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~subject:"Time series analysis"
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Time series analysis
Schätztheorie
35,939
Estimation theory
35,312
CAPM
19,032
Theorie
18,938
Theory
18,515
Schätzung
8,351
Estimation
8,252
Zeitreihenanalyse
6,114
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5,815
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Börsenkurs
4,487
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4,454
Portfolio-Management
4,435
Portfolio selection
4,408
Regressionsanalyse
4,164
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4,149
Nichtparametrisches Verfahren
3,381
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3,296
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3,210
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3,195
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3,133
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3,073
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3,047
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2,568
Risiko
2,556
Aktienmarkt
1,958
Stock market
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Panel
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Statistischer Test
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1,835
Statistical test
1,801
Statistische Verteilung
1,612
Statistical distribution
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Phillips, Peter C. B.
97
Gao, Jiti
74
Koopman, Siem Jan
54
Johansen, Søren
43
Lütkepohl, Helmut
42
Franses, Philip Hans
39
Teräsvirta, Timo
39
Nielsen, Morten Ørregaard
38
Kapetanios, George
33
Pesaran, M. Hashem
33
Linton, Oliver
32
Harvey, Andrew C.
30
Sibbertsen, Philipp
30
Swanson, Norman R.
30
Koop, Gary
29
Engle, Robert F.
26
Nelson, Daniel B.
26
Li, Degui
25
Lucas, André
25
Maravall Herrero, Agustín
25
Peng, Bin
25
Stock, James H.
25
Taylor, Robert
25
Watson, Mark W.
25
Perron, Pierre
24
Nielsen, Bent
23
Robinson, Peter M.
23
Caporale, Guglielmo Maria
22
Chambers, Marcus J.
22
Haldrup, Niels
22
Leybourne, Stephen James
22
Brännäs, Kurt
21
Dong, Chaohua
21
Gouriéroux, Christian
21
Hassler, Uwe
21
Blasques, Francisco
20
Cavaliere, Giuseppe
20
Giraitis, Liudas
20
Hendry, David F.
20
Härdle, Wolfgang
19
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National Bureau of Economic Research
57
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21
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
15
Umeå universitet
12
European University Institute / Department of Economics
11
Centre for Quantitative Economics & Computing
8
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Umeå Universitet / Institutionen för Nationalekonomi
5
Birkbeck College / Department of Economics
4
State University of New York at Albany / Department of Economics
4
European University Institute / Department of Law
3
London School of Economics and Political Science
3
University of Exeter / Department of Economics
3
University of New England / Department of Econometrics
3
Center for Economic Research <Tilburg>
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Board of Governors
2
Federal Reserve System / Division of Research and Statistics
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International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
2
Københavns Universitet / Økonomisk Institut
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Nationalekonomiska Institutionen <Lund>
2
School of Finance and Business Economics <Perth, Western Australia>
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
University of Chicago / Graduate School of Business
2
University of Warwick / Department of Economics
2
Universität Basel / Institut für Statistik und Ökonometrie
2
Amsterdams Instituut voor ArbeidsStudies
1
Australasian Economic Modelling Conference <1992, Cairns>
1
Australian National University / Faculty of Economics and Commerce
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
1
Centre for Analytical Finance <Århus>
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Columbia University / Department of Economics
1
Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
1
Department of Agricultural Economics, Cornell University Agricultural Experiment Station
1
Ecole nationale de la statistique et de l'administration économique <Frankreich>
1
Econometrics Conference <1995, Melbourne>
1
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Journal of econometrics
318
Econometric theory
160
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
151
Economics letters
137
Discussion paper / Tinbergen Institute
101
Econometric reviews
89
International journal of forecasting
67
Working paper / Department of Econometrics and Business Statistics, Monash University
66
CREATES research paper
64
Journal of forecasting
56
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
53
Applied economics letters
51
Econometrics : open access journal
51
NBER Working Paper
43
Cowles Foundation discussion paper
41
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
41
Applied economics
40
Journal of time series econometrics
40
The econometrics journal
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
36
Economic modelling
35
Computational economics
34
Journal of the American Statistical Association : JASA
34
NBER working paper series
34
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
Journal of applied econometrics
32
SFB 649 discussion paper
32
Journal of empirical finance
31
Working paper / National Bureau of Economic Research, Inc.
29
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
EUI working paper / ECO
26
Working paper series
25
Oxford bulletin of economics and statistics
24
Working paper
24
LSE STICERD Research Paper
23
Technical working paper / National Bureau of Economic Research
23
Discussion paper / Center for Economic Research, Tilburg University
22
Discussion paper / Centre for Economic Forecasting
22
NBER technical working paper series
22
Journal of financial econometrics : official journal of the Society for Financial Econometrics
21
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ECONIS (ZBW)
6,035
RePEc
2
ArchiDok
1
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1
Beta variability in the market model : an investigation of 16 of the most actively traded stocks on the Stockholm Stock Exchange
Setterblad, Johan
-
1994
Persistent link: https://www.econbiz.de/10000894638
Saved in:
2
Schätzung von variierenden Beta-Koeffizienten mit dem Kalman-Filter
Boos, Anna Carri
-
1988
Persistent link: https://www.econbiz.de/10000746710
Saved in:
3
Time-series tests of a non-expected-utility model of asset pricing
Giovannini, Alberto
;
Jorian, Philippe
-
1989
Persistent link: https://www.econbiz.de/10000781817
Saved in:
4
Conditional heteroskedasticity in asset returns : a new approach
Nelson, Daniel B.
-
1989
-
Rev
Persistent link: https://www.econbiz.de/10000766245
Saved in:
5
Closing the GARCH gap : continuous time GARCH modeling
Drost, Feike C.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000879810
Saved in:
6
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
7
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:
8
Inference for nonparametric high-frequency estimators with an application to time variation in betas
Kalnina, Ilze
-
2015
Persistent link: https://www.econbiz.de/10011419314
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
Heterogeneity in stock prices : a STAR model with multivariate transition function
Lof, Matthijs
- In:
Journal of economic dynamics & control
36
(
2012
)
12
,
pp. 1845-1854
Persistent link: https://www.econbiz.de/10009701922
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