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Time series analysis
Theorie
622,114
Theory
607,028
USA
327,506
United States
290,399
Schätzung
47,981
Estimation
46,445
Volatility
40,405
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40,228
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39,986
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19,869
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Großbritannien
18,059
Kapitaleinkommen
17,904
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17,831
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16,385
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15,981
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15,568
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Gil-Alaña, Luis A.
183
Caporale, Guglielmo Maria
156
Koopman, Siem Jan
151
Franses, Philip Hans
148
Phillips, Peter C. B.
133
McAleer, Michael
91
Teräsvirta, Timo
80
Härdle, Wolfgang
78
Koop, Gary
75
Lütkepohl, Helmut
73
Pesaran, M. Hashem
72
Gupta, Rangan
68
Sibbertsen, Philipp
66
Harvey, Andrew C.
63
Lucas, André
63
Stock, James H.
61
Dijk, Herman K. van
58
Kunst, Robert M.
57
Engle, Robert F.
56
Swanson, Norman R.
56
Maravall Herrero, Agustín
55
Marcellino, Massimiliano
54
Granger, C. W. J.
53
Watson, Mark W.
53
Taylor, Robert
51
Hassler, Uwe
50
Dijk, Dick van
49
Hyndman, Rob J.
49
Hallin, Marc
47
Bauwens, Luc
46
Gao, Jiti
46
Ghysels, Eric
45
Kapetanios, George
45
Lux, Thomas
45
Perron, Pierre
44
Proietti, Tommaso
44
Timmermann, Allan
43
Mills, Terence C.
42
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41
Hendry, David F.
41
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National Bureau of Economic Research
82
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48
Ekonomiska forskningsinstitutet <Stockholm>
44
European University Institute / Department of Economics
32
Econometrisch Instituut <Rotterdam>
12
Umeå universitet
11
Federal Reserve Bank of St. Louis
10
Centre for Analytical Finance <Århus>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Gottfried Wilhelm Leibniz Universität Hannover
7
Centre for Quantitative Economics & Computing
6
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University of Strathclyde / Department of Economics
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Christian-Albrechts-Universität zu Kiel
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London School of Economics and Political Science
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Cambridge / Department of Applied Economics
5
University of Exeter / Department of Economics
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Centre for Growth and Business Cycle Research <Manchester>
4
Institut für Höhere Studien
4
Norges Bank / Utredningsavdelingen
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Universität Basel / Institut für Statistik und Ökonometrie
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Université de Montréal / Département de sciences économiques
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Australian National University / Faculty of Economics and Commerce
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Birkbeck College / Department of Economics
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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
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Journal of econometrics
398
International journal of forecasting
366
Economics letters
310
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
292
Journal of forecasting
246
Discussion paper / Tinbergen Institute
219
Econometric theory
197
Applied economics
166
Economic modelling
154
Econometric reviews
151
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
131
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
131
Energy economics
119
Journal of applied econometrics
109
Working paper
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
108
CREATES research paper
94
Applied economics letters
93
Working paper / National Bureau of Economic Research, Inc.
93
Working paper / Department of Econometrics and Business Statistics, Monash University
86
Computational economics
84
Journal of empirical finance
83
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
82
Journal of economic dynamics & control
81
CESifo working papers
70
NBER Working Paper
69
NBER working paper series
68
Journal of macroeconomics
65
Finance research letters
64
Oxford bulletin of economics and statistics
63
EUI working paper / ECO
62
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
The review of economics and statistics
61
Discussion paper / Centre for Economic Policy Research
60
Cowles Foundation discussion paper
59
The econometrics journal
54
International review of economics & finance : IREF
53
International review of financial analysis
53
SFB 649 discussion paper
52
Série des documents de travail / Centre de Recherche en Économie et Statistique
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ECONIS (ZBW)
15,904
ArchiDok
2
RePEc
2
EconStor
1
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1
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1
Nonlinear time series analysis with applications to foreign exchange rate
volatility
: with 29 tables
Hafner, Christian M.
-
1998
Persistent link: https://www.econbiz.de/10000965598
Saved in:
2
Correcting the errors : a note on
volatility
forecast
evaluation
based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
3
Correcting the errors :
volatility
forecast
evaluation
using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
4
Volatility
and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
5
Zeitreihenanalyse von Optionsscheinpreisen zur Beurteilung von Kurschancen und -risiken
Hehn, Elisabeth
-
1994
Persistent link: https://www.econbiz.de/10012700205
Saved in:
6
Forecasting implied volatilities for options on index futures : time-series and cross-sectional analysis versus constant elasticity of variance (CEV) model
Tai, Tzu
;
Lee, Cheng F.
- In:
Portfolio construction, measurement, and efficiency : …
,
(pp. 355-387)
.
2017
Persistent link: https://www.econbiz.de/10011603288
Saved in:
7
Forecasting fed cattle, feeder cattle, and corn cash price
volatility
: the accuracy of time series, implied
volatility
, and composite approaches
Manfredo, Mark R.
;
Leuthold, Raymond M.
;
Irwin, Scott H.
- In:
Journal of agricultural and applied economics
33
(
2001
)
3
,
pp. 523-538
Persistent link: https://www.econbiz.de/10001651333
Saved in:
8
Prognosemodelle und Handelsansätze für Implizite Volatilitäten
Sachtler, Michael
-
2004
Persistent link: https://www.econbiz.de/10002392690
Saved in:
9
Essays on economic sentiment dynamics and asymmetric multifractal models of financial
volatility
Sushko, Stepan S.
-
2021
Persistent link: https://www.econbiz.de/10012887751
Saved in:
10
Essays on economic sentiment dynamics and asymmetric multifractal models of financial
volatility
Sushko, Stepan S.
-
2021
Persistent link: https://www.econbiz.de/10012940057
Saved in:
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