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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
629,571
Theory
614,669
USA
330,602
United States
292,007
Schätzung
131,352
Estimation
125,220
Deutschland
47,690
Welt
46,059
World
44,692
Portfolio-Management
44,382
Portfolio selection
44,037
Germany
42,650
Kapitaleinkommen
39,550
Capital income
39,450
Geldpolitik
33,180
Monetary policy
32,003
Börsenkurs
31,414
Share price
30,988
EU-Staaten
24,768
Wirtschaftswachstum
24,689
Risiko
24,563
Risk
24,283
EU countries
23,749
Economic growth
23,599
Volatilität
23,257
Volatility
22,792
Prognoseverfahren
22,047
Forecasting model
21,620
Großbritannien
21,144
Wirkungsanalyse
18,861
United Kingdom
18,556
Impact assessment
18,352
Mathematische Optimierung
17,884
Time series analysis
17,838
Mathematical programming
17,779
Konjunktur
16,833
Business cycle
16,217
Aktienmarkt
16,190
Produktivität
16,037
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Free
6,085
Undetermined
3,434
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Article
9,516
Book / Working Paper
8,833
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2
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Article in journal
8,859
Aufsatz in Zeitschrift
8,859
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4,873
Graue Literatur
4,690
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4,690
Arbeitspapier
4,456
Hochschulschrift
646
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571
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571
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545
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153
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Aufsatzsammlung
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Konferenzschrift
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Amtsdruckschrift
60
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60
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Übersichtsarbeit
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44
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34
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19
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19
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Bibliografie
13
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12
Handbuch
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English
17,662
German
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9
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5
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Gil-Alaña, Luis A.
271
Caporale, Guglielmo Maria
232
Franses, Philip Hans
163
Koopman, Siem Jan
162
Phillips, Peter C. B.
137
Gupta, Rangan
87
Koop, Gary
86
McAleer, Michael
86
Teräsvirta, Timo
86
Sibbertsen, Philipp
84
Pesaran, M. Hashem
83
Lütkepohl, Helmut
82
Härdle, Wolfgang
76
Kunst, Robert M.
72
Lucas, André
69
Kapetanios, George
68
Swanson, Norman R.
68
Gao, Jiti
65
Harvey, Andrew C.
65
Stock, James H.
62
Hassler, Uwe
60
Dijk, Herman K. van
59
Lux, Thomas
59
Marcellino, Massimiliano
59
Maravall Herrero, Agustín
58
Watson, Mark W.
58
Engle, Robert F.
55
Granger, C. W. J.
54
Hyndman, Rob J.
54
Feng, Yuanhua
53
Taylor, Robert
52
Timmermann, Allan
52
Bauwens, Luc
48
Ghysels, Eric
48
Hallin, Marc
48
Beran, Jan
45
Dijk, Dick van
45
Perron, Pierre
45
Proietti, Tommaso
45
Ravazzolo, Francesco
45
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National Bureau of Economic Research
93
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
51
Ekonomiska forskningsinstitutet <Stockholm>
47
European University Institute / Department of Economics
32
Umeå universitet
12
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
8
Escola de Pós-Graduação em Economia <Rio de Janeiro>
7
Gottfried Wilhelm Leibniz Universität Hannover
7
Umeå Universitet / Institutionen för Nationalekonomi
7
University of Strathclyde / Department of Economics
7
Centre for Quantitative Economics & Computing
6
Christian-Albrechts-Universität zu Kiel
6
European University Institute / Department of Law
6
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
6
London School of Economics and Political Science
5
University of Cambridge / Department of Applied Economics
5
University of Exeter / Department of Economics
5
Institut für Höhere Studien
4
Institut für Weltwirtschaft
4
Norges Bank / Utredningsavdelingen
4
Organisation for Economic Co-operation and Development
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
Australien / Bureau of Statistics
3
Birkbeck College / Department of Economics
3
Center for Economic Research <Tilburg>
3
Centre for Growth and Business Cycle Research <Manchester>
3
Federal Reserve Bank of New York
3
Institut für Wirtschaftswissenschaften <Wien>
3
Københavns Universitet / Økonomisk Institut
3
Loughborough University / Department of Economics
3
School of Finance and Business Economics <Perth, Western Australia>
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
State University of New York at Albany / Department of Economics
3
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Journal of econometrics
422
International journal of forecasting
376
Economics letters
336
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
316
Journal of forecasting
254
Discussion paper / Tinbergen Institute
218
Applied economics
209
Econometric theory
198
Economic modelling
188
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
169
Econometric reviews
155
Applied economics letters
143
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
136
Working paper
130
Journal of applied econometrics
113
Energy economics
111
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
109
Working paper / Department of Econometrics and Business Statistics, Monash University
105
CESifo working papers
104
Computational economics
99
CREATES research paper
96
Working paper / National Bureau of Economic Research, Inc.
95
Journal of economic dynamics & control
90
Journal of empirical finance
86
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
81
NBER Working Paper
79
NBER working paper series
78
Journal of macroeconomics
77
Finance research letters
76
Oxford bulletin of economics and statistics
67
Discussion paper / Centre for Economic Policy Research
66
International review of economics & finance : IREF
63
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
62
Tinbergen Institute Discussion Paper
62
The review of economics and statistics
61
Cowles Foundation discussion paper
60
Econometrics : open access journal
58
The North American journal of economics and finance : a journal of financial economics studies
58
Applied financial economics
57
Macroeconomic dynamics
55
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Source
All
ECONIS (ZBW)
17,900
EconStor
430
USB Cologne (EcoSocSci)
12
RePEc
3
USB Cologne (business full texts)
2
ArchiDok
2
OLC EcoSci
2
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date (oldest first)
1
Estimating the density tail
index
for financial time series
Kearns, Phillip
- In:
The review of economics and statistics
79
(
1997
)
2
,
pp. 171-175
Persistent link: https://www.econbiz.de/10001222499
Saved in:
2
Can linear predictability models time bull and bear real estate markets? : out-of-sample evidence from REIT portfolios
Bianchi, Daniele
;
Guidolin, Massimo
- In:
The journal of real estate finance and economics
49
(
2014
)
1
,
pp. 116-164
Persistent link: https://www.econbiz.de/10010422318
Saved in:
3
Serial persistence in equity REIT returns
Graff, Richard A.
;
Young, Michael S.
- In:
The journal of real estate research
14
(
1997
)
3
,
pp. 183-214
Persistent link: https://www.econbiz.de/10001422091
Saved in:
4
An Application of a Linear Gaussian State Space Model and the Kalman Filter In Estimating Expectations of the Natural Logarithmic Monthly Market Returns of the US 1838 Bond Debentu...
Guirguis, Michel
-
2018
In this article, we have tested a linear Gaussian state space model and the kalman filter in testing ARMA(2,3) models of the natural logarithmic monthly market returns of the US 1838 bond debenture closed-end fund. The aim is to estimate expectations that arises from the interaction of...
Persistent link: https://www.econbiz.de/10012910715
Saved in:
5
Time-varying factor models for equity portfolio construction
Ebner, Markus
;
Neumann, Thorsten
- In:
The European journal of finance
14
(
2008
)
5/6
,
pp. 381-395
Persistent link: https://www.econbiz.de/10003771720
Saved in:
6
Time-varying factor models for equity portfolio management
Ebner, Markus
-
2007
Persistent link: https://www.econbiz.de/10003666905
Saved in:
7
Cross-sectional and time-series momentum in the US sovereign bond market
Martellini, Lionel
;
Rebonato, Riccardo
;
Maeso, Jean-Michel
- In:
The journal of fixed income : JFI
31
(
2022
)
3
,
pp. 20-40
Persistent link: https://www.econbiz.de/10012802444
Saved in:
8
Diffusion indexes
Stock, James H.
;
Watson, Mark W.
-
1998
Persistent link: https://www.econbiz.de/10000674170
Saved in:
9
A new approach to the evaluation and selection of leading indicators
Gottschling, Andrea
;
Trimbur, Thomas
- In:
European Monetary Union, emerging markets and …
,
(pp. 155-165)
.
2000
Persistent link: https://www.econbiz.de/10001549908
Saved in:
10
A new approach to the evaluation and selection of leading indicators
Gottschling, Andreas
;
Trimbur, Thomas
-
1998
Persistent link: https://www.econbiz.de/10000991778
Saved in:
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