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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
620,975
Theory
605,890
USA
40,977
United States
39,887
Schätzung
30,143
Estimation
29,399
Welt
24,631
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24,012
Deutschland
22,348
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21,535
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20,960
Portfolio-Management
19,292
Portfolio selection
19,090
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17,716
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17,510
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17,147
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17,039
Stochastischer Prozess
16,994
Stochastic process
16,552
Prognoseverfahren
14,440
Forecasting model
14,167
Wirtschaftswachstum
13,151
Time series analysis
13,010
Spieltheorie
12,928
Volatilität
12,629
Economic growth
12,554
Volatility
12,362
Game theory
12,208
Schätztheorie
11,942
Estimation theory
11,537
Experiment
11,454
Börsenkurs
11,368
Share price
11,162
Asymmetrische Information
10,514
Asymmetric information
10,231
Wettbewerb
10,175
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10,107
Welfare analysis
9,935
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Free
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2,266
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Book / Working Paper
6,834
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6,571
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6,035
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3,668
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3,564
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547
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Franses, Philip Hans
142
Koopman, Siem Jan
139
Phillips, Peter C. B.
133
Gil-Alaña, Luis A.
119
Caporale, Guglielmo Maria
100
Lütkepohl, Helmut
75
Koop, Gary
72
Sibbertsen, Philipp
72
Härdle, Wolfgang
69
McAleer, Michael
69
Pesaran, M. Hashem
65
Teräsvirta, Timo
65
Harvey, Andrew C.
62
Kunst, Robert M.
62
Swanson, Norman R.
61
Lucas, André
58
Maravall Herrero, Agustín
55
Dijk, Herman K. van
53
Gao, Jiti
53
Hassler, Uwe
52
Feng, Yuanhua
51
Granger, C. W. J.
50
Hyndman, Rob J.
50
Marcellino, Massimiliano
49
Hallin, Marc
48
Lux, Thomas
47
Engle, Robert F.
46
Bauwens, Luc
45
Proietti, Tommaso
45
Kapetanios, George
44
Ravazzolo, Francesco
44
Saikkonen, Pentti
43
Taylor, Robert
43
Beran, Jan
42
Perron, Pierre
42
Ghysels, Eric
41
Stock, James H.
41
Timmermann, Allan
41
Hendry, David F.
39
Mills, Terence C.
39
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National Bureau of Economic Research
70
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
European University Institute / Department of Law
6
Gottfried Wilhelm Leibniz Universität Hannover
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
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Strathclyde / Department of Economics
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
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
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
371
International journal of forecasting
324
Economics letters
282
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
251
Journal of forecasting
229
Econometric theory
199
Discussion paper / Tinbergen Institute
193
Econometric reviews
142
Economic modelling
120
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
108
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
106
Applied economics
104
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
101
Journal of applied econometrics
94
Working paper / Department of Econometrics and Business Statistics, Monash University
94
Working paper
82
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
74
Journal of economic dynamics & control
70
Energy economics
62
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
EUI working paper / ECO
60
NBER Working Paper
60
Cowles Foundation discussion paper
57
Journal of empirical finance
57
Working paper / National Bureau of Economic Research, Inc.
57
Oxford bulletin of economics and statistics
56
NBER working paper series
55
The econometrics journal
55
Tinbergen Institute Discussion Paper
54
CESifo working papers
50
Econometrics : open access journal
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
European journal of operational research : EJOR
49
SFB 649 discussion paper
48
Discussion papers of interdisciplinary research project 373
47
Technical Report
46
Discussion paper / Center for Economic Research, Tilburg University
42
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Source
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ECONIS (ZBW)
13,067
EconStor
331
USB Cologne (EcoSocSci)
5
ArchiDok
1
RePEc
1
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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:
2
Coherent probabilistic forecasts for hierarchical time series
Ben Taieb, Souhaib
;
Taylor, James W.
;
Hyndman, Rob J.
-
2017
Persistent link: https://www.econbiz.de/10011781966
Saved in:
3
An entropy divergence, D-distribution and its selected application in multivariate financial time series
Jayakumar, G. S. David Sam
;
Sulthan, A.
;
Samuel, W.
- In:
International journal of financial services management …
11
(
2021
)
2
,
pp. 134-148
Persistent link: https://www.econbiz.de/10012940016
Saved in:
4
Is empirical granularity high enough to cause aggregate fluctuations? : the closeness to Gaussian
Arata, Yoshiyuki
-
2022
Persistent link: https://www.econbiz.de/10014432033
Saved in:
5
Stochastische Abhängigkeiten in Aktienmarktzeitreihen : eine gleichgewichtstheoretische Erklärung
Schwaiger, Walter S. A.
-
1994
Persistent link: https://www.econbiz.de/10000886147
Saved in:
6
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:
7
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:
8
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:
9
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:
10
Optimization of stochastic systems : topics in discrete-time dynamics
Aoki, Masanao
-
1989
-
2. ed.
Persistent link: https://www.econbiz.de/10013469115
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