Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Zeitreihenanalyse"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Tests of international CAPM wi...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Theorie
622,818
Theory
607,876
USA
41,923
United States
40,833
Schätztheorie
35,747
Estimation theory
35,122
Schätzung
34,949
Estimation
34,234
Welt
25,243
World
24,628
Deutschland
22,740
Geldpolitik
22,515
Monetary policy
21,786
Germany
21,345
Portfolio-Management
20,837
Portfolio selection
20,626
CAPM
18,927
Risiko
18,623
Risk
18,434
Mathematische Optimierung
17,127
Mathematical programming
17,020
Time series analysis
16,809
Prognoseverfahren
15,576
Forecasting model
15,303
Börsenkurs
13,427
Wirtschaftswachstum
13,400
Share price
13,219
Economic growth
12,798
Spieltheorie
12,714
Volatilität
12,069
Game theory
11,995
Volatility
11,811
Kapitaleinkommen
11,809
Capital income
11,769
Experiment
11,392
Asymmetrische Information
10,622
Stochastischer Prozess
10,622
Stochastic process
10,346
Asymmetric information
10,338
more ...
less ...
Online availability
All
Free
6,006
Undetermined
3,087
Type of publication
All
Book / Working Paper
9,008
Article
8,195
Type of publication (narrower categories)
All
Article in journal
7,532
Aufsatz in Zeitschrift
7,532
Working Paper
4,519
Graue Literatur
4,295
Non-commercial literature
4,295
Arbeitspapier
4,197
Hochschulschrift
582
Aufsatz im Buch
561
Book section
561
Thesis
487
Collection of articles of several authors
162
Sammelwerk
162
Lehrbuch
133
Collection of articles written by one author
119
Sammlung
119
Textbook
112
Bibliografie enthalten
100
Bibliography included
100
Aufsatzsammlung
80
Konferenzschrift
65
Amtsdruckschrift
57
Government document
57
Systematic review
54
Übersichtsarbeit
54
Forschungsbericht
45
Conference paper
39
Konferenzbeitrag
39
Conference proceedings
35
Rezension
32
Mehrbändiges Werk
20
Multi-volume publication
20
Festschrift
16
Bibliografie
13
Einführung
11
Handbook
11
Handbuch
11
Reprint
10
Article
7
Statistik
6
Mikroform
4
more ...
less ...
Language
All
English
16,587
German
424
French
79
Spanish
70
Italian
20
Portuguese
13
Polish
8
Dutch
5
Russian
4
Undetermined
3
Czech
2
Danish
2
Croatian
2
Slovenian
2
Valencian
1
Finnish
1
Japanese
1
Norwegian
1
Swedish
1
more ...
less ...
Author
All
Phillips, Peter C. B.
204
Koopman, Siem Jan
173
Franses, Philip Hans
158
Gil-Alaña, Luis A.
117
Gao, Jiti
113
Caporale, Guglielmo Maria
107
Lütkepohl, Helmut
106
Sibbertsen, Philipp
96
Koop, Gary
92
Teräsvirta, Timo
92
Pesaran, M. Hashem
88
Härdle, Wolfgang
76
Harvey, Andrew C.
72
McAleer, Michael
72
Swanson, Norman R.
72
Johansen, Søren
70
Lucas, André
70
Kapetanios, George
69
Hyndman, Rob J.
67
Taylor, Robert
67
Hassler, Uwe
65
Engle, Robert F.
62
Perron, Pierre
61
Proietti, Tommaso
61
Granger, C. W. J.
60
Kunst, Robert M.
60
Maravall Herrero, Agustín
58
Marcellino, Massimiliano
56
Stock, James H.
55
Bauwens, Luc
54
Feng, Yuanhua
54
Dijk, Herman K. van
53
Hallin, Marc
53
Robinson, Peter M.
53
Hendry, David F.
52
Linton, Oliver
52
Saikkonen, Pentti
52
Watson, Mark W.
52
Ghysels, Eric
50
Mills, Terence C.
49
more ...
less ...
Institution
All
National Bureau of Economic Research
116
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
59
Ekonomiska forskningsinstitutet <Stockholm>
50
European University Institute / Department of Economics
33
Umeå universitet
14
Centre for Quantitative Economics & Computing
12
Econometrisch Instituut <Rotterdam>
10
Escola de Pós-Graduação em Economia <Rio de Janeiro>
9
London School of Economics and Political Science
8
Centre for Analytical Finance <Århus>
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
European University Institute / Department of Law
7
Gottfried Wilhelm Leibniz Universität Hannover
7
Umeå Universitet / Institutionen för Nationalekonomi
7
Birkbeck College / Department of Economics
5
Christian-Albrechts-Universität zu Kiel
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Exeter / Department of Economics
5
University of Strathclyde / Department of Economics
5
Institut für Höhere Studien
4
Organisation for Economic Co-operation and Development
4
State University of New York at Albany / Department of Economics
4
University of Cambridge / Department of Applied 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
Center for Economic Research <Tilburg>
3
Federal Reserve System / Board of Governors
3
Institut für Weltwirtschaft
3
Instituto Valenciano de Investigaciones Económicas
3
Københavns Universitet / Økonomisk Institut
3
Loughborough University / Department of Economics
3
Norges Bank / Utredningsavdelingen
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 New England / Department of Econometrics
3
University of Otago / Commerce Division
3
more ...
less ...
Published in...
All
Journal of econometrics
587
International journal of forecasting
376
Economics letters
351
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
328
Econometric theory
293
Journal of forecasting
253
Discussion paper / Tinbergen Institute
251
Econometric reviews
203
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
145
Economic modelling
143
Working paper / Department of Econometrics and Business Statistics, Monash University
142
Applied economics
133
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
133
CREATES research paper
120
Applied economics letters
119
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
115
Computational economics
110
NBER Working Paper
97
Journal of applied econometrics
96
Cowles Foundation discussion paper
91
Working paper
91
Econometrics : open access journal
90
The econometrics journal
82
NBER working paper series
81
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
80
Journal of economic dynamics & control
74
Working paper / National Bureau of Economic Research, Inc.
74
Journal of empirical finance
72
Journal of time series econometrics
68
Oxford bulletin of economics and statistics
65
SFB 649 discussion paper
65
Energy economics
64
Journal of the American Statistical Association : JASA
64
CESifo working papers
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Discussion papers of interdisciplinary research project 373
59
EUI working paper / ECO
57
Série des documents de travail / Centre de Recherche en Économie et Statistique
55
Finance research letters
54
European journal of operational research : EJOR
52
more ...
less ...
Source
All
ECONIS (ZBW)
16,866
EconStor
331
USB Cologne (EcoSocSci)
4
ArchiDok
1
RePEc
1
Showing
1
-
10
of
17,203
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Schätzung von variierenden Beta-Koeffizienten mit dem Kalman-Filter
Boos, Anna Carri
-
1988
Persistent link: https://www.econbiz.de/10000746710
Saved in:
2
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:
3
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
4
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
5
Efficient estimation of linear asset-pricing models with moving average errors
Hansen, Lars Peter
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
1
,
pp. 53-68
Persistent link: https://www.econbiz.de/10001203180
Saved in:
6
Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 371-396
Persistent link: https://www.econbiz.de/10001101891
Saved in:
7
Conditional heteroskedasticity in asset returns : a new approach
Nelson, Daniel B.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 347-370
Persistent link: https://www.econbiz.de/10001101893
Saved in:
8
Tests of the
CAPM
with time-varying covariances : a multivariate GARCH approach
Ng, Lilian K.
- In:
The journal of finance : the journal of the American …
46
(
1991
)
4
,
pp. 1507-1521
Persistent link: https://www.econbiz.de/10001112556
Saved in:
9
Joint cross-section time-series maximum likelihood estimation for the parameters of the Cox-Ingersoll-Ross bond pricing model
Daves, Phillip R.
- In:
The financial review : the official publication of the …
28
(
1993
)
2
,
pp. 203-237
Persistent link: https://www.econbiz.de/10001146307
Saved in:
10
Preise und Handelsvolumina auf Finanzmärkten : eine empirische Überprüfung d. Mischungsverteilungshypothese
Liesenfeld, Roman
-
1998
Persistent link: https://www.econbiz.de/10000982152
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
