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~subject:"Time series analysis"
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The cross-section of stock ret...
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Time series analysis
Schätzung
131,165
Estimation
125,033
Theorie
42,381
Theory
41,629
Kapitaleinkommen
39,495
Capital income
39,395
USA
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United States
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Börsenkurs
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20,397
CAPM
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Deutschland
17,507
Germany
15,670
Welt
15,309
World
14,682
Volatilität
14,097
Volatility
13,894
Aktienmarkt
11,741
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Portfolio-Management
10,750
Portfolio selection
10,675
Prognoseverfahren
9,139
Forecasting model
8,969
Wirtschaftswachstum
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Economic growth
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Wirkungsanalyse
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EU-Staaten
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Impact assessment
7,082
Zeitreihenanalyse
6,886
EU countries
6,779
Risk
6,651
Risiko
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Schätztheorie
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Estimation theory
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Panel
6,271
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6,189
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Gil-Alaña, Luis A.
194
Caporale, Guglielmo Maria
171
Gupta, Rangan
63
Koopman, Siem Jan
55
Pesaran, M. Hashem
41
McAleer, Michael
32
Bollerslev, Tim
29
Sibbertsen, Philipp
29
Gao, Jiti
28
Kapetanios, George
28
Tiwari, Aviral Kumar
27
Lucas, André
26
Lux, Thomas
26
Chang, Tsangyao
25
Franses, Philip Hans
25
Koop, Gary
24
Härdle, Wolfgang
23
Gil-Alana, Luis A.
22
Chang, Chia-Lin
21
Marcellino, Massimiliano
21
Nielsen, Morten Ørregaard
21
Tauchen, George Eugene
21
Teräsvirta, Timo
21
Chan, Joshua
20
Moosa, Imad A.
20
Swanson, Norman R.
20
Watson, Mark W.
20
Engsted, Tom
19
Lütkepohl, Helmut
19
Timmermann, Allan
19
Breitung, Jörg
18
Diebold, Francis X.
18
Andersen, Torben
17
Engle, Robert F.
17
Kunst, Robert M.
17
Miller, Stephen M.
17
Österholm, Pär
17
Caporin, Massimiliano
16
Guidolin, Massimo
15
Lanne, Markku
15
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National Bureau of Economic Research
32
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
Ekonomiska forskningsinstitutet <Stockholm>
12
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Umeå universitet
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Australien / Bureau of Statistics
2
Bank of Canada
2
Centre for Analytical Finance <Århus>
2
Centre for Quantitative Economics & Computing
2
Chambre de commerce et d'industrie de Paris
2
Christian-Albrechts-Universität zu Kiel
2
Eric Cuvillier <Firma>
2
Federal Reserve Bank of St. Louis
2
Institut für Höhere Studien
2
Institut für Weltwirtschaft
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Nationalekonomiska Institutionen <Lund>
2
Springer Fachmedien Wiesbaden
2
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of Otago / Commerce Division
2
University of Strathclyde / Department of Economics
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Carleton University / Department of Economics
1
Center for Economic Research <Tilburg>
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
1
European University Institute / Department of Economics
1
European University Institute / Department of Law
1
Federal Reserve System / Division of Research and Statistics
1
Hamburgisches Welt-Wirtschafts-Archiv
1
Hamburgisches WeltWirtschaftsInstitut
1
IMF Institute
1
Institut für Wirtschaftswissenschaften <Wien>
1
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Journal of econometrics
147
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
119
Economic modelling
113
Applied economics
109
International journal of forecasting
94
Applied economics letters
86
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
81
Economics letters
80
Discussion paper / Tinbergen Institute
77
CESifo working papers
74
Energy economics
66
Journal of forecasting
66
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
64
Journal of empirical finance
58
Working paper
58
Finance research letters
54
International review of economics & finance : IREF
50
Econometric reviews
45
Journal of applied econometrics
40
Journal of economic dynamics & control
39
The North American journal of economics and finance : a journal of financial economics studies
39
CREATES research paper
38
Journal of banking & finance
37
Applied financial economics
35
Economics and finance working paper series
34
Computational economics
33
Macroeconomic dynamics
32
International review of financial analysis
31
Journal of risk and financial management : JRFM
30
Discussion papers / Deutsches Institut für Wirtschaftsforschung
29
Journal of macroeconomics
28
Working paper / Department of Econometrics and Business Statistics, Monash University
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
International journal of finance & economics : IJFE
27
Working paper / National Bureau of Economic Research, Inc.
27
CAMA working paper series
26
NBER working paper series
26
Research in international business and finance
26
Journal of financial econometrics
25
Journal of international financial markets, institutions & money
25
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ECONIS (ZBW)
6,729
RePEc
4
Other ZBW resources
1
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1
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1
Spectral factor models
Bandi, Federico M.
;
Chaudhuri, Shomesh E.
;
Lo, Andrew W.
; …
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 214-238
Persistent link: https://www.econbiz.de/10012650703
Saved in:
2
Fractional return and fractional
CAPM
Raei, Reza
;
Mohammadi, Shapour
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 269-275
Persistent link: https://www.econbiz.de/10003807581
Saved in:
3
Option pricing and spikes in volatility theoretical and empirical anaylsis
Zerilli, Paola
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003457458
Saved in:
4
The cross-Section of German stock returns : new data and new evidence
Artmann, Sabine
;
Finter, Philipp
;
Kempf, Alexander
; …
-
2010
test the standard
CAPM
, the Fama-French three-factor model, and the Carhart four-factor model. Our tests are based on a …
Persistent link: https://www.econbiz.de/10008666515
Saved in:
5
Testing
CAPM
with a large number of assets
Pesaran, M. Hashem
;
Yamagata, Takashi
-
2012
Persistent link: https://www.econbiz.de/10009580154
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
Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation
Choe, Kwang-il
;
Choi, Pilsun
;
Nam, Kiseok
;
Vahid, Farshid
- In:
Pacific-Basin finance journal
20
(
2012
)
2
,
pp. 271-291
Persistent link: https://www.econbiz.de/10009488255
Saved in:
8
Jump volatility estimates of high frequency data and analysis based on HHT
Chen, Jiangrui
;
Yin, Lianqian
;
Hou, Sizhe
;
Zhang, Wei
; …
- In:
International journal of economics and finance
7
(
2015
)
11
,
pp. 242-249
Persistent link: https://www.econbiz.de/10011401479
Saved in:
9
Testing of a market fraction model and power-law behaviour in the Dax 30
He, Xue-zhong
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344322
Saved in:
10
Evaluating time-series restrictions for cross-sections of expected returns : multifactor CCAPMs
Kim, Jinyong
- In:
Pacific-Basin finance journal
20
(
2012
)
5
,
pp. 688-706
Persistent link: https://www.econbiz.de/10009619797
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