//--> //--> //--> //-->
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
Risky asset pricing with insid...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Theorie
627,787
Theory
612,885
Risk
45,207
Risiko
44,754
USA
43,918
United States
42,668
Schätzung
32,927
Estimation
32,135
Welt
28,315
World
27,673
Deutschland
23,835
Geldpolitik
23,157
Monetary policy
22,426
Portfolio-Management
22,407
Germany
22,239
Portfolio selection
22,181
CAPM
19,057
Mathematische Optimierung
17,129
Mathematical programming
17,024
Prognoseverfahren
14,885
Börsenkurs
14,662
Forecasting model
14,613
Share price
14,429
Wirtschaftswachstum
13,741
Spieltheorie
13,198
Economic growth
13,111
Kapitaleinkommen
13,017
Capital income
12,974
Time series analysis
12,737
Volatilität
12,697
Game theory
12,460
Volatility
12,458
Experiment
11,984
Risikomanagement
11,142
Asymmetrische Information
11,082
Asymmetric information
10,803
Risk management
10,802
Finanzmarkt
10,789
Financial market
10,581
more ...
less ...
Online availability
All
Free
4,226
Undetermined
2,239
Type of publication
All
Book / Working Paper
6,663
Article
6,453
Type of publication (narrower categories)
All
Article in journal
5,918
Aufsatz in Zeitschrift
5,918
Working Paper
3,549
Graue Literatur
3,449
Non-commercial literature
3,449
Arbeitspapier
3,235
Hochschulschrift
551
Thesis
474
Aufsatz im Buch
468
Book section
468
Collection of articles of several authors
148
Sammelwerk
148
Lehrbuch
129
Collection of articles written by one author
114
Sammlung
114
Textbook
108
Bibliografie enthalten
95
Bibliography included
95
Aufsatzsammlung
70
Konferenzschrift
57
Amtsdruckschrift
56
Government document
56
Systematic review
53
Übersichtsarbeit
53
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
8
Statistik
6
Mikroform
4
more ...
less ...
Language
All
English
12,519
German
412
French
76
Spanish
65
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
128
Phillips, Peter C. B.
126
Gil-Alaña, Luis A.
113
Caporale, Guglielmo Maria
100
Lütkepohl, Helmut
73
Pesaran, M. Hashem
73
Härdle, Wolfgang
72
Sibbertsen, Philipp
72
Koop, Gary
71
Teräsvirta, Timo
65
Kunst, Robert M.
60
Swanson, Norman R.
60
McAleer, Michael
58
Harvey, Andrew C.
57
Maravall Herrero, Agustín
57
Lucas, André
54
Hassler, Uwe
52
Granger, C. W. J.
51
Feng, Yuanhua
50
Hyndman, Rob J.
50
Marcellino, Massimiliano
49
Dijk, Herman K. van
47
Engle, Robert F.
47
Hallin, Marc
47
Lux, Thomas
47
Bauwens, Luc
46
Kapetanios, George
45
Proietti, Tommaso
44
Perron, Pierre
42
Taylor, Robert
42
Timmermann, Allan
42
Beran, Jan
41
Ghysels, Eric
41
Saikkonen, Pentti
41
Gao, Jiti
40
Hendry, David F.
40
Mills, Terence C.
40
Robinson, Peter M.
39
Stock, James H.
39
more ...
less ...
Institution
All
National Bureau of Economic Research
70
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
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
343
International journal of forecasting
319
Economics letters
285
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
244
Journal of forecasting
223
Econometric theory
190
Discussion paper / Tinbergen Institute
172
Econometric reviews
133
Applied economics
114
Economic modelling
114
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
97
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
96
Journal of applied econometrics
89
Computational economics
83
Working paper / Department of Econometrics and Business Statistics, Monash University
81
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Working paper
75
CREATES research paper
74
Applied economics letters
72
Journal of economic dynamics & control
70
Energy economics
63
Working paper / National Bureau of Economic Research, Inc.
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER Working Paper
59
NBER working paper series
57
Journal of empirical finance
56
Cowles Foundation discussion paper
55
Oxford bulletin of economics and statistics
54
CESifo working papers
52
Tinbergen Institute Discussion Paper
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
Finance research letters
48
SFB 649 discussion paper
48
The econometrics journal
48
European journal of operational research : EJOR
47
EUI working paper / ECO
46
Technical Report
46
Discussion papers of interdisciplinary research project 373
45
Discussion paper / Center for Economic Research, Tilburg University
42
more ...
less ...
Source
All
ECONIS (ZBW)
12,788
EconStor
324
USB Cologne (EcoSocSci)
2
ArchiDok
1
RePEc
1
Showing
1
-
10
of
13,116
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Financial Pricing Models in Continuous Time and Kalman Filtering
Kellerhals, B. Philipp
-
2001
The modern field of financial economics asks for sound pricing models grounded on the
theory
of financial decision …
Persistent link: https://www.econbiz.de/10013521568
Saved in:
2
A pulse check on recent developments in time series econometrics
Chan, Felix
;
Oxley, Les
- In:
Journal of economic surveys
37
(
2023
)
1
,
pp. 3-6
Persistent link: https://www.econbiz.de/10014287721
Saved in:
3
Filtration enlargement-based time series forecast in view of insider trading
Bennett, Luke M.
;
Hu, Wei
- In:
Journal of economic surveys
37
(
2023
)
1
,
pp. 112-140
Persistent link: https://www.econbiz.de/10014287808
Saved in:
4
Time irreversibility and business cycle asymmetry
Ramsey, James B.
;
Rothman, Philip
-
1993
Persistent link: https://www.econbiz.de/10000873611
Saved in:
5
The decomposition of economic relationships by time scale using wavelets
Ramsey, James B.
;
Lampart, Camille
-
1997
-
Rev
Persistent link: https://www.econbiz.de/10000959091
Saved in:
6
ADPULS in continuous time
Lumer, Alfred
(
contributor
)
- In:
European journal of operational research : EJOR
34
(
1988
)
2
,
pp. 171-177
Persistent link: https://www.econbiz.de/10003462504
Saved in:
7
Decomposition of economic relationships by timescale using wavelets : money and income
Ramsey, James B.
;
Lampart, Camille
- In:
Macroeconomic dynamics
2
(
1998
)
1
,
pp. 49-71
Persistent link: https://www.econbiz.de/10001617050
Saved in:
8
Testing time reversibility without moment restrictions
Chen, Yi-ting
;
Chou, Ray Yeutien
;
Kuan, Chung-ming
- In:
Journal of econometrics
95
(
2000
)
1
,
pp. 199-218
Persistent link: https://www.econbiz.de/10001432563
Saved in:
9
Time irreversibility and business cycle asymmetry
Ramsey, James B.
- In:
Journal of money, credit and banking : JMCB
28
(
1996
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10001199220
Saved in:
10
Using monthly data to improve quarterly model forecasts
Miller, Preston J.
- In:
Federal Reserve Bank of Minneapolis quarterly review
20
(
1996
)
2
,
pp. 16-28
Persistent link: https://www.econbiz.de/10001203142
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...
//-->