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Time series analysis
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Gil-Alaña, Luis A.
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Caporale, Guglielmo Maria
260
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237
Koopman, Siem Jan
216
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213
McAleer, Michael
139
Gao, Jiti
134
Teräsvirta, Timo
126
Lütkepohl, Helmut
118
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116
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109
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105
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102
Koop, Gary
100
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97
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91
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89
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88
Stock, James H.
86
Härdle, Wolfgang
85
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82
Lucas, André
82
Perron, Pierre
82
Marcellino, Massimiliano
80
Hendry, David F.
79
Dijk, Herman K. van
78
Engle, Robert F.
77
Proietti, Tommaso
73
Swanson, Norman R.
73
Kunst, Robert M.
72
Mills, Terence C.
72
Granger, C. W. J.
71
Dijk, Dick van
70
Hassler, Uwe
69
Maravall Herrero, Agustín
68
Nielsen, Morten Ørregaard
67
Robinson, Peter M.
67
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63
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Ekonomiska forskningsinstitutet <Stockholm>
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Europäische Kommission / Statistisches Amt
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University of Exeter / Department of Economics
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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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Institut für Wirtschaftswissenschaften <Wien>
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Centre for Growth and Business Cycle Research <Manchester>
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Norges Bank / Utredningsavdelingen
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Organisation for Economic Co-operation and Development
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Journal of econometrics
673
International journal of forecasting
572
Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
403
Journal of forecasting
331
Discussion paper / Tinbergen Institute
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Applied economics
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Econometric theory
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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Applied economics letters
220
Econometric reviews
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Energy economics
205
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
205
Working paper / Department of Econometrics and Business Statistics, Monash University
195
Working paper
186
NBER Working Paper
165
CREATES research paper
164
NBER working paper series
162
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
Computational economics
135
CESifo working papers
134
Journal of economic dynamics & control
114
Discussion paper / Centre for Economic Policy Research
110
Econometrics : open access journal
109
Journal of empirical finance
107
Cowles Foundation discussion paper
106
Finance research letters
103
Oxford bulletin of economics and statistics
101
Journal of macroeconomics
100
The econometrics journal
95
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
85
International review of economics & finance : IREF
85
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
Physica A: Statistical Mechanics and its Applications
76
The North American journal of economics and finance : a journal of financial economics studies
76
CAMA working paper series
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ECONIS (ZBW)
28,452
RePEc
175
Other ZBW resources
66
EconStor
12
BASE
7
ArchiDok
5
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1
The forecasting performance of a VARMAX-search algorithm and a state space algorithm with exogenous variables
Östermark, Ralf
-
1992
Persistent link: https://www.econbiz.de/10000834763
Saved in:
2
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000841635
Saved in:
3
Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility
Bos, Charles S.
-
2008
Persistent link: https://www.econbiz.de/10003645209
Saved in:
4
Do nonlinear tools make a difference in handling shipping derivatives?
Goulielmos, Alexander M.
;
Goulielmos, Matina A.
- In:
International journal of transport economics : IJTE
35
(
2008
)
3
,
pp. 345-371
Persistent link: https://www.econbiz.de/10003786480
Saved in:
5
Interest rate models -
theory
and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano
;
Mercurio, Fabio
-
2006
-
2. ed.
Persistent link: https://www.econbiz.de/10002116360
Saved in:
6
Modelling and forecasting temperature based weather derivatives
Svec, J.
;
Stevenson, Maxwell John
- In:
Global finance journal
18
(
2007
)
2
,
pp. 185-204
Persistent link: https://www.econbiz.de/10003704497
Saved in:
7
Application of non-linear time series models to power risk management: a case study for Germany
Kosater, Peter
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003494301
Saved in:
8
Pricing of temperature index insurance
Che Taib, Che Mohd Imran
;
Benth, Fred Espen
- In:
Review of development finance
2
(
2012
)
1
,
pp. 22-31
Persistent link: https://www.econbiz.de/10009579935
Saved in:
9
Relating top-down with bottom-up approaches in the evaluation of ABS with large collateral pools
Diener, Nicolas
;
Jarrow, Robert A.
;
Protter, Philip E.
- In:
International journal of theoretical and applied finance
15
(
2012
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10009624528
Saved in:
10
Forward prices in markets driven by continuous-time autoregressive processes
Benth, Fred Espen
;
Blanco, Ana Solanilla
- In:
Recent advances in financial engineering 2012 : …
,
(pp. 1-24)
.
2014
Persistent link: https://www.econbiz.de/10010359912
Saved in:
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