2
University of Strathclyde / Department of Economics
2
Université de Montréal / Département de sciences économiques
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
Carleton University / Department of Economics
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Computer Research Centre for Economics and Management Science, National Bureau of Economic Research, inc.
1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
1
EconWPA
1
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Published in...
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Journal of econometrics
167
Economic modelling
137
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
131
Applied economics
116
Discussion paper / Tinbergen Institute
116
International journal of forecasting
115
Energy economics
102
Economics letters
97
Applied economics letters
86
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
84
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
80
Journal of forecasting
77
CESifo working papers
76
Working paper
70
Journal of empirical finance
68
Econometric reviews
62
Finance research letters
60
International review of economics & finance : IREF
52
CREATES research paper
49
The North American journal of economics and finance : a journal of financial economics studies
47
Journal of applied econometrics
45
Computational economics
44
International review of financial analysis
43
Journal of economic dynamics & control
40
Journal of banking & finance
38
Journal of risk and financial management : JRFM
37
CAMA working paper series
36
Economics and finance working paper series
34
Journal of financial econometrics
34
Research in international business and finance
34
Applied financial economics
33
Empirical economics : a quarterly journal of the Institute for Advanced Studies
33
Macroeconomic dynamics
33
Quantitative finance
33
Journal of financial econometrics : official journal of the Society for Financial Econometrics
32
Journal of international money and finance
32
SFB 649 discussion paper
32
Working paper / Department of Econometrics and Business Statistics, Monash University
32
Discussion papers / Deutsches Institut für Wirtschaftsforschung
30
International journal of finance & economics : IJFE
29
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Source
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ECONIS (ZBW)
7,674
RePEc
4
Other ZBW resources
1
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1
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10
of
7,679
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date (newest first)
date (oldest first)
1
Analyzing the term structure of interest rates using the dynamic Nelson-Siegel model with time-varying parameters
Koopman, Siem Jan
;
Mallee, Max I. P.
;
Wel, Michel van der
-
2007
factor. Second, we specify the overall
volatility
as a generalized autoregressive conditional heteroscedasticity (GARCH …
Persistent link: https://www.econbiz.de/10011373825
Saved in:
2
Mean reversion in US and international short rates
Christiansen, Charlotte
- In:
The North American journal of economics and finance : a …
21
(
2010
)
3
,
pp. 286-296
Persistent link: https://www.econbiz.de/10009267822
Saved in:
3
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
-
2015
Persistent link: https://www.econbiz.de/10011305234
Saved in:
4
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:
5
Regime-switching univariate diffusion models of the short-term interest rate
Choi, Seungmoon
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10009513595
Saved in:
6
Treasury yield implied
volatility
and real activity
Cremers, Martijn
;
Fleckenstein, Matthias
;
Gandhi, Priyank
- In:
Journal of financial economics
140
(
2021
)
2
,
pp. 412-435
Persistent link: https://www.econbiz.de/10012650450
Saved in:
7
A GARCH approach to model short-term interest rates : evidence from Spanish economy
Sánchez García, Javier
;
Cruz Rambaud, Salvador
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1621-1632
Persistent link: https://www.econbiz.de/10013184367
Saved in:
8
Credit spread and employment growth : a time-varying relationship?
Nordström, Martin
- In:
Applied economics letters
28
(
2021
)
1
,
pp. 23-31
Persistent link: https://www.econbiz.de/10012415041
Saved in:
9
The term structure of
volatility
predictability
Li, Xingyi
;
Zakamulin, Valeriy
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 723-737
Persistent link: https://www.econbiz.de/10012415339
Saved in:
10
Modeling persistent interest rates with
volatility
-induced stationarity
Hansen, Anne Lundgaard
-
2019
volatilityinduced stationarity. Our model employs a leveldependent conditional
volatility
that maintains stationarity despite the …
Persistent link: https://www.econbiz.de/10012111254
Saved in:
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