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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
625,124
Theory
610,221
USA
45,683
United States
44,301
Volatility
40,902
Volatilität
40,634
Schätzung
35,914
Estimation
35,048
Welt
29,872
World
29,168
Deutschland
24,318
Geldpolitik
23,623
Monetary policy
22,842
Germany
22,526
Börsenkurs
21,248
Portfolio-Management
20,991
Share price
20,911
Portfolio selection
20,776
Risiko
19,432
Risk
19,276
Mathematische Optimierung
16,953
Mathematical programming
16,848
Prognoseverfahren
16,438
Forecasting model
16,147
Kapitaleinkommen
14,880
Capital income
14,826
Wirtschaftswachstum
14,366
Time series analysis
14,273
Economic growth
13,753
Spieltheorie
12,730
Finanzmarkt
12,516
Financial market
12,262
Game theory
12,008
Stochastischer Prozess
11,963
Stochastic process
11,682
Experiment
11,528
Aktienmarkt
11,140
CAPM
11,030
Asymmetrische Information
11,028
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Free
4,818
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Article
7,445
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7,235
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Article in journal
6,881
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3,866
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3,744
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570
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427
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8
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3
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Koopman, Siem Jan
144
Franses, Philip Hans
142
Gil-Alaña, Luis A.
135
Caporale, Guglielmo Maria
133
Phillips, Peter C. B.
129
McAleer, Michael
87
Härdle, Wolfgang
79
Teräsvirta, Timo
79
Sibbertsen, Philipp
78
Koop, Gary
76
Lütkepohl, Helmut
72
Pesaran, M. Hashem
69
Swanson, Norman R.
62
Kunst, Robert M.
59
Lucas, André
59
Lux, Thomas
59
Harvey, Andrew C.
58
Maravall Herrero, Agustín
56
Feng, Yuanhua
53
Hassler, Uwe
53
Engle, Robert F.
51
Taylor, Robert
51
Granger, C. W. J.
50
Hyndman, Rob J.
50
Marcellino, Massimiliano
50
Hallin, Marc
49
Stock, James H.
48
Bauwens, Luc
47
Dijk, Herman K. van
47
Gupta, Rangan
46
Dijk, Dick van
43
Gao, Jiti
43
Ghysels, Eric
43
Kapetanios, George
43
Proietti, Tommaso
43
Beran, Jan
42
Perron, Pierre
42
Saikkonen, Pentti
41
Timmermann, Allan
41
Watson, Mark W.
41
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National Bureau of Economic Research
73
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
48
Ekonomiska forskningsinstitutet <Stockholm>
43
European University Institute / Department of Economics
31
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
10
Centre for Analytical Finance <Århus>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Gottfried Wilhelm Leibniz Universität Hannover
7
Centre for Quantitative Economics & Computing
6
Umeå Universitet / Institutionen för Nationalekonomi
6
University of Strathclyde / Department of Economics
6
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
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Centre for Growth and Business Cycle Research <Manchester>
4
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
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
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Journal of econometrics
389
International journal of forecasting
335
Economics letters
295
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
263
Journal of forecasting
235
Discussion paper / Tinbergen Institute
206
Econometric theory
197
Econometric reviews
149
Economic modelling
145
Applied economics
127
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
116
Energy economics
113
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
104
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Journal of applied econometrics
94
CREATES research paper
89
Working paper
88
Computational economics
84
Working paper / Department of Econometrics and Business Statistics, Monash University
84
Applied economics letters
82
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
79
Journal of empirical finance
77
Journal of economic dynamics & control
75
Finance research letters
68
NBER Working Paper
63
Working paper / National Bureau of Economic Research, Inc.
63
CESifo working papers
60
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER working paper series
60
Cowles Foundation discussion paper
57
Oxford bulletin of economics and statistics
56
The econometrics journal
55
Econometrics : open access journal
52
SFB 649 discussion paper
51
Tinbergen Institute Discussion Paper
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
Discussion papers of interdisciplinary research project 373
48
European journal of operational research : EJOR
48
International review of economics & finance : IREF
47
The North American journal of economics and finance : a journal of financial economics studies
47
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ECONIS (ZBW)
14,331
EconStor
339
USB Cologne (EcoSocSci)
5
USB Cologne (business full texts)
2
ArchiDok
1
OLC EcoSci
1
RePEc
1
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1
Information versus imitation in a real-time agent-based model of financial markets
Biondo, Alessio Emanuele
- In:
Journal of economic interaction and coordination
15
(
2020
)
3
,
pp. 613-631
Persistent link: https://www.econbiz.de/10012296905
Saved in:
2
Modellierung von Handelsprozessen mit der Mastergleichung
Wurster, Markus
-
2019
Persistent link: https://www.econbiz.de/10012030574
Saved in:
3
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:
4
Asymmetry in the price impact of trades in an high-frequency microstructure model with jumps
Jondeau, Eric
;
Lahaye, Jérôme
;
Rockinger, Michael
-
2013
-capitalization stocks traded on the Euronext-Paris
Bourse
. We find that, at tick frequency, the overnight return, the intraday jumps, and …
Persistent link: https://www.econbiz.de/10010256970
Saved in:
5
Dependence structure of
volatility
and illiquidity on Vienna and Warsaw stock exchanges
Gurgul, Henryk
;
Syrek, Robert
- In:
Finance a úvěr
69
(
2019
)
3
,
pp. 198-221
Persistent link: https://www.econbiz.de/10012137438
Saved in:
6
Artificial long memory effects in two agent-based asset pricing models
Franke, Reiner
-
2008
long memory completely disappears. --
Volatility
clustering ; Autocorrelations of returns ; Fundamentalists and …
Persistent link: https://www.econbiz.de/10003738658
Saved in:
7
A nonlinear structural model for
volatility
clustering
Gaunersdorfer, Andrea
;
Hommes, Cars H.
- In:
Long memory in economics : with 50 tables
,
(pp. 265-288)
.
2006
Persistent link: https://www.econbiz.de/10003375647
Saved in:
8
A Markov-switching multifractal inter-trade duration model, with application to US equities
Chen, Fei
;
Diebold, Francis X.
;
Schorfheide, Frank
- In:
Journal of econometrics
177
(
2013
)
2
,
pp. 320-342
Persistent link: https://www.econbiz.de/10010255140
Saved in:
9
Fourier analysis for stock price forecasting : assumption and evidence
Stádník, Bohumil
;
Raudeliūnienė, Jurgita
; …
- In:
Journal of business economics and management
17
(
2016
)
3
,
pp. 365-380
Persistent link: https://www.econbiz.de/10011517950
Saved in:
10
Reducing transaction costs using intraday forecasts of limit order book slopes
Ahabchane, Chahid
;
Cenesizoglu, Tolga
;
Grass, Gunnar
; …
-
2021
Persistent link: https://www.econbiz.de/10012615644
Saved in:
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