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~subject:"Zeitreihenanalyse"
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Who manages risk? : An empiric...
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Zeitreihenanalyse
Theorie
628,990
Theory
614,088
USA
330,361
United States
291,770
Kanada
49,185
Schätzung
42,973
Estimation
41,526
Deutschland
38,389
Managers
36,831
Canada
36,403
Führungskräfte
36,302
Welt
35,638
Risikomanagement
35,439
World
34,802
Risk management
34,364
Germany
34,334
Geldpolitik
30,261
Monetary policy
29,083
Risiko
24,230
Risk
24,051
Portfolio-Management
23,297
Portfolio selection
23,034
Großbritannien
20,354
EU-Staaten
19,586
EU countries
18,885
Wirtschaftswachstum
18,424
Börsenkurs
18,185
Share price
17,866
United Kingdom
17,696
Mathematische Optimierung
17,555
Economic growth
17,515
Mathematical programming
17,451
Prognoseverfahren
17,051
Forecasting model
16,712
Innovation
14,742
Time series analysis
14,495
Volatilität
14,469
Volatility
14,124
Wirkungsanalyse
14,076
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Free
4,704
Undetermined
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7,417
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1
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Article in journal
6,909
Aufsatz in Zeitschrift
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4,062
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3,936
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Amtsdruckschrift
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Gil-Alaña, Luis A.
172
Franses, Philip Hans
152
Caporale, Guglielmo Maria
151
Koopman, Siem Jan
147
Phillips, Peter C. B.
130
Sibbertsen, Philipp
75
Koop, Gary
74
Lütkepohl, Helmut
74
Härdle, Wolfgang
71
Pesaran, M. Hashem
71
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
Gupta, Rangan
57
Maravall Herrero, Agustín
57
Marcellino, Massimiliano
56
Granger, C. W. J.
55
Hassler, Uwe
55
Kapetanios, George
52
Watson, Mark W.
51
Engle, Robert F.
50
Feng, Yuanhua
50
Hyndman, Rob J.
50
Lux, Thomas
48
Hallin, Marc
47
Bauwens, Luc
46
Timmermann, Allan
46
Proietti, Tommaso
45
Perron, Pierre
44
Gao, Jiti
43
Ghysels, Eric
43
Saikkonen, Pentti
43
Dijk, Dick van
42
Ravazzolo, Francesco
42
Taylor, Robert
42
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National Bureau of Economic Research
80
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
47
Ekonomiska forskningsinstitutet <Stockholm>
44
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
University of Toronto / Department of Economics
3
Australien / Bureau of Statistics
2
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International journal of forecasting
350
Journal of econometrics
344
Economics letters
304
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
274
Journal of forecasting
234
Econometric theory
190
Discussion paper / Tinbergen Institute
189
Applied economics
147
Econometric reviews
138
Economic modelling
125
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
125
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.
89
Applied economics letters
84
Computational economics
84
Working paper / Department of Econometrics and Business Statistics, Monash University
82
CREATES research paper
80
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
76
Energy economics
71
NBER Working Paper
68
Journal of macroeconomics
66
NBER working paper series
66
CESifo working papers
65
Oxford bulletin of economics and statistics
62
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
Journal of empirical finance
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
54
European journal of operational research : EJOR
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
51
Technical Report
48
The econometrics journal
48
Discussion papers of interdisciplinary research project 373
47
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Source
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ECONIS (ZBW)
14,548
EconStor
374
USB Cologne (EcoSocSci)
7
RePEc
3
ArchiDok
2
OLC EcoSci
2
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1
Fractional integration: an overview and results on mining sector time series
Mainardi, Stefano
- In:
Politická ekonomie : teorie, modelování, aplikace
49
(
2001
)
3
,
pp. 397-414
Persistent link: https://www.econbiz.de/10001604824
Saved in:
2
Could nonlinear dynamics contribute to intra-day risk management?
Darbellay, Georges A.
- In:
The European journal of finance
3
(
1997
)
4
,
pp. 311-324
Persistent link: https://www.econbiz.de/10001236101
Saved in:
3
Money, income and causality : an open economy reexamination
Hachemi, Aliouche el-
-
1992
Persistent link: https://www.econbiz.de/10000864884
Saved in:
4
Gaussian estimation of a two-factor continuous time model of the short-term interest rate
Bergstrom, A. R.
;
Nowman, K. B.
- In:
Economic notes : economic review of Banca Monte dei …
28
(
1999
)
1
,
pp. 25-41
Persistent link: https://www.econbiz.de/10001371828
Saved in:
5
The role of international factors in the business cycle : a multi-country study
Norrbin, Stefan C.
- In:
Journal of international economics
40
(
1996
)
1
,
pp. 85-104
Persistent link: https://www.econbiz.de/10001208644
Saved in:
6
Monetary models of the Canadian- US exchange rate : a reexamination of empirical evidence, 1971 - 1986
Florentis, G.
- In:
Quarterly journal of business and economics : QJBE
33
(
1994
)
4
,
pp. 27-42
Persistent link: https://www.econbiz.de/10001175506
Saved in:
7
A multivariate GARCH model of international transmissions of stock returns and volatility : the case of the United States and
Canada
Karolyi, G. Andrew
- In:
Journal of business & economic statistics : JBES ; a …
13
(
1995
)
1
,
pp. 11-25
Persistent link: https://www.econbiz.de/10001177129
Saved in:
8
Identifying linear restrictions on the monetary exchange rate model and the uncovered interest parity : cointegration evidence from the Canadian-US dollar
Kouretas, Georgios P.
- In:
The Canadian journal of economics
30
(
1997
)
4
,
pp. 875-890
Persistent link: https://www.econbiz.de/10001234306
Saved in:
9
Bayesian analysis of stochastic volatility models with flexible tails
Steel, Mark F. J.
- In:
Econometric reviews
17
(
1998
)
2
,
pp. 109-143
Persistent link: https://www.econbiz.de/10001240681
Saved in:
10
Testing for foreign exchange market efficiency : a trivariate vector autoregressive approach
Shen, Chung-hua
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 711-719
Persistent link: https://www.econbiz.de/10001240747
Saved in:
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