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~subject:"Time series analysis"
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Time series analysis
Theorie
622,062
Theory
606,976
USA
40,795
United States
39,735
Schätzung
29,375
Estimation
28,661
Welt
24,502
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Deutschland
22,320
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16,783
Optionspreistheorie
14,724
Option pricing theory
14,266
Prognoseverfahren
13,932
Forecasting model
13,671
Volatilität
13,288
Wirtschaftswachstum
13,135
Volatility
13,006
Spieltheorie
12,791
Zeitreihenanalyse
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Economic growth
12,535
Stochastischer Prozess
12,199
Game theory
12,070
Stochastic process
11,922
Experiment
11,483
Börsenkurs
11,312
Share price
11,109
Asymmetrische Information
10,570
Asymmetric information
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CAPM
10,272
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10,205
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Franses, Philip Hans
135
Phillips, Peter C. B.
125
Koopman, Siem Jan
115
Gil-Alaña, Luis A.
108
Caporale, Guglielmo Maria
87
Lütkepohl, Helmut
72
Härdle, Wolfgang
69
Koop, Gary
68
Pesaran, M. Hashem
64
Teräsvirta, Timo
61
McAleer, Michael
58
Sibbertsen, Philipp
56
Harvey, Andrew C.
55
Maravall Herrero, Agustín
55
Swanson, Norman R.
52
Granger, C. W. J.
50
Kunst, Robert M.
50
Hyndman, Rob J.
49
Dijk, Herman K. van
47
Lucas, André
47
Engle, Robert F.
46
Hassler, Uwe
46
Hallin, Marc
45
Marcellino, Massimiliano
45
Bauwens, Luc
43
Proietti, Tommaso
43
Taylor, Robert
42
Ghysels, Eric
41
Perron, Pierre
41
Gao, Jiti
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Stock, James H.
39
Feng, Yuanhua
38
Kapetanios, George
37
Timmermann, Allan
37
Johansen, Søren
36
Lux, Thomas
36
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National Bureau of Economic Research
66
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
46
Ekonomiska forskningsinstitutet <Stockholm>
42
European University Institute / Department of Economics
31
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Centre for Analytical Finance <Århus>
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Strathclyde / Department of Economics
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
4
University of Cambridge / Department of Applied Economics
4
University of Exeter / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Institut für Weltwirtschaft
3
Norges Bank / Utredningsavdelingen
3
Organisation for Economic Co-operation and Development
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 Southampton / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
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
Eric Cuvillier <Firma>
2
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Journal of econometrics
330
International journal of forecasting
317
Economics letters
276
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
236
Journal of forecasting
223
Econometric theory
190
Discussion paper / Tinbergen Institute
168
Econometric reviews
132
Economic modelling
113
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Applied economics
102
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Journal of applied econometrics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Computational economics
77
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Working paper
75
CREATES research paper
72
Applied economics letters
69
Journal of economic dynamics & control
66
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
EUI working paper / ECO
58
Energy economics
58
NBER Working Paper
57
Cowles Foundation discussion paper
55
Working paper / National Bureau of Economic Research, Inc.
55
Journal of empirical finance
53
NBER working paper series
53
Oxford bulletin of economics and statistics
53
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
CESifo working papers
48
European journal of operational research : EJOR
47
The econometrics journal
47
Discussion papers of interdisciplinary research project 373
46
SFB 649 discussion paper
45
Discussion paper / Center for Economic Research, Tilburg University
42
Econometrics : open access journal
42
The review of economics and statistics
41
Journal of macroeconomics
40
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ECONIS (ZBW)
12,394
EconStor
1
ArchiDok
1
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1
Stochastic investment models : unit roots, cointegration, state space and Garch models for Australia
Sherris, Michael
;
Tedesco, Leanna
;
Zehnwirth, Benjamin
-
1996
Persistent link: https://www.econbiz.de/10000961014
Saved in:
2
On the effects of uncertainty an the measurement of uncertainty and learning
Gurantz, Michael
-
1983
Persistent link: https://www.econbiz.de/10000751573
Saved in:
3
Rates of return on physical and R&D capital and structure of the production process
Bernstein, Jeffrey Ian
;
Nadiri, Mohammed Ishaq
-
1988
Persistent link: https://www.econbiz.de/10000758417
Saved in:
4
Pricing options under generalised GARCH and stochastic volatility processes
Ritchken, Peter H.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978436
Saved in:
5
Nonparametric modelling of financial time series
Heid, Frank
-
1998
Persistent link: https://www.econbiz.de/10000989214
Saved in:
6
Analyse deutscher Aktien und Optionsscheine mittels ARCH-Modellen unter besonderer Berücksichtigung von Verteilungen der robusten Statistik
Bönte, Gunnar
-
1997
Persistent link: https://www.econbiz.de/10000973626
Saved in:
7
Calibration by simulation for small sample bias correction
Gouriéroux, Christian
;
Renault, Eric
;
Touzi, Nizar
-
1995
Persistent link: https://www.econbiz.de/10000924119
Saved in:
8
Modellierung der Zinsstruktur in Deutschland
Dankenbring, Henning
-
1999
Persistent link: https://www.econbiz.de/10001380567
Saved in:
9
Pricing options under generalized GARCH and stochastic volatility processes
Ritchken, Peter
;
Trevor, Rob
- In:
The journal of finance : the journal of the American …
54
(
1999
)
1
,
pp. 377-402
Persistent link: https://www.econbiz.de/10001355222
Saved in:
10
Computational finance 1999 : selection of papers presented at Computational Finance '99 at the Stern School of Business, New York University, in January 1999
Abu-Mostafa, Yaser S.
(
ed.
)
-
2000
Persistent link: https://www.econbiz.de/10001387916
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