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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
629,625
Theory
614,724
USA
330,605
United States
292,009
Schätzung
42,382
Estimation
40,980
Deutschland
34,039
Welt
33,791
World
32,971
Germany
30,639
Geldpolitik
30,335
Monetary policy
29,265
Portfolio-Management
22,467
Portfolio selection
22,210
Risiko
20,500
EU-Staaten
20,285
Risk
20,233
EU countries
19,553
Börsenkurs
18,075
Wirtschaftswachstum
17,857
Share price
17,761
Mathematische Optimierung
17,485
Mathematical programming
17,381
Großbritannien
17,213
Economic growth
17,096
Prognoseverfahren
16,829
Forecasting model
16,493
Volatilität
15,078
United Kingdom
14,883
Volatility
14,714
Time series analysis
14,272
Derivat
14,010
Derivative
13,973
Konjunktur
13,636
Kapitaleinkommen
13,624
Capital income
13,567
Wirkungsanalyse
13,533
Innovation
13,341
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13,183
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Free
4,628
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2,363
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Article
7,406
Book / Working Paper
7,297
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1
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Article in journal
6,815
Aufsatz in Zeitschrift
6,815
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4,032
Graue Literatur
3,911
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3,911
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3,671
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591
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511
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510
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510
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71
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58
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43
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18
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English
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German
428
French
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22
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8
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5
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4
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2
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2
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1
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Author
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Gil-Alaña, Luis A.
169
Franses, Philip Hans
151
Caporale, Guglielmo Maria
147
Koopman, Siem Jan
147
Phillips, Peter C. B.
130
Sibbertsen, Philipp
75
Koop, Gary
74
Lütkepohl, Helmut
74
Härdle, Wolfgang
71
Pesaran, M. Hashem
69
Teräsvirta, Timo
68
Kunst, Robert M.
67
McAleer, Michael
65
Harvey, Andrew C.
63
Swanson, Norman R.
62
Lucas, André
60
Stock, James H.
59
Dijk, Herman K. van
58
Maravall Herrero, Agustín
57
Marcellino, Massimiliano
56
Hassler, Uwe
55
Granger, C. W. J.
53
Gupta, Rangan
53
Engle, Robert F.
52
Kapetanios, George
52
Feng, Yuanhua
51
Watson, Mark W.
51
Hyndman, Rob J.
50
Lux, Thomas
48
Ghysels, Eric
47
Hallin, Marc
47
Bauwens, Luc
46
Timmermann, Allan
46
Proietti, Tommaso
45
Perron, Pierre
44
Gao, Jiti
43
Saikkonen, Pentti
43
Beran, Jan
42
Dijk, Dick van
42
Ravazzolo, Francesco
42
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National Bureau of Economic Research
79
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
46
Ekonomiska forskningsinstitutet <Stockholm>
45
European University Institute / Department of Economics
32
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
10
Federal Reserve Bank of St. Louis
10
Centre for Analytical Finance <Århus>
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
University of Strathclyde / Department of Economics
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 Cambridge / Department of Applied Economics
5
University of Exeter / Department of Economics
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
4
Norges Bank / Utredningsavdelingen
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Université de Montréal / Département de sciences économiques
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Centre for Growth and Business Cycle Research <Manchester>
3
Federal Reserve Bank of New York
3
Institut für Weltwirtschaft
3
Organisation for Economic Co-operation and Development
3
School of Finance and Business Economics <Perth, Western Australia>
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 Otago / Commerce Division
3
University of Southampton / Department of Economics
3
Australien / Bureau of Statistics
2
Boston College / Department of Economics
2
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Published in...
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International journal of forecasting
348
Journal of econometrics
344
Economics letters
302
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
272
Journal of forecasting
233
Econometric theory
190
Discussion paper / Tinbergen Institute
188
Applied economics
139
Econometric reviews
138
Economic modelling
123
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
122
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
111
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
108
Journal of applied econometrics
105
Working paper
99
Working paper / National Bureau of Economic Research, Inc.
90
Computational economics
83
Applied economics letters
82
Working paper / Department of Econometrics and Business Statistics, Monash University
82
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
80
CREATES research paper
79
Journal of economic dynamics & control
75
Energy economics
73
NBER Working Paper
66
Journal of macroeconomics
65
NBER working paper series
65
CESifo working papers
62
Journal of empirical finance
62
Oxford bulletin of economics and statistics
62
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
The review of economics and statistics
61
Tinbergen Institute Discussion Paper
60
Discussion paper / Centre for Economic Policy Research
58
Cowles Foundation discussion paper
57
Finance research letters
52
Série des documents de travail / Centre de Recherche en Économie et Statistique
51
European journal of operational research : EJOR
50
Technical Report
48
EUI working paper / ECO
47
The econometrics journal
47
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Source
All
ECONIS (ZBW)
14,323
EconStor
372
RePEc
3
ArchiDok
2
OLC EcoSci
2
USB Cologne (EcoSocSci)
2
Showing
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1
Modelling persistence and non-linearities in the US treasury 10-year
bond
yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Yaya, …
-
2022
This paper analyses persistence and non-linearities in quarterly and monthly US Treasury 10-year
bond
yields over the …
Persistent link: https://www.econbiz.de/10012813850
Saved in:
2
From
bond
yield to macroeconomic instability : a parsimonious affine model
Recchioni, Maria Cristina
;
Tedeschi, Gabriele
- In:
European journal of operational research : EJOR
262
(
2017
)
3
,
pp. 1116-1135
Persistent link: https://www.econbiz.de/10011802489
Saved in:
3
Time-varying pricing of risk in sovereign
bond
futures returns
Malinská, Barbora
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-19
Persistent link: https://www.econbiz.de/10013455827
Saved in:
4
Profit from mean-reverting yield curve trading strategies
Chua, Choong Tze
;
Koh, Winston T. H.
;
Ramaswamy, Krishna
- In:
The journal of fixed income
15
(
2006
)
4
,
pp. 20-33
Persistent link: https://www.econbiz.de/10003339377
Saved in:
5
Maturity induced bias in estimating spot rate diffusion models
Honoré, Peter
-
1997
Persistent link: https://www.econbiz.de/10000975531
Saved in:
6
Macroeconomic risk and treasury bill pricing : an application of the FACTOR-ARCH model
Sill, D. Keith
-
1993
Persistent link: https://www.econbiz.de/10000880334
Saved in:
7
Time variations and covariations in the expectation and volatility of stock market returns
Whitelaw, Robert F.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 515-541
Persistent link: https://www.econbiz.de/10001169032
Saved in:
8
Testing the rationality of survey data using the weighted double-bootstrapped method of moments
Jeong, Jinook
- In:
The review of economics and statistics
78
(
1996
)
2
,
pp. 296-302
Persistent link: https://www.econbiz.de/10001222835
Saved in:
9
Persistence in US Treasury bonds
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
- In:
Finance research letters
45
(
2022
),
pp. 1-3
Persistent link: https://www.econbiz.de/10014578142
Saved in:
10
Analyzing dependence structure of equity,
bond
and money markets by using time-varying copulas
Nguyen, Cuong
;
Nguyen, Tristan
- In:
International journal of economics and finance
6
(
2014
)
3
,
pp. 37-54
Persistent link: https://www.econbiz.de/10010339644
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