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~subject:"Time series analysis"
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Time series analysis
Theorie
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Börsenkurs
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Franses, Philip Hans
138
Phillips, Peter C. B.
132
Koopman, Siem Jan
127
Gil-Alaña, Luis A.
122
Caporale, Guglielmo Maria
97
Lütkepohl, Helmut
75
Härdle, Wolfgang
72
Koop, Gary
69
McAleer, Michael
68
Pesaran, M. Hashem
65
Teräsvirta, Timo
61
Sibbertsen, Philipp
59
Harvey, Andrew C.
57
Lucas, André
55
Maravall Herrero, Agustín
55
Swanson, Norman R.
53
Gao, Jiti
52
Kunst, Robert M.
52
Hyndman, Rob J.
51
Granger, C. W. J.
50
Marcellino, Massimiliano
49
Dijk, Herman K. van
47
Engle, Robert F.
46
Hassler, Uwe
46
Hallin, Marc
45
Proietti, Tommaso
45
Bauwens, Luc
43
Taylor, Robert
43
Perron, Pierre
42
Ghysels, Eric
41
Stock, James H.
41
Hendry, David F.
40
Saikkonen, Pentti
40
Mills, Terence C.
39
Robinson, Peter M.
39
Feng, Yuanhua
38
Kapetanios, George
38
Timmermann, Allan
38
Haldrup, Niels
37
Johansen, Søren
36
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National Bureau of Economic Research
71
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
47
Ekonomiska forskningsinstitutet <Stockholm>
42
European University Institute / Department of Economics
31
Umeå universitet
11
Centre for Analytical Finance <Århus>
8
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Gottfried Wilhelm Leibniz Universität Hannover
7
European University Institute / Department of Law
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
London School of Economics and Political Science
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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University of Strathclyde / Department of Economics
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
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University of Cambridge / Department of Applied Economics
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University of Exeter / Department of Economics
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Universität Basel / Institut für Statistik und Ökonometrie
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
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Birkbeck College / Department of Economics
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Institut für Weltwirtschaft
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Norges Bank / Utredningsavdelingen
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Organisation for Economic Co-operation and Development
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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University of Chicago / Center for Research in Security Prices
3
University of Southampton / Department of Economics
3
Université de Montréal / Département de sciences économiques
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Australien / Bureau of Statistics
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Center for Economic Research <Tilburg>
2
Conference Nonlinear Dynamics and Economics <1992, Florenz>
2
Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
De Gruyter Oldenbourg
2
Econometric Society
2
Eric Cuvillier <Firma>
2
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Journal of econometrics
359
International journal of forecasting
324
Economics letters
282
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
246
Journal of forecasting
224
Econometric theory
195
Discussion paper / Tinbergen Institute
185
Econometric reviews
141
Economic modelling
120
Applied economics
110
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
105
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
101
Working paper / Department of Econometrics and Business Statistics, Monash University
92
Journal of applied econometrics
91
Working paper
83
Computational economics
80
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
78
CREATES research paper
77
Applied economics letters
75
Journal of economic dynamics & control
70
Energy economics
66
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
NBER Working Paper
61
EUI working paper / ECO
59
Cowles Foundation discussion paper
57
Working paper / National Bureau of Economic Research, Inc.
57
Journal of empirical finance
56
NBER working paper series
56
Oxford bulletin of economics and statistics
55
CESifo working papers
53
The econometrics journal
53
SFB 649 discussion paper
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
Econometrics : open access journal
48
European journal of operational research : EJOR
48
Discussion papers of interdisciplinary research project 373
47
Finance research letters
43
Journal of macroeconomics
42
Discussion paper / Center for Economic Research, Tilburg University
41
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ECONIS (ZBW)
12,982
EconStor
1
ArchiDok
1
RePEc
1
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1
On series expansions for scale functions and other ruin-related quantities
Landriault, David
;
Willmot, Gordon E.
- In:
Scandinavian actuarial journal
2020
(
2020
)
4
,
pp. 292-306
Persistent link: https://www.econbiz.de/10012262737
Saved in:
2
Robust parameter design based on Gaussian process with model uncertainty
Feng, Zebiao
;
Wang, Jianjun
;
Ma, Yizhong
;
Tu, Yiliu
- In:
International journal of production research
59
(
2021
)
9
,
pp. 2772-2788
Persistent link: https://www.econbiz.de/10012516258
Saved in:
3
Stochastische Abhängigkeiten in Aktienmarktzeitreihen : eine gleichgewichtstheoretische Erklärung
Schwaiger, Walter S. A.
-
1994
Persistent link: https://www.econbiz.de/10000886147
Saved in:
4
Processes of normal inverse Gaussian type
Barndorff-Nielsen, Ole E.
- In:
Finance and stochastics
2
(
1998
)
1
,
pp. 41-68
Persistent link: https://www.econbiz.de/10001230156
Saved in:
5
A maximum likelihood approach for non-Gaussian stochastic volatility models
Fridman, Moshe
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
3
,
pp. 284-291
Persistent link: https://www.econbiz.de/10001246512
Saved in:
6
On the tail probabilities of aggregated lognormal random fields with small noise
Liu, Xiaoou
;
Liu, Jingchen
;
Xu, Gongjun
- In:
Mathematics of operations research
41
(
2016
)
1
,
pp. 236-246
Persistent link: https://www.econbiz.de/10011448360
Saved in:
7
Discrete stochastic autoregressive volatility
Cordis, Adriana S.
;
Kirby, Chris
- In:
Journal of banking & finance
43
(
2014
),
pp. 160-178
Persistent link: https://www.econbiz.de/10010410013
Saved in:
8
Optimization of stochastic systems : topics in discrete-time dynamics
Aoki, Masanao
-
1989
-
2. ed.
Persistent link: https://www.econbiz.de/10013469115
Saved in:
9
Epistemology in economics : three notes
Blankmeyer, Eric
-
1994
Persistent link: https://www.econbiz.de/10000891600
Saved in:
10
Forecasting and uncertainty : a survey
Makridakis, Spyros G.
;
Bakas, Nikolas
- In:
Risk and decision analysis
6
(
2015/2016
)
1
,
pp. 37-64
Persistent link: https://www.econbiz.de/10011573720
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