//--> //--> //--> //-->
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
An extension of the maximum sc...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Theorie
622,818
Theory
607,918
USA
40,920
United States
39,848
Schätzung
29,374
Estimation
28,651
Welt
24,696
World
24,078
Geldpolitik
23,197
Monetary policy
22,462
Deutschland
22,410
Germany
21,029
Portfolio-Management
18,688
Portfolio selection
18,487
Risiko
17,328
Risk
17,120
Mathematische Optimierung
16,808
Mathematical programming
16,703
Prognoseverfahren
13,744
Forecasting model
13,480
Wirtschaftswachstum
13,213
Spieltheorie
12,806
Economic growth
12,617
Time series analysis
12,436
Game theory
12,080
Experiment
11,276
Börsenkurs
11,005
Share price
10,804
Asymmetrische Information
10,625
Schätztheorie
10,514
Wettbewerb
10,354
Asymmetric information
10,337
Wohlfahrtsanalyse
10,177
Estimation theory
10,128
Volatilität
10,125
Welfare analysis
10,004
Competition
9,988
Volatility
9,873
Stochastischer Prozess
9,663
more ...
less ...
Online availability
All
Free
4,122
Undetermined
2,106
Type of publication
All
Book / Working Paper
6,566
Article
6,246
Type of publication (narrower categories)
All
Article in journal
5,727
Aufsatz in Zeitschrift
5,727
Working Paper
3,523
Graue Literatur
3,429
Non-commercial literature
3,429
Arbeitspapier
3,212
Hochschulschrift
545
Thesis
469
Aufsatz im Buch
459
Book section
459
Collection of articles of several authors
144
Sammelwerk
144
Lehrbuch
127
Collection of articles written by one author
110
Sammlung
110
Textbook
108
Bibliografie enthalten
94
Bibliography included
94
Aufsatzsammlung
70
Amtsdruckschrift
56
Government document
56
Konferenzschrift
55
Systematic review
52
Übersichtsarbeit
52
Forschungsbericht
41
Conference proceedings
32
Conference paper
29
Konferenzbeitrag
29
Mehrbändiges Werk
19
Multi-volume publication
19
Rezension
16
Festschrift
15
Bibliografie
12
Handbook
11
Handbuch
11
Reprint
11
Einführung
10
Article
7
Statistik
6
Mikroform
4
more ...
less ...
Language
All
English
12,224
German
402
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
Koopman, Siem Jan
144
Franses, Philip Hans
139
Phillips, Peter C. B.
125
Gil-Alaña, Luis A.
110
Caporale, Guglielmo Maria
95
Lütkepohl, Helmut
72
Koop, Gary
71
Sibbertsen, Philipp
70
Härdle, Wolfgang
69
Pesaran, M. Hashem
65
Teräsvirta, Timo
65
Swanson, Norman R.
60
Kunst, Robert M.
59
McAleer, Michael
58
Maravall Herrero, Agustín
56
Harvey, Andrew C.
55
Lucas, André
54
Hassler, Uwe
52
Feng, Yuanhua
50
Granger, C. W. J.
50
Hyndman, Rob J.
50
Taylor, Robert
48
Dijk, Herman K. van
47
Lux, Thomas
47
Marcellino, Massimiliano
47
Engle, Robert F.
46
Hallin, Marc
46
Bauwens, Luc
45
Proietti, Tommaso
44
Saikkonen, Pentti
43
Johansen, Søren
42
Kapetanios, George
42
Beran, Jan
41
Gao, Jiti
41
Ghysels, Eric
41
Perron, Pierre
41
Timmermann, Allan
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
more ...
less ...
Institution
All
National Bureau of Economic Research
66
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
Umeå Universitet / Institutionen för Nationalekonomi
7
Centre for Analytical Finance <Århus>
6
Gottfried Wilhelm Leibniz Universität Hannover
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 Cambridge / Department of Applied Economics
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 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
344
International journal of forecasting
318
Economics letters
275
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
240
Journal of forecasting
223
Econometric theory
191
Discussion paper / Tinbergen Institute
179
Econometric reviews
136
Economic modelling
112
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Applied economics
102
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
91
Working paper / Department of Econometrics and Business Statistics, Monash University
81
Computational economics
78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
CREATES research paper
74
Working paper
74
Applied economics letters
69
Journal of economic dynamics & control
67
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER Working Paper
58
Working paper / National Bureau of Economic Research, Inc.
57
Cowles Foundation discussion paper
56
Energy economics
54
Oxford bulletin of economics and statistics
54
NBER working paper series
53
Tinbergen Institute Discussion Paper
53
Journal of empirical finance
52
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
CESifo working papers
49
European journal of operational research : EJOR
47
The econometrics journal
47
SFB 649 discussion paper
46
Technical Report
46
Discussion papers of interdisciplinary research project 373
45
EUI working paper / ECO
45
Econometrics : open access journal
43
Discussion paper / Center for Economic Research, Tilburg University
42
more ...
less ...
Source
All
ECONIS (ZBW)
12,489
EconStor
320
ArchiDok
1
RePEc
1
USB Cologne (EcoSocSci)
1
Showing
1
-
10
of
12,812
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Cattle cycles
Rosen, Sherwin
-
1993
Persistent link: https://www.econbiz.de/10000870316
Saved in:
2
Cattle cycles
Rosen, Sherwin
- In:
Journal of political economy
102
(
1994
)
3
,
pp. 468-492
Persistent link: https://www.econbiz.de/10001169899
Saved in:
3
Cattle Cycles
Rosen, Sherwin
-
1993
U.S. beef cattle stocks are among the most periodic time-series in economics. A
theory
of cattle cycles is constructed …
Persistent link: https://www.econbiz.de/10012474548
Saved in:
4
Cattle Cycles
Rosen, Sherwin
;
Murphy, Kevin M.
;
Scheinkman, José
-
2022
U.S. beef cattle stocks are among the most periodic time-series in economics. A
theory
of cattle cycles is constructed …
Persistent link: https://www.econbiz.de/10013308616
Saved in:
5
An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses
Christensen, Bent Jesper
;
Wel, Michael van der
-
2010
Persistent link: https://www.econbiz.de/10003947812
Saved in:
6
Extending the Fama and French model with a long term memory factor
López-García, M. N.
;
Trinidad-Segovia, J. E.
; …
- In:
European journal of operational research : EJOR
291
(
2021
)
2
,
pp. 421-426
Persistent link: https://www.econbiz.de/10012495319
Saved in:
7
Quantitative corporate finance
Guerard, John Baynard
;
Saxena, Anureet
;
Gültekin, …
-
2021
-
Second edition
and the Cost of Funds -- Chapter 11. Investing in Assets:
Theory
of Investment Decision Making -- Chapter 12. Regression …
Persistent link: https://www.econbiz.de/10012203303
Saved in:
8
Measuring financial cycles in a model-based analysis : empirical evidence for the United States and the euro area
Galati, Gabriele
;
Hindrayanto, Irma
;
Koopman, Siem Jan
; …
-
2016
We adopt an unobserved components time series model to extract financial cycles for the United States and the five largest euro area countries over the period 1970 to 2014. We find that credit, the credit-to-GDP ratio and house prices have medium-term cycles which share a few common statistical...
Persistent link: https://www.econbiz.de/10011456728
Saved in:
9
Measuring business cycles : empirical evidence based on an unobserved component approach
Alqaralleh, Huthaifa
- In:
Cogent economics & finance
7
(
2019
)
1
,
pp. 1-10
We adopt an unobserved components time series model to track the business cycles in the G7 countries using the Industrial production index over the period from 1:1961 to 8:2017. The advantage of adopting the industrial production series frequency is that the business cycle can be investigated in...
Persistent link: https://www.econbiz.de/10012023355
Saved in:
10
Hawkes-based models for high frequency financial data
Nyström, Kaj
;
Zhang, Changyong
- In:
Journal of the Operational Research Society
73
(
2022
)
10
,
pp. 2168-2185
Persistent link: https://www.econbiz.de/10013532430
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...
//-->