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Time series analysis
Kapitaleinkommen
39,283
Capital income
39,273
Börsenkurs
14,804
Share price
14,772
Risikoprämie
12,424
Risk premium
12,119
Theorie
11,946
Theory
11,877
Schätzung
9,806
Estimation
9,727
Aktienmarkt
8,666
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8,589
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8,091
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8,056
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7,674
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7,656
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6,879
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6,563
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6,470
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5,222
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5,209
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4,395
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4,377
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4,054
Risiko
4,035
Welt
3,764
World
3,746
Zinsstruktur
3,308
Yield curve
3,260
Investmentfonds
2,812
Investment Fund
2,798
ARCH-Modell
2,480
ARCH model
2,471
Ankündigungseffekt
2,456
Announcement effect
2,453
Rendite
2,136
Zeitreihenanalyse
1,883
Yield
1,807
Deutschland
1,796
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615
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1,841
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28
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Gil-Alaña, Luis A.
34
Caporale, Guglielmo Maria
31
Gupta, Rangan
24
Bollerslev, Tim
22
Lux, Thomas
21
McAleer, Michael
16
Tauchen, George Eugene
15
Andersen, Torben
13
Chang, Chia-Lin
12
Koopman, Siem Jan
12
Lucas, André
12
Guidolin, Massimo
11
Cheema, Muhammad A.
10
Engle, Robert F.
10
McMillan, David G.
10
Prokopczuk, Marcel
10
Sibbertsen, Philipp
10
Caporin, Massimiliano
9
Li, Youwei
9
Sizova, Natalia
9
Teräsvirta, Timo
9
Yang, Minxian
9
Asai, Manabu
8
Harvey, Campbell R.
8
Li, Jia
8
Opschoor, Anne
8
Pástor, Ľuboš
8
Timmermann, Allan
8
Tiwari, Aviral Kumar
8
Todorov, Viktor
8
Bekaert, Geert
7
Bianchi, Daniele
7
Diebold, Francis X.
7
Grassi, Stefano
7
Ma, Feng
7
Massacci, Daniele
7
Meddahi, Nour
7
Narayan, Paresh Kumar
7
Pettenuzzo, Davide
7
Pierdzioch, Christian
7
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National Bureau of Economic Research
15
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Ekonomiska forskningsinstitutet <Stockholm>
2
Gottfried Wilhelm Leibniz Universität Hannover
2
University of Chicago / Center for Research in Security Prices
2
Birkbeck College / Department of Economics
1
Chambre de commerce et d'industrie de Paris
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Federal Reserve Bank of St. Louis
1
Hochschule Anhalt (FH)
1
International Center for Financial Asset Management and Engineering
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Nationalekonomiska Institutionen <Lund>
1
Rodney L. White Center for Financial Research
1
School of Finance and Business Economics <Perth, Western Australia>
1
The Wharton Financial Institutions Center
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
University of Cambridge / Department of Applied Economics
1
University of Toronto / Department of Economics
1
Verlag Dr. Kovač
1
William Davidson Institute <Ann Arbor, Mich.>
1
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Journal of empirical finance
42
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
39
Journal of econometrics
39
Finance research letters
36
International journal of forecasting
29
International review of financial analysis
28
Economic modelling
27
International review of economics & finance : IREF
25
Applied economics
22
Journal of forecasting
22
Discussion paper / Tinbergen Institute
21
The North American journal of economics and finance : a journal of financial economics studies
20
Journal of banking & finance
19
Journal of financial economics
19
Economics letters
18
Energy economics
16
Journal of financial econometrics
16
Applied economics letters
15
NBER working paper series
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
The journal of finance : the journal of the American Finance Association
15
Applied financial economics
14
Journal of international financial markets, institutions & money
14
Research in international business and finance
14
Working paper / National Bureau of Economic Research, Inc.
13
CESifo working papers
12
Journal of financial econometrics : official journal of the Society for Financial Econometrics
12
Journal of risk and financial management : JRFM
12
Quantitative finance
12
Working paper
12
CREATES research paper
11
Pacific-Basin finance journal
11
The European journal of finance
11
Cambridge working papers in economics
9
Computational economics
9
Economics working paper
9
International journal of theoretical and applied finance
9
NBER Working Paper
9
Review of quantitative finance and accounting
9
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
9
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ECONIS (ZBW)
1,873
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1
Zeitreihenmodelle zur Schätzung des Value at Risk von Aktien : Beurteilung im Hinblick auf die bankenaufsichtsrechtlichen Bestimmungen
Neumann, Kristin
-
2000
Persistent link: https://www.econbiz.de/10001441505
Saved in:
2
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:
3
An empirical assessment of the premium associated with meeting or beating both time-series earnings expectations and analysts' forecasts
Dopuch, Nicholas
;
Seethamraju, Chandra
;
Xu, Weihong
- In:
Review of quantitative finance and accounting
31
(
2008
)
2
,
pp. 147-166
Persistent link: https://www.econbiz.de/10003727911
Saved in:
4
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10003849492
Saved in:
5
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10009559443
Saved in:
6
Empirical asset pricing with nonlinear risk premia
Mijatovi´c, Aleksandar
;
Schneider, Paul
-
2009
Persistent link: https://www.econbiz.de/10009428004
Saved in:
7
Enhancing risk-adjusted return using time series momentum in sovereign bonds
Hambusch, Gerhard
;
Hong, KiHoon Jimmy
;
Webster, Ellenora
- In:
The journal of fixed income
25
(
2015
)
1
,
pp. 96-111
Persistent link: https://www.econbiz.de/10011399838
Saved in:
8
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
- In:
Journal of financial economics
114
(
2014
)
3
,
pp. 517-553
Persistent link: https://www.econbiz.de/10010532691
Saved in:
9
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
10
Forecasting stock returns under economic constraints
Pettenuzzo, Davide
;
Timmermann, Allan
;
Valkanov, Rossen I.
-
2013
Persistent link: https://www.econbiz.de/10009734264
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