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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
625,684
Theory
610,782
USA
43,573
United States
42,292
Schätzung
32,385
Estimation
31,555
Welt
28,460
Wechselkurs
27,812
World
27,765
Exchange rate
26,621
Geldpolitik
25,461
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Deutschland
23,803
Germany
22,270
Portfolio-Management
19,006
Portfolio selection
18,801
Risiko
17,673
Risk
17,459
Mathematische Optimierung
16,918
Mathematical programming
16,813
Prognoseverfahren
14,604
Forecasting model
14,331
EU-Staaten
13,926
Wirtschaftswachstum
13,872
Volatilität
13,671
EU countries
13,485
Volatility
13,360
Economic growth
13,320
Time series analysis
12,935
Spieltheorie
12,722
Game theory
11,998
Börsenkurs
11,957
Share price
11,739
Experiment
11,246
Asymmetrische Information
10,598
Asymmetric information
10,314
Wettbewerb
10,303
Wohlfahrtsanalyse
10,229
Welfare analysis
10,055
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Free
4,256
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Book / Working Paper
6,724
Article
6,600
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Article in journal
6,066
Aufsatz in Zeitschrift
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3,595
Graue Literatur
3,483
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552
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Amtsdruckschrift
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English
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German
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French
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Spanish
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Italian
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Franses, Philip Hans
143
Koopman, Siem Jan
127
Phillips, Peter C. B.
125
Gil-Alaña, Luis A.
121
Caporale, Guglielmo Maria
120
Lütkepohl, Helmut
72
Koop, Gary
71
Sibbertsen, Philipp
70
Härdle, Wolfgang
69
Pesaran, M. Hashem
65
Teräsvirta, Timo
65
Kunst, Robert M.
61
McAleer, Michael
61
Swanson, Norman R.
60
Harvey, Andrew C.
56
Maravall Herrero, Agustín
56
Feng, Yuanhua
52
Hassler, Uwe
52
Marcellino, Massimiliano
52
Granger, C. W. J.
51
Hyndman, Rob J.
51
Lucas, André
51
Dijk, Herman K. van
47
Hallin, Marc
47
Kapetanios, George
47
Lux, Thomas
47
Engle, Robert F.
46
Bauwens, Luc
45
Beran, Jan
44
Proietti, Tommaso
43
Taylor, Robert
43
Ghysels, Eric
41
Perron, Pierre
41
Saikkonen, Pentti
41
Gao, Jiti
40
Timmermann, Allan
40
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
67
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
46
Ekonomiska forskningsinstitutet <Stockholm>
43
European University Institute / Department of Economics
31
Umeå universitet
12
Econometrisch Instituut <Rotterdam>
8
Centre for Analytical Finance <Århus>
7
Centre for Quantitative Economics & Computing
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
European University Institute / Department of Law
7
Umeå Universitet / Institutionen för Nationalekonomi
7
Gottfried Wilhelm Leibniz Universität Hannover
6
University of Strathclyde / Department of Economics
6
Christian-Albrechts-Universität zu Kiel
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Exeter / 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
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
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Journal of econometrics
328
International journal of forecasting
319
Economics letters
279
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
240
Journal of forecasting
230
Econometric theory
190
Discussion paper / Tinbergen Institute
175
Econometric reviews
133
Economic modelling
118
Applied economics
112
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
99
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
Journal of applied econometrics
90
Working paper / Department of Econometrics and Business Statistics, Monash University
80
Working paper
78
Computational economics
76
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Applied economics letters
75
CREATES research paper
71
Journal of economic dynamics & control
69
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Energy economics
59
NBER Working Paper
58
Working paper / National Bureau of Economic Research, Inc.
58
Cowles Foundation discussion paper
55
CESifo working papers
54
Journal of empirical finance
54
NBER working paper series
54
Oxford bulletin of economics and statistics
54
Tinbergen Institute Discussion Paper
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
Finance research letters
48
European journal of operational research : EJOR
47
The econometrics journal
47
Discussion papers of interdisciplinary research project 373
46
Technical Report
46
EUI working paper / ECO
45
Journal of macroeconomics
45
SFB 649 discussion paper
45
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Source
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ECONIS (ZBW)
12,992
EconStor
329
ArchiDok
1
RePEc
1
USB Cologne (EcoSocSci)
1
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1
Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility
Bos, Charles S.
-
2008
Persistent link: https://www.econbiz.de/10003645209
Saved in:
2
Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility
Bos, Charles S.
-
2008
setting is used to estimate the intra-day trend in the
Euro
/U.S. Dollar exchange rate. …
Persistent link: https://www.econbiz.de/10011374428
Saved in:
3
On the historical exchange rates
Euro
/US Dollar
Vadillo, Fernando
- In:
Computational economics
48
(
2016
)
3
,
pp. 463-472
Persistent link: https://www.econbiz.de/10011712513
Saved in:
4
Nowcasting of the short-run
Euro
-Dollar exchange rate with economic fundamentals and time-varying parameters
Yemba, Boniface P.
;
Otunuga, Olusegun Michael
;
Tang, Biyan
- In:
Finance research letters
52
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472115
Saved in:
5
Co-movements in volatility of dependency between US dollar and
euro
: analysing by conditional heteroscedasticity models
Jamel, Lamia
;
Mansour, Sihem
- In:
International journal of management & enterprise …
18
(
2019
)
1/2
,
pp. 1-19
Persistent link: https://www.econbiz.de/10012116976
Saved in:
6
Some stylised facts about the exchange rate behaviour of Central European currencies
Vejmělek, Jan
- In:
Acta oeconomica Pragensia : vědecký časopis Vysoke …
24
(
2016
)
2
,
pp. 3-17
Persistent link: https://www.econbiz.de/10011537495
Saved in:
7
Modelling exchange rate volatility of Somali Shilling against US Dollar by utilizing GARCH models
Ali, Abdullahi Osman
- In:
International journal of economics and financial issues …
11
(
2021
)
2
,
pp. 35-39
Persistent link: https://www.econbiz.de/10012509707
Saved in:
8
The
euro
to dollar exchange rate in the Covid-19 era : evidence from spectral causality and Markov-switching estimation
Konstantakis, Konstantinos N.
;
Melissaropoulos, Ioannis G.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 2037-2055
Persistent link: https://www.econbiz.de/10014253649
Saved in:
9
The predictive ability of several models of exchange rate volatility
West, Kenneth D.
;
Cho, Dongchul
-
1994
Persistent link: https://www.econbiz.de/10000884768
Saved in:
10
The predictive ability of several models of exchange rate volatility
West, Kenneth D.
;
Cho, Dongchul
-
1994
-
Rev
Persistent link: https://www.econbiz.de/10000892226
Saved in:
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