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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
165
Theory
165
Time series analysis
81
Volatility
79
Volatilität
77
Portfolio-Management
76
Portfolio selection
75
USA
70
Estimation
69
Schätzung
69
United States
69
ARCH model
64
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64
Estimation theory
56
Kapitaleinkommen
56
Schätztheorie
56
Capital income
55
Börsenkurs
53
Share price
53
Forecasting model
40
Prognoseverfahren
40
Kapitalanlage
35
Risiko
35
Risk
35
CAPM
34
Risikomanagement
34
Risk management
32
Correlation
31
Welt
31
World
31
Korrelation
30
Systemic risk
27
Hedging
26
Option pricing theory
26
Optionspreistheorie
26
Systemrisiko
25
Financial investment
24
Aktienmarkt
23
Bankrisiko
23
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Free
21
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2
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Book / Working Paper
52
Article
29
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Article in journal
24
Aufsatz in Zeitschrift
24
Arbeitspapier
11
Working Paper
11
Graue Literatur
7
Non-commercial literature
7
Aufsatzsammlung
4
Aufsatz im Buch
3
Book section
3
Collection of articles of several authors
3
Sammelwerk
3
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2
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1
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Language
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English
80
German
1
Author
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Engle, Robert F.
78
Russell, Jeffrey R.
9
Bollerslev, Tim
6
Issler, João Victor
6
Granger, C. W. J.
5
Hylleberg, Svend
4
Nelson, Daniel B.
4
Ng, Victor K.
4
Coulson, N. Edward
3
Kane, Alex
3
Kozicki, Sharon
3
Noh, Jaesun
3
Vahid, Farshid
3
Brown, Scott J.
2
Conrad, Christian
2
Ding, Zhuanxin
2
Hong, Che-Hsiung
2
Itō, Takatoshi
2
Lee, Gary G. J.
2
Susmel, Raul
2
Watson, Mark W.
2
Bewley, Ronald A.
1
Brown, Scott James
1
Cipollini, Fabrizio
1
Colacito, Riccardo
1
Ding, Yi
1
Engle, Roger F.
1
Gallo, Giampiero M.
1
Ghysels, Eric
1
González-Rivera, Gloria
1
Hassler, Uwe
1
Hong, Che-hsiung T.
1
Issler, Joao Victor
1
Jun, Duk Bin
1
Kim, Tae-hwan
1
Kim, Yongjin
1
Lee, Hahn-shik
1
Li, Yingying
1
Lin, Wen-ling
1
Lin, Wen-ling Tsai
1
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National Bureau of Economic Research
8
Computer Research Centre for Economics and Management Science, National Bureau of Economic Research, inc.
1
University of Chicago / Graduate School of Business / Department of Economics
1
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Discussion paper / Department of Economics, University of California San Diego
16
NBER working paper series
7
Working paper / National Bureau of Economic Research, Inc.
7
NBER Working Paper
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Advanced texts in econometrics
3
Journal of econometrics
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Advances in futures and options research : a research annual
1
Applied economics letters
1
Discussion paper series
1
Discussion paper series / Harvard Institute of Economic Research
1
Essays in nonlinear time series econometrics
1
HKUST Business School Research Paper
1
Handbook of econometrics : volume 4
1
Handbook of econometrics ; Vol. 4
1
Journal of applied econometrics
1
Journal of economic literature
1
Journal of empirical finance
1
Journal of international money and finance
1
Journal of monetary economics
1
Journal of money, credit and banking : JMCB
1
KAIST Business School Working Paper Series
1
Model reliability
1
NBER technical working paper series
1
NYU Stern School of Business
1
Oxford bulletin of economics and statistics
1
Revista brasileira de economia : RBE ; revista da Escola de Pós-Graduação em Economia da Fundação Getúlio Vargas
1
The econometrics of economic policy
1
The journal of finance : the journal of the American Finance Association
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1
Working paper / Department of Economics, University of Aarhus
1
Working paper series / Czech National Bank
1
Working paper series economics and econometrics
1
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1
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ECONIS (ZBW)
81
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1
Behaviour of cointegration tests in the presence of structural breaks in variance
Noh, Jaesun
;
Kim, Tae-hwan
- In:
Applied economics letters
10
(
2003
)
15
,
pp. 999-1002
Persistent link: https://www.econbiz.de/10001876763
Saved in:
2
Testing for unit roots in seasonal time series : some theoretical extensions and a Monte Carlo investigation
Ghysels, Eric
- In:
Journal of econometrics
62
(
1994
)
2
,
pp. 415-442
Persistent link: https://www.econbiz.de/10001162289
Saved in:
3
Valuation of variance forecasts with simulated option markets
Engle, Robert F.
;
Hong, Che-hsiung T.
;
Kane, Alex
-
1990
Persistent link: https://www.econbiz.de/10000790825
Saved in:
4
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
5
Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
(
2003
)
12
,
pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
Saved in:
6
Modeling commodity prices with dynamic conditional beta
Engle, Robert F.
- In:
Essays in nonlinear time series econometrics
,
(pp. 269-287)
.
2014
Persistent link: https://www.econbiz.de/10010385842
Saved in:
7
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
8
Reminiscing on the 1984 NSF-NBER time series meeting at UC Davis
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
8
(
2010
)
2
,
pp. 158-159
Persistent link: https://www.econbiz.de/10008652248
Saved in:
9
Dynamic conditional beta
Engle, Robert F.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
4
,
pp. 643-667
Persistent link: https://www.econbiz.de/10011623818
Saved in:
10
Estimating sectoral cycles using cointegration and common features
Engle, Robert F.
;
Issler, João Victor
-
1993
Persistent link: https://www.econbiz.de/10000885426
Saved in:
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