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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
622,169
Theory
607,083
Börsenkurs
52,002
Share price
50,467
USA
47,950
United States
46,718
Schätzung
35,804
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34,943
Welt
27,396
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23,395
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22,460
Portfolio-Management
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Capital income
20,263
Portfolio selection
20,151
Risiko
18,717
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18,513
Volatilität
17,557
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17,223
Mathematische Optimierung
16,750
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16,645
Prognoseverfahren
16,178
Forecasting model
15,895
Aktienmarkt
15,781
Stock market
15,563
Wirtschaftswachstum
13,445
Time series analysis
13,440
Economic growth
12,834
Spieltheorie
12,702
Game theory
11,984
CAPM
11,509
Asymmetrische Information
11,503
Finanzmarkt
11,420
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Franses, Philip Hans
140
Koopman, Siem Jan
128
Gil-Alaña, Luis A.
126
Phillips, Peter C. B.
125
Caporale, Guglielmo Maria
111
Koop, Gary
74
Sibbertsen, Philipp
74
Lütkepohl, Helmut
72
Teräsvirta, Timo
71
Pesaran, M. Hashem
69
Härdle, Wolfgang
68
McAleer, Michael
63
Swanson, Norman R.
61
Kunst, Robert M.
59
Lux, Thomas
56
Harvey, Andrew C.
55
Maravall Herrero, Agustín
55
Hassler, Uwe
53
Feng, Yuanhua
52
Lucas, André
52
Granger, C. W. J.
51
Hyndman, Rob J.
50
Engle, Robert F.
49
Dijk, Herman K. van
48
Gao, Jiti
48
Marcellino, Massimiliano
48
Kapetanios, George
47
Bauwens, Luc
46
Hallin, Marc
46
Ghysels, Eric
45
Timmermann, Allan
45
Beran, Jan
44
Saikkonen, Pentti
44
Proietti, Tommaso
43
Taylor, Robert
43
Perron, Pierre
42
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Stock, James H.
39
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National Bureau of Economic Research
75
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
Ekonomiska forskningsinstitutet <Stockholm>
44
European University Institute / Department of Economics
31
Umeå universitet
11
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Econometrisch Instituut <Rotterdam>
8
Gottfried Wilhelm Leibniz Universität Hannover
7
Centre for Analytical Finance <Århus>
6
Umeå Universitet / Institutionen för Nationalekonomi
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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
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 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
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Journal of econometrics
356
International journal of forecasting
324
Economics letters
286
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
248
Journal of forecasting
229
Econometric theory
191
Discussion paper / Tinbergen Institute
176
Econometric reviews
134
Economic modelling
129
Applied economics
118
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
99
Journal of applied econometrics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
87
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
78
Working paper
78
Applied economics letters
76
Computational economics
76
CREATES research paper
75
Journal of economic dynamics & control
70
Journal of empirical finance
68
Energy economics
66
NBER Working Paper
66
NBER working paper series
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
EUI working paper / ECO
59
Working paper / National Bureau of Economic Research, Inc.
59
CESifo working papers
58
Cowles Foundation discussion paper
55
Oxford bulletin of economics and statistics
54
Finance research letters
52
Tinbergen Institute Discussion Paper
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
Econometrics : open access journal
48
European journal of operational research : EJOR
48
The econometrics journal
48
SFB 649 discussion paper
47
Technical Report
46
Discussion papers of interdisciplinary research project 373
45
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Source
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ECONIS (ZBW)
13,496
EconStor
333
USB Cologne (EcoSocSci)
3
ArchiDok
1
RePEc
1
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1
Financial market efficiency tests
Bollerslev, Tim
;
Hodrick, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000136709
Saved in:
2
Structural breaks, incomplete information and stock prices
Timmermann, Allan
-
1998
Persistent link: https://www.econbiz.de/10000168054
Saved in:
3
Inference for unit roots in dynamic panels in the presence of deterministic trends
Harris, Richard D. F.
;
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000966505
Saved in:
4
The use of error components models in business finance : a review article and an application
Karathanassis, George A.
;
Philippas, N.
- In:
Spudai / University of Piraeus : journal of economics …
43
(
1993
)
2
,
pp. 95-110
Persistent link: https://www.econbiz.de/10001165020
Saved in:
5
Equity prices, dividends and gilt yields in the UK : cointegration, error correction and "confidence"
Mills, Terence C.
- In:
Scottish journal of political economy : the journal of …
38
(
1991
)
3
,
pp. 242-255
Persistent link: https://www.econbiz.de/10001108277
Saved in:
6
Time variations and covariations in the expectation and volatility of stock market returns
Whitelaw, Robert F.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 515-541
Persistent link: https://www.econbiz.de/10001169032
Saved in:
7
Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 659-665
Persistent link: https://www.econbiz.de/10001240790
Saved in:
8
Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom
;
Lund, Jesper
-
1994
Persistent link: https://www.econbiz.de/10000894175
Saved in:
9
Asymmetric adjustment and smooth breaks in
dividend
yields : evidence from international stock markets
Chen, Shyh-Wei
;
Xie, Zixiong
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 339-354
Persistent link: https://www.econbiz.de/10011747311
Saved in:
10
Structural breaks, incomplete information, and stock prices
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 299-314
Persistent link: https://www.econbiz.de/10001603250
Saved in:
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