//--> //--> //--> //-->
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
A quantitative theory of unsec...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Zeitreihenanalyse
Theorie
626,060
Theory
611,157
USA
330,273
United States
291,692
Schätzung
42,121
Estimation
40,709
Deutschland
34,914
Welt
33,391
World
32,564
Germany
31,403
Geldpolitik
29,608
Monetary policy
28,569
Portfolio-Management
21,814
Portfolio selection
21,547
Kreditrisiko
20,432
Risiko
20,425
Credit risk
20,268
Risk
20,194
EU-Staaten
19,475
EU countries
18,768
Wirtschaftswachstum
17,780
Prognoseverfahren
17,426
Börsenkurs
17,375
Mathematische Optimierung
17,340
Großbritannien
17,246
Mathematical programming
17,234
Forecasting model
17,077
Share price
17,075
Economic growth
16,996
Insolvenz
15,669
Insolvency
15,244
United Kingdom
14,925
Time series analysis
14,151
Konjunktur
14,056
Volatilität
13,776
Finanzkrise
13,702
Wirkungsanalyse
13,597
Business cycle
13,554
Financial crisis
13,516
more ...
less ...
Online availability
All
Free
4,603
Undetermined
2,322
Type of publication
All
Article
7,323
Book / Working Paper
7,266
Journal
1
Type of publication (narrower categories)
All
Article in journal
6,749
Aufsatz in Zeitschrift
6,749
Working Paper
4,018
Graue Literatur
3,891
Non-commercial literature
3,891
Arbeitspapier
3,655
Hochschulschrift
588
Thesis
508
Aufsatz im Buch
506
Book section
506
Collection of articles of several authors
147
Sammelwerk
147
Lehrbuch
130
Collection of articles written by one author
124
Sammlung
124
Textbook
109
Bibliografie enthalten
98
Bibliography included
98
Aufsatzsammlung
71
Amtsdruckschrift
58
Government document
58
Konferenzschrift
56
Systematic review
54
Übersichtsarbeit
54
Forschungsbericht
43
Conference proceedings
33
Conference paper
30
Konferenzbeitrag
30
Mehrbändiges Werk
18
Multi-volume publication
18
Rezension
16
Festschrift
15
Bibliografie
13
Handbook
12
Handbuch
12
Reprint
11
Einführung
10
Article
8
Statistik
7
Mikroform
4
more ...
less ...
Language
All
English
13,963
German
432
French
81
Spanish
67
Italian
22
Portuguese
14
Polish
8
Dutch
5
Russian
4
Undetermined
4
Czech
2
Danish
2
Croatian
2
Slovenian
2
Valencian
1
Finnish
1
Japanese
1
Norwegian
1
Swedish
1
more ...
less ...
Author
All
Gil-Alaña, Luis A.
169
Franses, Philip Hans
151
Koopman, Siem Jan
149
Caporale, Guglielmo Maria
146
Phillips, Peter C. B.
129
Koop, Gary
74
Lütkepohl, Helmut
73
Sibbertsen, Philipp
73
Härdle, Wolfgang
71
McAleer, Michael
69
Pesaran, M. Hashem
69
Teräsvirta, Timo
68
Kunst, Robert M.
66
Harvey, Andrew C.
62
Lucas, André
62
Swanson, Norman R.
62
Stock, James H.
59
Dijk, Herman K. van
58
Maravall Herrero, Agustín
56
Hassler, Uwe
55
Marcellino, Massimiliano
55
Granger, C. W. J.
53
Gupta, Rangan
52
Kapetanios, George
52
Watson, Mark W.
51
Engle, Robert F.
50
Feng, Yuanhua
50
Hyndman, Rob J.
50
Lux, Thomas
48
Hallin, Marc
47
Timmermann, Allan
46
Bauwens, Luc
45
Proietti, Tommaso
44
Gao, Jiti
43
Ghysels, Eric
43
Perron, Pierre
43
Saikkonen, Pentti
43
Dijk, Dick van
42
Ravazzolo, Francesco
42
Taylor, Robert
42
more ...
less ...
Institution
All
National Bureau of Economic Research
79
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
46
Ekonomiska forskningsinstitutet <Stockholm>
44
European University Institute / Department of Economics
32
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
10
Federal Reserve Bank of St. Louis
10
Centre for Analytical Finance <Århus>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
European University Institute / Department of Law
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Umeå Universitet / Institutionen för Nationalekonomi
6
University of Cambridge / Department of Applied Economics
6
University of Strathclyde / Department of Economics
6
Centre for Quantitative Economics & Computing
5
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
Norges Bank / Utredningsavdelingen
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Université de Montréal / Département de sciences économiques
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Centre for Growth and Business Cycle Research <Manchester>
3
Federal Reserve Bank of New York
3
Institut für Weltwirtschaft
3
Organisation for Economic Co-operation and Development
3
School of Finance and Business Economics <Perth, Western Australia>
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 Otago / Commerce Division
3
University of Southampton / Department of Economics
3
Australien / Bureau of Statistics
2
Boston College / Department of Economics
2
more ...
less ...
Published in...
All
International journal of forecasting
349
Journal of econometrics
335
Economics letters
297
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
272
Journal of forecasting
233
Discussion paper / Tinbergen Institute
191
Econometric theory
190
Econometric reviews
139
Applied economics
138
Economic modelling
122
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
122
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
111
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
Journal of applied econometrics
105
Working paper
100
Working paper / National Bureau of Economic Research, Inc.
89
Working paper / Department of Econometrics and Business Statistics, Monash University
82
Applied economics letters
81
Computational economics
81
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
80
CREATES research paper
78
Journal of economic dynamics & control
75
Energy economics
67
NBER Working Paper
67
NBER working paper series
65
Journal of macroeconomics
64
CESifo working papers
62
Oxford bulletin of economics and statistics
62
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
Journal of empirical finance
61
The review of economics and statistics
61
Tinbergen Institute Discussion Paper
61
Discussion paper / Centre for Economic Policy Research
58
Cowles Foundation discussion paper
57
Finance research letters
54
Série des documents de travail / Centre de Recherche en Économie et Statistique
51
European journal of operational research : EJOR
50
Technical Report
48
The econometrics journal
47
Discussion papers of interdisciplinary research project 373
46
more ...
less ...
Source
All
ECONIS (ZBW)
14,204
EconStor
375
USB Cologne (EcoSocSci)
4
RePEc
3
ArchiDok
2
OLC EcoSci
2
Showing
1
-
10
of
14,590
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Estimating deliquency migration and the probability of default from aggregate data
Stokes, Jeffrey R.
;
Gloy, Brent A.
- In:
Agricultural finance review
67
(
2007
)
1
,
pp. 75-85
Persistent link: https://www.econbiz.de/10003495735
Saved in:
2
Pro-cyclicality, empirical credit cycles, and capital buffer formation
Koopman, Siem Jan
;
Lucas, André
;
Klaassen, Pieter
-
2002
Persistent link: https://www.econbiz.de/10001718549
Saved in:
3
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:
4
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:
5
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:
6
Dynamic modeling of credit portfolio risk with time-discrete Hzard rates
Hamerle, Alfred
-
2002
Persistent link: https://www.econbiz.de/10013408266
Saved in:
7
Consumption and credit : a model of time-varying liquidity constraints
Ludvigson, Sydney C.
-
1996
Persistent link: https://www.econbiz.de/10000968851
Saved in:
8
Consumption and credit : a model of time-varying liquidity constraints
Ludvigson, Sydney C.
- In:
The review of economics and statistics
81
(
1999
)
3
,
pp. 434-447
Persistent link: https://www.econbiz.de/10001406168
Saved in:
9
Financial distress and the business cycle
Suárez, Javier
;
Sussman, Oren
- In:
Oxford review of economic policy
15
(
1999
)
3
,
pp. 39-51
Persistent link: https://www.econbiz.de/10001516116
Saved in:
10
A time series analysis of aggregate business failure activity and credit conditions
Melicher, Ronald W.
- In:
Journal of economics & business
40
(
1988
)
4
,
pp. 319-333
Persistent link: https://www.econbiz.de/10001069780
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...
//-->