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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
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Theory
611,367
USA
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United States
45,141
Portfolio-Management
44,150
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43,806
Risikomanagement
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15,397
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15,142
Börsenkurs
13,856
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Capital income
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Share price
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Wirtschaftswachstum
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Spieltheorie
13,002
Economic growth
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Game theory
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Volatilität
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CAPM
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Franses, Philip Hans
139
Koopman, Siem Jan
129
Phillips, Peter C. B.
125
Gil-Alaña, Luis A.
110
Caporale, Guglielmo Maria
96
Lütkepohl, Helmut
72
Sibbertsen, Philipp
72
Koop, Gary
71
Härdle, Wolfgang
70
Pesaran, M. Hashem
69
Teräsvirta, Timo
66
Swanson, Norman R.
60
Kunst, Robert M.
59
McAleer, Michael
58
Harvey, Andrew C.
56
Lucas, André
56
Maravall Herrero, Agustín
56
Hassler, Uwe
52
Feng, Yuanhua
50
Granger, C. W. J.
50
Hyndman, Rob J.
50
Dijk, Herman K. van
47
Hallin, Marc
47
Lux, Thomas
47
Marcellino, Massimiliano
47
Bauwens, Luc
46
Engle, Robert F.
46
Proietti, Tommaso
43
Kapetanios, George
42
Taylor, Robert
42
Timmermann, Allan
42
Beran, Jan
41
Ghysels, Eric
41
Perron, Pierre
41
Saikkonen, Pentti
41
Gao, Jiti
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
68
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
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Centre for Analytical Finance <Århus>
6
Gottfried Wilhelm Leibniz Universität Hannover
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Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
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European University Institute / Department of Law
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London School of Economics and Political Science
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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University of Cambridge / Department of Applied Economics
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University of Strathclyde / Department of Economics
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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
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Birkbeck College / Department of Economics
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Institut für Weltwirtschaft
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Norges Bank / Utredningsavdelingen
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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
330
International journal of forecasting
318
Economics letters
279
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
243
Journal of forecasting
225
Econometric theory
190
Discussion paper / Tinbergen Institute
177
Econometric reviews
132
Economic modelling
112
Applied economics
111
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Journal of applied econometrics
89
Computational economics
81
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Working paper
75
CREATES research paper
73
Applied economics letters
72
Journal of economic dynamics & control
68
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER Working Paper
59
Working paper / National Bureau of Economic Research, Inc.
59
Energy economics
58
Journal of empirical finance
56
Cowles Foundation discussion paper
55
NBER working paper series
55
Oxford bulletin of economics and statistics
54
Tinbergen Institute Discussion Paper
52
CESifo working papers
50
The econometrics journal
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
European journal of operational research : EJOR
48
Finance research letters
48
Technical Report
46
Discussion papers of interdisciplinary research project 373
45
EUI working paper / ECO
45
SFB 649 discussion paper
45
Econometrics : open access journal
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ECONIS (ZBW)
12,812
EconStor
324
USB Cologne (EcoSocSci)
11
USB Cologne (business full texts)
2
ArchiDok
1
RePEc
1
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1
Correlated defaults, temporal correlation, expert information and predictability of default rates
Kiefer, Nicholas Maximilian
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 699-712
Persistent link: https://www.econbiz.de/10011795379
Saved in:
2
Measuring risk in complex stochastic systems
Franke, Jürgen
(
ed.
)
-
2000
Persistent link: https://www.econbiz.de/10001464339
Saved in:
3
Predicting and hedging credit portfolio risk with macroeconomic factors
Bär, Tobias
-
2002
Persistent link: https://www.econbiz.de/10001649713
Saved in:
4
Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas
Jin, Xisong
;
Lehnert, Thorsten
-
2017
Persistent link: https://www.econbiz.de/10011817658
Saved in:
5
Schätzrisiken in der Portfoliotheorie : Auswirkungen und Möglichkeiten der Reduktion
Memmel, Christoph
-
2004
-
1. Aufl.
Persistent link: https://www.econbiz.de/10002477202
Saved in:
6
Multivariate Modellierung der Renditen von Asset-Klassen auf Basis von Copulas mit Anwendungen im
Risikomanagement
Jensen, Sören
-
2012
Persistent link: https://www.econbiz.de/10013360909
Saved in:
7
Multivariate GARCH and dynamic copula models for financial time series : with an application to emerging markets
Grziska, Martin
-
2015
-
1. Aufl.
Persistent link: https://www.econbiz.de/10010488311
Saved in:
8
Testing for uncorrelated residuals in dynamic count models with an application to corporate bankruptcy
Sant'Anna, Pedro H. C.
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
3
,
pp. 349-358
Persistent link: https://www.econbiz.de/10011705946
Saved in:
9
Uncovering the mesoscale structure of the credit default swap market to improve portfolio risk modelling
Anagnostou, I.
;
Squartini, T.
;
Kandhai, D.
;
Garlaschelli, D.
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1501-1518
Persistent link: https://www.econbiz.de/10012624151
Saved in:
10
Multivariate Copula-Modelle für Finanzmarktdaten : eine simulative und empirische Untersuchung
Köck, Christian
-
2008
Persistent link: https://www.econbiz.de/10003717606
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