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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
730,528
Theory
715,618
Schätzung
42,241
Estimation
41,494
Schätztheorie
40,638
Estimation theory
40,009
Welt
34,851
World
34,234
USA
32,972
United States
31,583
Risiko
26,501
Risk
26,291
Geldpolitik
24,518
Deutschland
24,170
Monetary policy
23,703
Portfolio-Management
23,501
Portfolio selection
23,296
Germany
22,713
Mathematische Optimierung
20,098
Mathematical programming
19,989
Prognoseverfahren
19,937
Time series analysis
19,878
Forecasting model
19,653
Volatilität
18,169
Volatility
17,874
Wirtschaftswachstum
17,097
Economic growth
16,426
Börsenkurs
15,945
Share price
15,723
Konsumentenverhalten
12,950
Consumer behaviour
12,803
Einkommensverteilung
12,593
Spieltheorie
12,585
Stochastischer Prozess
12,455
Experiment
12,399
Kapitaleinkommen
12,375
Capital income
12,340
Income distribution
12,216
Finanzmarkt
12,197
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Free
7,362
Undetermined
4,032
CC license
324
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Book / Working Paper
10,331
Article
9,946
Journal
11
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Article in journal
9,032
Aufsatz in Zeitschrift
9,032
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5,031
Graue Literatur
4,740
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4,697
Aufsatz im Buch
640
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640
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596
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489
Collection of articles of several authors
165
Sammelwerk
165
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135
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119
Sammlung
119
Textbook
113
Bibliografie enthalten
99
Bibliography included
99
Aufsatzsammlung
94
Konferenzschrift
73
Amtsdruckschrift
57
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57
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53
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53
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50
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50
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49
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47
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35
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17
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15
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15
Bibliografie
13
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11
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11
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7
Statistik
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English
19,665
German
429
French
79
Spanish
70
Italian
20
Portuguese
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Polish
8
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5
Russian
4
Undetermined
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Czech
2
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2
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2
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Phillips, Peter C. B.
251
Koopman, Siem Jan
189
Gil-Alaña, Luis A.
176
Franses, Philip Hans
160
Caporale, Guglielmo Maria
145
Gao, Jiti
135
Lütkepohl, Helmut
125
Teräsvirta, Timo
109
Sibbertsen, Philipp
107
Lucas, André
102
Härdle, Wolfgang
92
McAleer, Michael
91
Harvey, Andrew C.
89
Pesaran, M. Hashem
89
Taylor, Robert
83
Johansen, Søren
79
Swanson, Norman R.
77
Koop, Gary
75
Linton, Oliver
73
Kapetanios, George
72
Hyndman, Rob J.
71
Granger, C. W. J.
70
Watson, Mark W.
70
Engle, Robert F.
69
Dijk, Herman K. van
67
Perron, Pierre
67
Proietti, Tommaso
65
Stock, James H.
65
Hassler, Uwe
63
Nielsen, Morten Ørregaard
63
Kunst, Robert M.
62
Saikkonen, Pentti
62
Maravall Herrero, Agustín
61
Marcellino, Massimiliano
61
Robinson, Peter M.
60
Bauwens, Luc
58
Feng, Yuanhua
58
Hendry, David F.
57
Herwartz, Helmut
56
Lux, Thomas
56
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Institution
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National Bureau of Economic Research
138
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
74
Ekonomiska forskningsinstitutet <Stockholm>
53
European University Institute / Department of Economics
34
European Commission / Statistical Office of the European Communities
22
Umeå universitet
16
Centre for Quantitative Economics & Computing
14
Centre for Analytical Finance <Århus>
10
Econometrisch Instituut <Rotterdam>
10
Escola de Pós-Graduação em Economia <Rio de Janeiro>
9
Gottfried Wilhelm Leibniz Universität Hannover
9
European Commission / Joint Research Centre
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
European Commission / Statistical Office of the European Union
7
European University Institute / Department of Law
7
London School of Economics and Political Science
7
Umeå Universitet / Institutionen för Nationalekonomi
7
Birkbeck College / Department of Economics
6
Federal Reserve System / Board of Governors
6
University of Strathclyde / Department of Economics
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
Organisation for Economic Co-operation and Development
5
University of Exeter / Department of Economics
5
Institut für Höhere Studien
4
Instituto Valenciano de Investigaciones Económicas
4
State University of New York at Albany / Department of Economics
4
University of Cambridge / Department of Applied Economics
4
University of Chicago / Graduate School of Business
4
University of Warwick / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Australian National University / Faculty of Economics and Commerce
3
Center for Economic Research <Tilburg>
3
Christian-Albrechts-Universität zu Kiel
3
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
3
Eric Cuvillier <Firma>
3
Internationaler Währungsfonds / Research Department
3
Københavns Universitet / Økonomisk Institut
3
Loughborough University / Department of Economics
3
Lunds Universitet / Nationalekonomiska Institutionen
3
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Published in...
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Journal of econometrics
684
Economics letters
382
International journal of forecasting
372
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
362
Econometric theory
321
Journal of forecasting
300
Discussion paper / Tinbergen Institute
283
Econometric reviews
236
Economic modelling
179
Applied economics
165
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
164
Working paper / Department of Econometrics and Business Statistics, Monash University
161
Applied economics letters
153
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
141
Computational economics
137
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
133
CREATES research paper
131
NBER Working Paper
123
Cowles Foundation discussion paper
117
Econometrics : open access journal
108
Journal of applied econometrics
107
Working paper
105
Journal of empirical finance
102
The econometrics journal
98
Journal of economic dynamics & control
97
NBER working paper series
92
Finance research letters
88
Energy economics
86
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
81
Journal of the American Statistical Association : JASA
77
Oxford bulletin of economics and statistics
77
CESifo working papers
76
Journal of time series econometrics
75
Discussion papers of interdisciplinary research project 373
74
Working paper / National Bureau of Economic Research, Inc.
71
SFB 649 discussion paper
70
EUI working paper / ECO
65
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
European journal of operational research : EJOR
60
The North American journal of economics and finance : a journal of financial economics studies
60
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Source
All
ECONIS (ZBW)
19,938
EconStor
343
USB Cologne (EcoSocSci)
5
ArchiDok
1
RePEc
1
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1
Autoregressive conditional heteroscedasticity and USA inflation
Bairam, Erkin İbrahim
-
1992
Persistent link: https://www.econbiz.de/10000836507
Saved in:
2
Adäquate Modellierung von Finanzzeitreihen und Parameterschätzung in Modellen mit autoregressiver bedingter Heteroskedastie
Brechtmann, Markus
-
1998
Persistent link: https://www.econbiz.de/10000675119
Saved in:
3
Fractionally integrated models with ARCH errors
Hauser, Michael A.
;
Kunst, Robert M.
-
1994
Persistent link: https://www.econbiz.de/10000882159
Saved in:
4
Tail estimation and conditional modeling of heteroscedastic time-series
Paolella, Marc S.
-
1999
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001388258
Saved in:
5
Autoregressive conditional heteroscedasticity and theories of inflation
Bairam, Erkin İbrahim
- In:
Rivista internazionale di scienze economiche e …
40
(
1993
)
2
,
pp. 119-126
Persistent link: https://www.econbiz.de/10001140535
Saved in:
6
Nonlinear time series analysis with applications to foreign exchange rate volatility : with 29 tables
Hafner, Christian M.
-
1998
Persistent link: https://www.econbiz.de/10000965598
Saved in:
7
A new class of multivariate skew densities, with application to GARCH models
Bauwens, Luc
;
Laurent, Sébastien
-
2002
Persistent link: https://www.econbiz.de/10001672395
Saved in:
8
Quadrature-based methods for obtaining approximate solutions to nonlinear asset pricing models
Tauchen, George Eugene
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 371-396
Persistent link: https://www.econbiz.de/10001101891
Saved in:
9
Conditional heteroskedasticity in asset returns : a new approach
Nelson, Daniel B.
- In:
Econometrica : journal of the Econometric Society, an …
59
(
1991
)
2
,
pp. 347-370
Persistent link: https://www.econbiz.de/10001101893
Saved in:
10
A new class of multivariate skew densities, with application to generalized autoregressive conditionalheteroscedasticity models
Bauwens, Luc
;
Laurent, Sébastien
- In:
Journal of business & economic statistics : JBES ; a …
23
(
2005
)
3
,
pp. 346-354
Persistent link: https://www.econbiz.de/10003013029
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