Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A quantitative theory of unsec...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
622,262
Theory
607,174
USA
327,624
United States
290,511
Schätzung
41,899
Estimation
40,487
Deutschland
34,721
Welt
33,009
World
32,182
Germany
31,203
Geldpolitik
29,377
Monetary policy
28,349
Portfolio-Management
21,645
Portfolio selection
21,378
Kreditrisiko
20,224
Risiko
20,171
Credit risk
20,022
Risk
19,922
EU-Staaten
19,380
EU countries
18,674
Wirtschaftswachstum
17,663
Prognoseverfahren
17,262
Börsenkurs
17,236
Großbritannien
17,181
Mathematische Optimierung
17,135
Mathematical programming
17,029
Share price
16,937
Forecasting model
16,913
Economic growth
16,876
Insolvenz
15,530
Insolvency
15,081
United Kingdom
14,760
Zeitreihenanalyse
14,504
Konjunktur
13,944
Volatilität
13,658
Finanzkrise
13,609
Business cycle
13,444
Wirkungsanalyse
13,443
Financial crisis
13,422
more ...
less ...
Online availability
All
Free
4,185
Undetermined
2,267
Type of publication
All
Article
7,257
Book / Working Paper
6,802
Journal
1
Type of publication (narrower categories)
All
Article in journal
6,697
Aufsatz in Zeitschrift
6,697
Graue Literatur
3,865
Non-commercial literature
3,865
Working Paper
3,627
Arbeitspapier
3,626
Hochschulschrift
566
Aufsatz im Buch
503
Book section
503
Thesis
488
Collection of articles of several authors
141
Sammelwerk
141
Collection of articles written by one author
122
Sammlung
122
Lehrbuch
113
Textbook
101
Bibliografie enthalten
94
Bibliography included
94
Aufsatzsammlung
67
Amtsdruckschrift
58
Government document
58
Konferenzschrift
55
Systematic review
54
Übersichtsarbeit
54
Forschungsbericht
43
Conference proceedings
33
Conference paper
30
Konferenzbeitrag
30
Mehrbändiges Werk
19
Multi-volume publication
19
Rezension
16
Festschrift
15
Handbook
13
Handbuch
13
Bibliografie
12
Reprint
11
Einführung
8
Statistik
7
Mikroform
4
Glossar enthalten
3
more ...
less ...
Language
All
English
13,488
German
377
French
81
Spanish
66
Italian
22
Portuguese
14
Polish
8
Dutch
5
Russian
4
Czech
2
Danish
2
Croatian
2
Slovenian
2
Undetermined
2
Valencian
1
Finnish
1
Japanese
1
Norwegian
1
Swedish
1
more ...
less ...
Author
All
Gil-Alaña, Luis A.
167
Franses, Philip Hans
146
Koopman, Siem Jan
134
Caporale, Guglielmo Maria
132
Phillips, Peter C. B.
129
Lütkepohl, Helmut
73
Koop, Gary
71
Härdle, Wolfgang
70
McAleer, Michael
68
Pesaran, M. Hashem
68
Teräsvirta, Timo
64
Harvey, Andrew C.
61
Stock, James H.
59
Dijk, Herman K. van
58
Sibbertsen, Philipp
58
Lucas, André
56
Kunst, Robert M.
55
Maravall Herrero, Agustín
55
Swanson, Norman R.
54
Granger, C. W. J.
53
Marcellino, Massimiliano
52
Gupta, Rangan
51
Watson, Mark W.
51
Engle, Robert F.
50
Hyndman, Rob J.
50
Hassler, Uwe
49
Hallin, Marc
45
Kapetanios, George
44
Proietti, Tommaso
44
Bauwens, Luc
43
Gao, Jiti
43
Ghysels, Eric
43
Perron, Pierre
43
Dijk, Dick van
42
Taylor, Robert
42
Timmermann, Allan
42
Hendry, David F.
40
Ravazzolo, Francesco
40
Saikkonen, Pentti
40
Mills, Terence C.
39
more ...
less ...
Institution
All
National Bureau of Economic Research
78
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
46
Ekonomiska forskningsinstitutet <Stockholm>
44
European University Institute / Department of Economics
32
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
10
Federal Reserve Bank of St. Louis
10
Centre for Analytical Finance <Århus>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
European University Institute / Department of Law
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Umeå Universitet / Institutionen för Nationalekonomi
6
University of Cambridge / Department of Applied Economics
6
University of Strathclyde / Department of Economics
6
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Exeter / Department of Economics
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
4
Norges Bank / Utredningsavdelingen
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Université de Montréal / Département de sciences économiques
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Centre for Growth and Business Cycle Research <Manchester>
3
Federal Reserve Bank of New York
3
Institut für Weltwirtschaft
3
Organisation for Economic Co-operation and Development
3
School of Finance and Business Economics <Perth, Western Australia>
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 Otago / Commerce Division
3
University of Southampton / Department of Economics
3
Australien / Bureau of Statistics
2
Boston College / Department of Economics
2
more ...
less ...
Published in...
All
International journal of forecasting
349
Journal of econometrics
335
Economics letters
295
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
268
Journal of forecasting
233
Econometric theory
190
Discussion paper / Tinbergen Institute
189
Applied economics
138
Econometric reviews
138
Economic modelling
122
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
122
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
110
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
Journal of applied econometrics
105
Working paper
96
Working paper / National Bureau of Economic Research, Inc.
89
Working paper / Department of Econometrics and Business Statistics, Monash University
82
Applied economics letters
81
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
80
CREATES research paper
78
Computational economics
78
Journal of economic dynamics & control
74
Energy economics
67
NBER Working Paper
67
Journal of macroeconomics
64
NBER working paper series
64
CESifo working papers
62
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
EUI working paper / ECO
61
Journal of empirical finance
61
Oxford bulletin of economics and statistics
61
The review of economics and statistics
61
Cowles Foundation discussion paper
57
Discussion paper / Centre for Economic Policy Research
57
Série des documents de travail / Centre de Recherche en Économie et Statistique
51
European journal of operational research : EJOR
50
The econometrics journal
47
Discussion papers of interdisciplinary research project 373
46
Finance research letters
46
SFB 649 discussion paper
46
more ...
less ...
Source
All
ECONIS (ZBW)
14,057
ArchiDok
2
EconStor
1
Showing
1
-
10
of
14,060
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Pro-cyclicality, empirical credit cycles, and capital buffer formation
Koopman, Siem Jan
;
Lucas, André
;
Klaassen, Pieter
-
2002
Persistent link: https://www.econbiz.de/10001718549
Saved in:
2
Estimating deliquency migration and the probability of default from aggregate data
Stokes, Jeffrey R.
;
Gloy, Brent A.
- In:
Agricultural finance review
67
(
2007
)
1
,
pp. 75-85
Persistent link: https://www.econbiz.de/10003495735
Saved in:
3
Testing for uncorrelated residuals in dynamic count models with an application to corporate bankruptcy
Sant'Anna, Pedro H. C.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
3
,
pp. 349-358
Persistent link: https://www.econbiz.de/10011705946
Saved in:
4
Correlated defaults, temporal correlation, expert information and predictability of default rates
Kiefer, Nicholas Maximilian
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 699-712
Persistent link: https://www.econbiz.de/10011795379
Saved in:
5
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
Anagnostou, I.
;
Squartini, T.
;
Kandhai, D.
;
Garlaschelli, D.
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1501-1518
Persistent link: https://www.econbiz.de/10012624151
Saved in:
6
Dynamic modeling of credit portfolio risk with time-discrete Hzard rates
Hamerle, Alfred
-
2002
Persistent link: https://www.econbiz.de/10013408266
Saved in:
7
Consumption and credit : a model of time-varying liquidity constraints
Ludvigson, Sydney C.
-
1996
Persistent link: https://www.econbiz.de/10000968851
Saved in:
8
Consumption and credit : a model of time-varying liquidity constraints
Ludvigson, Sydney C.
- In:
The review of economics and statistics
81
(
1999
)
3
,
pp. 434-447
Persistent link: https://www.econbiz.de/10001406168
Saved in:
9
A time series analysis of aggregate business failure activity and credit conditions
Melicher, Ronald W.
- In:
Journal of economics & business
40
(
1988
)
4
,
pp. 319-333
Persistent link: https://www.econbiz.de/10001069780
Saved in:
10
A conditionally beta distributed time-series model with application to monthly US corporate default rates
Pajhede, Thor
-
2017
Persistent link: https://www.econbiz.de/10011587865
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
