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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
625,586
Theory
610,684
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35,898
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35,271
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Spieltheorie
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Phillips, Peter C. B.
204
Koopman, Siem Jan
174
Franses, Philip Hans
158
Gil-Alaña, Luis A.
118
Gao, Jiti
113
Caporale, Guglielmo Maria
107
Lütkepohl, Helmut
107
Sibbertsen, Philipp
96
Koop, Gary
92
Teräsvirta, Timo
92
Pesaran, M. Hashem
88
Härdle, Wolfgang
76
Harvey, Andrew C.
73
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
Hallin, Marc
54
Dijk, Herman K. van
53
Robinson, Peter M.
53
Hendry, David F.
52
Linton, Oliver
52
Saikkonen, Pentti
52
Watson, Mark W.
52
Ghysels, Eric
51
Mills, Terence C.
49
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National Bureau of Economic Research
116
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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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
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European University Institute / Department of Law
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Gottfried Wilhelm Leibniz Universität Hannover
7
Umeå Universitet / Institutionen för Nationalekonomi
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Birkbeck College / Department of Economics
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Christian-Albrechts-Universität zu Kiel
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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University of Exeter / Department of Economics
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University of Strathclyde / Department of Economics
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Institut für Höhere Studien
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Organisation for Economic Co-operation and Development
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State University of New York at Albany / Department of Economics
4
University of Cambridge / Department of Applied Economics
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Universität Basel / Institut für Statistik und Ökonometrie
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Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
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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
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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
336
Econometric theory
294
Discussion paper / Tinbergen Institute
253
Journal of forecasting
253
Econometric reviews
204
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
Working paper
92
Cowles Foundation discussion paper
91
Econometrics : open access journal
90
The econometrics journal
84
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
78
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
60
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Finance research letters
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
European journal of operational research : EJOR
53
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ECONIS (ZBW)
16,941
EconStor
331
USB Cologne (EcoSocSci)
4
ArchiDok
1
RePEc
1
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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
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