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~subject:"Time series analysis"
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Time series analysis
Theorie
620,484
Theory
605,399
Economic development
47,997
Entwicklung
46,967
USA
46,402
United States
44,934
Risk
43,535
Risiko
43,492
Finanzmarkt
38,435
Financial market
37,705
Welt
36,594
World
35,823
Schätzung
33,371
Estimation
32,530
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25,844
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25,145
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25,141
Wirtschaftswachstum
24,054
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23,259
Germany
23,248
Portfolio-Management
21,814
Portfolio selection
21,573
Mathematische Optimierung
16,712
Mathematical programming
16,608
Entwicklungsländer
16,025
Developing countries
15,257
Prognoseverfahren
14,667
Forecasting model
14,392
Börsenkurs
14,203
Share price
13,956
Spieltheorie
13,380
Volatilität
13,322
Zeitreihenanalyse
13,187
EU-Staaten
13,051
Volatility
13,032
Experiment
12,780
EU countries
12,656
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12,650
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12,022
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Franses, Philip Hans
135
Phillips, Peter C. B.
125
Koopman, Siem Jan
120
Gil-Alaña, Luis A.
117
Caporale, Guglielmo Maria
105
Härdle, Wolfgang
74
Lütkepohl, Helmut
72
Koop, Gary
67
Pesaran, M. Hashem
65
Teräsvirta, Timo
63
McAleer, Michael
59
Sibbertsen, Philipp
56
Harvey, Andrew C.
55
Maravall Herrero, Agustín
55
Swanson, Norman R.
52
Lucas, André
51
Granger, C. W. J.
50
Kunst, Robert M.
50
Engle, Robert F.
48
Dijk, Herman K. van
47
Hyndman, Rob J.
47
Hallin, Marc
46
Hassler, Uwe
46
Marcellino, Massimiliano
46
Bauwens, Luc
45
Proietti, Tommaso
43
Mills, Terence C.
42
Taylor, Robert
42
Ghysels, Eric
41
Perron, Pierre
41
Robinson, Peter M.
41
Gao, Jiti
40
Hendry, David F.
40
Saikkonen, Pentti
39
Stock, James H.
39
Feng, Yuanhua
38
Kapetanios, George
37
Lux, Thomas
37
Timmermann, Allan
37
Johansen, Søren
36
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National Bureau of Economic Research
69
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
Ekonomiska forskningsinstitutet <Stockholm>
42
European University Institute / Department of Economics
31
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Gottfried Wilhelm Leibniz Universität Hannover
7
Centre for Analytical Finance <Århus>
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
European University Institute / Department of Law
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Strathclyde / Department of Economics
5
Institut für Höhere Studien
4
University of Cambridge / Department of Applied Economics
4
University of Exeter / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Institut für Weltwirtschaft
3
Norges Bank / Utredningsavdelingen
3
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
3
University of Chicago / Center for Research in Security Prices
3
University of Southampton / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
Australien / Bureau of Statistics
2
Carleton University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Columbia University / Department of Economics
2
Conference Nonlinear Dynamics and Economics <1992, Florenz>
2
Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
De Gruyter Oldenbourg
2
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Journal of econometrics
329
International journal of forecasting
308
Economics letters
278
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
241
Journal of forecasting
226
Econometric theory
191
Discussion paper / Tinbergen Institute
173
Econometric reviews
133
Applied economics
116
Economic modelling
115
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
100
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
99
Journal of applied econometrics
90
Working paper / Department of Econometrics and Business Statistics, Monash University
78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Computational economics
74
Working paper
73
Applied economics letters
70
CREATES research paper
70
Journal of economic dynamics & control
68
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Energy economics
60
NBER Working Paper
60
EUI working paper / ECO
58
Working paper / National Bureau of Economic Research, Inc.
57
NBER working paper series
56
Cowles Foundation discussion paper
55
Journal of empirical finance
54
Oxford bulletin of economics and statistics
54
CESifo working papers
53
SFB 649 discussion paper
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
The econometrics journal
48
European journal of operational research : EJOR
47
Discussion papers of interdisciplinary research project 373
45
Econometrics : open access journal
43
Discussion paper / Center for Economic Research, Tilburg University
42
Discussion paper / Centre for Economic Policy Research
41
The review of economics and statistics
41
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Source
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ECONIS (ZBW)
12,790
RePEc
5
EconStor
1
ArchiDok
1
Showing
1
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10
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12,797
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date (oldest first)
1
Risk
measurement with spectral capital allocation
Overbeck, Ludger
;
Sokolova, Maria
- In:
Applied quantitative finance
,
(pp. 139-159)
.
2009
Persistent link: https://www.econbiz.de/10003746012
Saved in:
2
Estimating the uncertainty of relative
risk
aversion
Tödter, Karl-Heinz
- In:
Applied financial economics letters
4
(
2008
)
1/3
,
pp. 25-27
Persistent link: https://www.econbiz.de/10003725309
Saved in:
3
Long vs. short term asymmetry in volatility and the term structure of
risk
Lönnbark, Carl
- In:
Finance research letters
23
(
2017
),
pp. 202-209
Persistent link: https://www.econbiz.de/10011808396
Saved in:
4
Four essays in econometrics and macroeconomics
Born, Benjamin
-
2011
Persistent link: https://www.econbiz.de/10009422848
Saved in:
5
Simulative Untersuchung der Eigenschaften von Testverfahren auf Elliptizität mit Anwendung auf Finanzmarktdaten
Gogokhia, Lia
-
2008
Persistent link: https://www.econbiz.de/10003672746
Saved in:
6
The snp-dcc model: a new methodology for
risk
management and forecasting
Brio, Esther B. del
;
Ñíguez, Trino-Manuel
;
Perote, Javier
-
2010
Persistent link: https://www.econbiz.de/10010422539
Saved in:
7
Introduction to "Special issue on the Empirical analysis of business cycles, financial markets, and inflation : essays in honor of Charles Nelson"
Kim, Chang-jin
;
Morley, James C.
;
Piger, Jeremy Max
- In:
Macroeconomic dynamics
19
(
2015
)
4
,
pp. 723-727
Persistent link: https://www.econbiz.de/10011309220
Saved in:
8
Modeling intraday information in financial markets with the scatter search metaheuristic
Silva, Carlos Gomes da
- In:
International journal of financial engineering
2
(
2015
)
2
,
pp. 1-22
Persistent link: https://www.econbiz.de/10011333425
Saved in:
9
On the impact of financial development on income distribution : time-series evidence
Bahmani-Oskooee, Mohsen
;
Zhang, Ruixin
- In:
Applied economics
47
(
2015
)
10/12
,
pp. 1248-1271
Persistent link: https://www.econbiz.de/10010486252
Saved in:
10
Measuring time-varying financial market integration : an unobserved components approach
Berger, Tino
;
Pozzi, Lorenzo
- In:
Journal of banking & finance
37
(
2013
)
2
,
pp. 463-473
Persistent link: https://www.econbiz.de/10009705640
Saved in:
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