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Time series analysis
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Franses, Philip Hans
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92
Lütkepohl, Helmut
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55
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50
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Robinson, Peter M.
39
Saikkonen, Pentti
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Stock, James H.
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Feng, Yuanhua
37
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37
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37
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
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De Gruyter Oldenbourg
2
Econometric Society
2
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Journal of econometrics
329
International journal of forecasting
319
Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
238
Journal of forecasting
223
Econometric theory
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Discussion paper / Tinbergen Institute
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Econometric reviews
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Economic modelling
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Applied economics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
98
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
94
Journal of applied econometrics
90
Working paper / Department of Econometrics and Business Statistics, Monash University
80
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
77
Computational economics
75
Working paper
74
Applied economics letters
72
CREATES research paper
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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
NBER Working Paper
57
Journal of empirical finance
56
Working paper / National Bureau of Economic Research, Inc.
56
Cowles Foundation discussion paper
55
Energy economics
54
NBER working paper series
54
Oxford bulletin of economics and statistics
53
CESifo working papers
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
European journal of operational research : EJOR
47
The econometrics journal
47
Discussion papers of interdisciplinary research project 373
46
SFB 649 discussion paper
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Discussion paper / Center for Economic Research, Tilburg University
42
Econometrics : open access journal
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Journal of macroeconomics
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The review of economics and statistics
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ECONIS (ZBW)
12,500
EconStor
1
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1
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1
An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses
Christensen, Bent Jesper
;
Wel, Michael van der
-
2010
Persistent link: https://www.econbiz.de/10003947812
Saved in:
2
From bond yield to macroeconomic instability : a parsimonious affine model
Recchioni, Maria Cristina
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
262
(
2017
)
3
,
pp. 1116-1135
Persistent link: https://www.econbiz.de/10011802489
Saved in:
3
The Memory Advantage of Long Short-Term Memory Networks for Bond Yield Forecasting
Nunes, Manuel
-
2019
The importance of bond markets in the financial industry stems from its dimension, its direct relevance for other asset classes and for the overall economy. In this paper, we conduct the first study of bond yield forecasting using deep learning long short-term memory (LSTM) networks, validating...
Persistent link: https://www.econbiz.de/10012867355
Saved in:
4
Quantitative corporate finance
Guerard, John Baynard
;
Saxena, Anureet
;
Gültekin, …
-
2021
-
Second edition
and the Cost of Funds -- Chapter 11. Investing in Assets:
Theory
of Investment Decision Making -- Chapter 12. Regression …
Persistent link: https://www.econbiz.de/10012203303
Saved in:
5
Extending the Fama and French model with a long term memory factor
López-García, M. N.
;
Trinidad-Segovia, J. E.
; …
- In:
European journal of operational research : EJOR
291
(
2021
)
2
,
pp. 421-426
Persistent link: https://www.econbiz.de/10012495319
Saved in:
6
Essays on credit risk and credit derivatives
Bajlum, Claus
-
2008
Persistent link: https://www.econbiz.de/10003761742
Saved in:
7
Machine learning treasury yields
Kakushadze, Zura
;
Yu, Willie
- In:
Bulletin of applied economics
7
(
2020
)
1
,
pp. 1-65
Persistent link: https://www.econbiz.de/10012807008
Saved in:
8
Cointegration and German bond yields
Wolters, Jürgen
-
1994
Persistent link: https://www.econbiz.de/10000913033
Saved in:
9
Modelling Australian bank bill rates : a Kalman filter approach
Bhar, Ramaprasad
-
1993
Persistent link: https://www.econbiz.de/10000878038
Saved in:
10
Time-varying volatility and the dynamic behavior of the term structure
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000812958
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