//--> //--> //--> //-->
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
An analytical model of risky y...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Theorie
625,127
Theory
610,224
Risk
44,767
Risiko
44,316
USA
44,187
United States
42,957
Schätzung
32,807
Estimation
31,999
Welt
27,917
World
27,274
Geldpolitik
24,530
Deutschland
23,913
Monetary policy
23,767
Germany
22,343
Portfolio-Management
21,009
Portfolio selection
20,789
Mathematische Optimierung
17,024
Mathematical programming
16,921
Prognoseverfahren
14,997
Zinsstruktur
14,728
Forecasting model
14,717
Yield curve
14,510
Wirtschaftswachstum
13,767
Economic growth
13,140
Spieltheorie
13,126
Börsenkurs
12,697
Time series analysis
12,686
Volatilität
12,556
Share price
12,477
Game theory
12,392
Volatility
12,299
Experiment
11,830
Kapitaleinkommen
11,070
Capital income
11,028
EU-Staaten
10,955
Risikomanagement
10,944
CAPM
10,832
Asymmetrische Information
10,762
Risk management
10,616
more ...
less ...
Online availability
All
Free
4,211
Undetermined
2,204
Type of publication
All
Book / Working Paper
6,659
Article
6,410
Type of publication (narrower categories)
All
Article in journal
5,884
Aufsatz in Zeitschrift
5,884
Working Paper
3,568
Graue Literatur
3,464
Non-commercial literature
3,464
Arbeitspapier
3,253
Hochschulschrift
551
Thesis
474
Aufsatz im Buch
465
Book section
465
Collection of articles of several authors
146
Sammelwerk
146
Lehrbuch
129
Collection of articles written by one author
113
Sammlung
113
Textbook
108
Bibliografie enthalten
94
Bibliography included
94
Aufsatzsammlung
69
Amtsdruckschrift
56
Government document
56
Konferenzschrift
55
Systematic review
52
Übersichtsarbeit
52
Forschungsbericht
41
Conference proceedings
32
Conference paper
30
Konferenzbeitrag
30
Mehrbändiges Werk
18
Multi-volume publication
18
Rezension
16
Festschrift
15
Bibliografie
12
Handbook
11
Handbuch
11
Einführung
10
Reprint
10
Article
7
Statistik
6
Mikroform
4
more ...
less ...
Language
All
English
12,467
German
415
French
76
Spanish
66
Italian
20
Portuguese
13
Polish
8
Dutch
5
Russian
4
Czech
2
Danish
2
Croatian
2
Slovenian
2
Undetermined
2
Valencian
1
Finnish
1
Japanese
1
Norwegian
1
Swedish
1
more ...
less ...
Author
All
Franses, Philip Hans
139
Koopman, Siem Jan
130
Phillips, Peter C. B.
125
Gil-Alaña, Luis A.
117
Caporale, Guglielmo Maria
104
Sibbertsen, Philipp
74
Härdle, Wolfgang
72
Koop, Gary
72
Lütkepohl, Helmut
72
Pesaran, M. Hashem
66
Teräsvirta, Timo
65
Swanson, Norman R.
60
Kunst, Robert M.
59
McAleer, Michael
58
Harvey, Andrew C.
56
Maravall Herrero, Agustín
56
Lucas, André
54
Hassler, Uwe
53
Feng, Yuanhua
50
Granger, C. W. J.
50
Hyndman, Rob J.
50
Engle, Robert F.
49
Marcellino, Massimiliano
49
Dijk, Herman K. van
47
Hallin, Marc
47
Lux, Thomas
47
Bauwens, Luc
45
Proietti, Tommaso
43
Kapetanios, George
42
Taylor, Robert
42
Beran, Jan
41
Ghysels, Eric
41
Perron, Pierre
41
Saikkonen, Pentti
41
Timmermann, Allan
41
Gao, Jiti
40
Hendry, David F.
40
Mills, Terence C.
39
Robinson, Peter M.
39
Stock, James H.
39
more ...
less ...
Institution
All
National Bureau of Economic Research
69
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
46
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
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
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
more ...
less ...
Published in...
All
Journal of econometrics
329
International journal of forecasting
321
Economics letters
277
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
240
Journal of forecasting
223
Econometric theory
190
Discussion paper / Tinbergen Institute
173
Econometric reviews
134
Economic modelling
116
Applied economics
110
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
99
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
Journal of applied econometrics
90
Working paper / Department of Econometrics and Business Statistics, Monash University
80
Computational economics
78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
77
Working paper
75
Applied economics letters
73
CREATES research paper
72
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
58
Journal of empirical finance
57
NBER working paper series
56
Working paper / National Bureau of Economic Research, Inc.
56
Cowles Foundation discussion paper
55
Oxford bulletin of economics and statistics
54
CESifo working papers
52
Tinbergen Institute Discussion Paper
51
SFB 649 discussion paper
49
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
The econometrics journal
48
European journal of operational research : EJOR
47
Finance research letters
47
Discussion papers of interdisciplinary research project 373
46
Technical Report
46
EUI working paper / ECO
45
Discussion paper / Center for Economic Research, Tilburg University
42
more ...
less ...
Source
All
ECONIS (ZBW)
12,739
EconStor
324
USB Cologne (EcoSocSci)
4
ArchiDok
1
RePEc
1
Showing
1
-
10
of
13,069
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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:
2
Three essays in applied empirical economics : the financing of governments, corporations and households
Ebner, André
-
2009
Persistent link: https://www.econbiz.de/10003959165
Saved in:
3
Do stationary
risk
premia explain it all? : Evidence from the term structure
Evans, Martin D. D.
- In:
Journal of monetary economics
33
(
1994
)
2
,
pp. 285-318
Persistent link: https://www.econbiz.de/10001160899
Saved in:
4
Fractionally integrated models with ARCH errors
Hauser, Michael A.
;
Kunst, Robert M.
-
1994
Persistent link: https://www.econbiz.de/10000882159
Saved in:
5
Business cycles and interest rate spread in the US, Europe and Japan : a stochastic approach
Fayolle, Jacky
;
Mathis, Alexandre
-
1994
Persistent link: https://www.econbiz.de/10000894343
Saved in:
6
Long-memory inflation uncertainty : evidence from the term structure of interest rates
Backus, David
;
Zin, Stanley E.
-
1993
Persistent link: https://www.econbiz.de/10000857487
Saved in:
7
Factor analysis of predictive curves, with applications to the term structure of interest rates
Bowden, Roger J.
;
Lim, Guay C.
;
Martin, Vance
-
1994
Persistent link: https://www.econbiz.de/10000881564
Saved in:
8
Interpreting spectral analyses in terms of time-domain models
Engle, Robert F.
-
1974
Persistent link: https://www.econbiz.de/10000646437
Saved in:
9
Unit-root tests and asymmetric adjustment with an example using the term strcuture of interest rates
Enders, Walter
;
Granger, C. W. J.
-
1996
Persistent link: https://www.econbiz.de/10000955311
Saved in:
10
Two factors along the yield curve
Gong, Frank Fangxiong
;
Remolona, Eli M.
-
1996
Persistent link: https://www.econbiz.de/10000962047
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...
//-->