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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
625,486
Theory
610,584
USA
41,399
United States
40,277
Schätzung
30,304
Estimation
29,544
Welt
25,129
World
24,498
Deutschland
22,782
Geldpolitik
22,482
Monetary policy
21,751
Germany
21,374
Portfolio-Management
19,119
Portfolio selection
18,914
Risiko
17,742
Risk
17,552
Mathematische Optimierung
16,975
Mathematical programming
16,869
Prognoseverfahren
14,616
Forecasting model
14,341
Wirtschaftswachstum
13,297
Spieltheorie
13,181
Time series analysis
13,048
Economic growth
12,696
Game theory
12,457
Schätztheorie
12,364
Estimation theory
11,958
Experiment
11,629
Börsenkurs
11,448
Share price
11,241
Asymmetrische Information
10,819
Volatilität
10,710
Asymmetric information
10,541
Volatility
10,455
Wettbewerb
10,298
Wohlfahrtsanalyse
10,158
Stochastischer Prozess
10,054
Welfare analysis
9,986
Competition
9,949
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Online availability
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Free
4,403
Undetermined
2,288
Type of publication
All
Book / Working Paper
6,847
Article
6,591
Journal
1
Type of publication (narrower categories)
All
Article in journal
6,058
Aufsatz in Zeitschrift
6,058
Working Paper
3,700
Graue Literatur
3,582
Non-commercial literature
3,582
Arbeitspapier
3,380
Hochschulschrift
545
Aufsatz im Buch
471
Book section
471
Thesis
470
Collection of articles of several authors
148
Sammelwerk
148
Lehrbuch
130
Collection of articles written by one author
109
Sammlung
109
Textbook
109
Bibliografie enthalten
95
Bibliography included
95
Aufsatzsammlung
69
Amtsdruckschrift
56
Government document
56
Konferenzschrift
55
Systematic review
53
Übersichtsarbeit
53
Forschungsbericht
41
Conference paper
32
Conference proceedings
32
Konferenzbeitrag
32
Mehrbändiges Werk
18
Multi-volume publication
18
Rezension
16
Festschrift
15
Handbook
13
Handbuch
13
Bibliografie
12
Einführung
10
Reprint
10
Article
7
Statistik
6
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4
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Language
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English
12,842
German
409
French
76
Spanish
65
Italian
21
Portuguese
13
Polish
9
Dutch
5
Russian
4
Czech
3
Danish
2
Croatian
2
Slovenian
2
Undetermined
2
Valencian
1
Finnish
1
Japanese
1
Norwegian
1
Swedish
1
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Author
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Franses, Philip Hans
143
Phillips, Peter C. B.
140
Koopman, Siem Jan
128
Gil-Alaña, Luis A.
116
Caporale, Guglielmo Maria
98
Sibbertsen, Philipp
73
Teräsvirta, Timo
73
Lütkepohl, Helmut
72
Koop, Gary
71
Härdle, Wolfgang
70
Pesaran, M. Hashem
69
Kunst, Robert M.
67
Harvey, Andrew C.
65
McAleer, Michael
63
Swanson, Norman R.
60
Maravall Herrero, Agustín
56
Lucas, André
55
Dijk, Herman K. van
53
Hassler, Uwe
52
Hyndman, Rob J.
51
Feng, Yuanhua
50
Gao, Jiti
50
Granger, C. W. J.
50
Hallin, Marc
50
Taylor, Robert
49
Perron, Pierre
48
Lux, Thomas
47
Marcellino, Massimiliano
47
Engle, Robert F.
46
Bauwens, Luc
45
Ravazzolo, Francesco
44
Ghysels, Eric
43
Kapetanios, George
43
Proietti, Tommaso
43
Saikkonen, Pentti
43
Beran, Jan
41
Timmermann, Allan
41
Hendry, David F.
40
Mills, Terence C.
39
Robinson, Peter M.
39
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Institution
All
National Bureau of Economic Research
69
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
46
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
7
Centre for Analytical Finance <Århus>
6
Gottfried Wilhelm Leibniz Universität Hannover
6
London School of Economics and Political Science
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Strathclyde / Department of Economics
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
4
Organisation for Economic Co-operation and Development
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
Center for Economic Research <Tilburg>
3
Institut für Weltwirtschaft
3
Norges Bank / Utredningsavdelingen
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
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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Published in...
All
Journal of econometrics
383
International journal of forecasting
325
Economics letters
284
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
261
Journal of forecasting
229
Econometric theory
208
Discussion paper / Tinbergen Institute
184
Econometric reviews
146
Economic modelling
119
Applied economics
108
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
108
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
101
Journal of applied econometrics
95
Working paper / Department of Econometrics and Business Statistics, Monash University
90
Working paper
83
CREATES research paper
79
Computational economics
79
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
78
Applied economics letters
74
Journal of economic dynamics & control
68
Cowles Foundation discussion paper
64
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
NBER Working Paper
60
Oxford bulletin of economics and statistics
58
Journal of empirical finance
57
Working paper / National Bureau of Economic Research, Inc.
57
Energy economics
56
NBER working paper series
55
The econometrics journal
55
Tinbergen Institute Discussion Paper
52
Econometrics : open access journal
50
CESifo working papers
49
SFB 649 discussion paper
49
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
European journal of operational research : EJOR
48
Finance research letters
48
Discussion papers of interdisciplinary research project 373
46
Technical Report
46
EUI working paper / ECO
45
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Source
All
ECONIS (ZBW)
13,107
EconStor
329
ArchiDok
1
RePEc
1
USB Cologne (EcoSocSci)
1
Showing
1
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10
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13,439
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articles prioritized
date (newest first)
date (oldest first)
1
A simple out-of-sample test for the
martingale
difference hypothesis
Pincheira, Pablo
-
2013
Persistent link: https://www.econbiz.de/10009783323
Saved in:
2
Two-sample testing for tail copulas with an application to equity indices
Can, Sami Umut
;
Einmahl, John H. J.
;
Laeven, Roger J. A.
-
2021
Persistent link: https://www.econbiz.de/10012586114
Saved in:
3
A Simple Out-of-Sample Test for the
Martingale
Difference Hypothesis
Pincheira, Pablo M.
-
2013
over the Excess Profitability (EP) test (proposed by Anatolyev and Gerco) when testing the
Martingale
Difference Hypothesis …
Persistent link: https://www.econbiz.de/10013079363
Saved in:
4
Inference for local distributions at high sampling frequencies : a bootstrap approach
Hounyo, Ulrich
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
215
(
2020
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012439150
Saved in:
5
Testing the
martingale
difference hypothesis
Domínguez, Manuel A.
;
Lobato, Ignacio N.
- In:
Econometric reviews
22
(
2003
)
4
,
pp. 351-377
Persistent link: https://www.econbiz.de/10001843550
Saved in:
6
Rank tests at jump events
Li, Jia
;
Todorov, Viktor
;
Tauchen, George Eugene
;
Lin, Huidi
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 312-321
Persistent link: https://www.econbiz.de/10012177350
Saved in:
7
Testing for non-correlation between price and volatility jumps
Jacod, Jean
;
Klüppelberg, Claudia
;
Müller, Gernot
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 284-297
Persistent link: https://www.econbiz.de/10011818360
Saved in:
8
Testing for the
martingale
difference hypothesis in multivariate time series models
Wang, Guochang
;
Zhu, Ke
;
Shao, Xiaofeng
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 980-994
Persistent link: https://www.econbiz.de/10013539404
Saved in:
9
Testing the
martingale
restriction for option implied densities
Busch, Thomas
- In:
Review of derivatives research
11
(
2008
)
1/2
,
pp. 61-81
Persistent link: https://www.econbiz.de/10003829557
Saved in:
10
Testing the
martingale
restriction for option implied densities
Busch, Thomas
(
contributor
)
-
2004
-
[Elektronische Resource]
Persistent link: https://www.econbiz.de/10002491622
Saved in:
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