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~subject:"Time series analysis"
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Time series analysis
Volatilität
200
Volatility
199
Theorie
130
Theory
129
Schätzung
98
Capital income
97
Estimation
97
Kapitaleinkommen
97
Börsenkurs
70
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70
Zeitreihenanalyse
66
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64
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64
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63
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61
Estimation theory
48
Schätztheorie
48
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46
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46
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44
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44
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35
high-frequency data
35
ARCH model
34
Ankündigungseffekt
30
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30
Announcement effect
29
Exchange rate
28
Nichtparametrisches Verfahren
28
Nonparametric statistics
28
Wechselkurs
28
High-frequency data
24
Risk
24
Aktienmarkt
23
Deutschland
23
jumps
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22
Foreign exchange market
22
Germany
22
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Free
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16
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Book / Working Paper
35
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31
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English
66
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Bollerslev, Tim
43
Todorov, Viktor
23
Tauchen, George Eugene
20
Andersen, Torben
11
Li, Jia
10
Andersen, Torben G.
7
Sizova, Natalia
7
Diebold, Francis X.
6
Engle, Robert F.
6
Tauchen, George
6
Nelson, Daniel B.
4
Patton, Andrew J.
4
Quaedvlieg, Rogier
4
Baillie, Richard
3
Grynkiv, Iaryna
3
Meddahi, Nour
3
Mikkelsen, Hans Ole Æ.
3
Labys, Paul
2
Medeiros, Marcelo C.
2
Zhang, Congshan
2
Chaves, Leonardo Salim Saker
1
Chen, Rui
1
Christoffersen, Peter F.
1
Frederiksen, Per
1
Ghysels, Eric
1
Hodrick, Robert J.
1
Li, Yingying
1
Liao, Zhipeng
1
Lin, Huidi
1
Litvinova, Julia
1
Nielsen, Morten Ørregaard
1
Nyawa, Serge
1
Osterrieder, Daniela
1
Reiß, Markus
1
Riva, Raul
1
Russell, Jeffrey R.
1
Tan, Yingwen
1
Thyrsgaard, Martin
1
Watson, Mark W.
1
Zhang, Zhiyuan
1
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National Bureau of Economic Research
2
The Wharton Financial Institutions Center
1
University of Chicago / Graduate School of Business / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
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Journal of econometrics
13
Economic Research Initiatives at Duke (ERID) Working Paper
7
ERID working paper
6
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
CFS working paper series
2
CREATES research paper
2
NBER working paper series
2
Quantitative economics : QE ; journal of the Econometric Society
2
Working paper
2
Working paper / National Bureau of Economic Research, Inc.
2
Advanced texts in econometrics
1
CREATES Research Paper
1
CREATES Research Paper 2008-49
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper / Department of Economics, University of California San Diego
1
Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 4
1
Handbook of economic forecasting ; 1
1
International economic review
1
Journal of applied econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of financial economics
1
Journal of time series econometrics
1
NBER Working Paper
1
Review of finance : journal of the European Finance Association
1
SFB 649 discussion paper
1
Symposium on forecasting and empirical methods in macroeconomics and finance
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The journal of finance : the journal of the American Finance Association
1
Working paper series economics and econometrics
1
Working papers / Financial Institutions Center
1
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ECONIS (ZBW)
66
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1
Financial market efficiency tests
Bollerslev, Tim
;
Hodrick, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000136709
Saved in:
2
ARCH models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1993
Persistent link: https://www.econbiz.de/10000899195
Saved in:
3
Arch models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1993
Persistent link: https://www.econbiz.de/10000878183
Saved in:
4
Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben
;
Bollerslev, Tim
-
1997
Persistent link: https://www.econbiz.de/10000627888
Saved in:
5
ARCH models
Bollerslev, Tim
;
Engle, Robert F.
;
Nelson, Daniel B.
-
1994
Persistent link: https://www.econbiz.de/10001327597
Saved in:
6
Answering the skeptics : yes, standard volatility models do provide accurate forecasts
Andersen, Torben
- In:
International economic review
39
(
1998
)
4
,
pp. 885-905
Persistent link: https://www.econbiz.de/10001338809
Saved in:
7
Common persistence in conditional variances
Bollerslev, Tim
- In:
Econometrica : journal of the Econometric Society, an …
61
(
1993
)
1
,
pp. 167-186
Persistent link: https://www.econbiz.de/10001139697
Saved in:
8
Common stochastic trends in a system of exchange rates
Baillie, Richard
- In:
The journal of finance : the journal of the American …
44
(
1989
)
1
,
pp. 167-181
Persistent link: https://www.econbiz.de/10001063241
Saved in:
9
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
10
Fractionally integrated generalized autoregressive conditional heteroskedasticity
Baillie, Richard
;
Bollerslev, Tim
;
Mikkelsen, Hans Ole Æ.
-
1994
-
current version
Persistent link: https://www.econbiz.de/10000891757
Saved in:
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