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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Australien
51,355
Australia
44,041
Zinsstruktur
14,744
Yield curve
14,526
ARCH-Modell
10,590
ARCH model
10,409
Theorie
9,670
Theory
9,493
Volatilität
7,780
Volatility
7,696
Schätzung
7,395
Estimation
7,218
USA
5,518
United States
5,196
Kapitaleinkommen
4,017
Capital income
3,999
Großbritannien
3,315
Börsenkurs
3,204
Prognoseverfahren
3,179
Share price
3,150
Forecasting model
3,116
United Kingdom
3,029
Geldpolitik
2,985
Monetary policy
2,861
Zins
2,637
Interest rate
2,594
Risikoprämie
2,517
Risk premium
2,482
Aktienmarkt
2,480
Stock market
2,458
Time series analysis
2,427
Kanada
2,330
Welt
2,269
World
2,250
Öffentliche Anleihe
2,156
Public bond
2,128
Canada
2,092
Neuseeland
2,068
EU-Staaten
2,057
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902
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680
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1,420
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1,063
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1,367
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1,367
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634
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592
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55
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Collection of articles written by one author
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11
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11
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7
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5
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3
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English
2,448
German
31
Spanish
3
Italian
1
Dutch
1
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McAleer, Michael
60
Teräsvirta, Timo
30
Caporin, Massimiliano
22
Lütkepohl, Helmut
22
Koopman, Siem Jan
21
Engle, Robert F.
17
Gupta, Rangan
17
Bauwens, Luc
16
Hafner, Christian M.
16
Lucas, André
15
Saikkonen, Pentti
15
Bodman, Philip M.
14
Chang, Chia-Lin
14
Huang, Zhuo
14
Allen, David E.
13
Caporale, Guglielmo Maria
13
Gil-Alaña, Luis A.
13
Hansen, Peter Reinhard
13
Medeiros, Marcelo C.
13
Christensen, Bent Jesper
12
Dijk, Dick van
12
Nielsen, Morten Ørregaard
12
Rahbek, Anders
12
Chan, Felix
11
Conrad, Christian
11
Francq, Christian
11
Hallin, Marc
11
Meitz, Mika
11
Rombouts, Jeroen V. K.
11
Ruiz, Esther
11
Silvennoinen, Annastiina
11
Chen, Xiaohong
10
Li, Wai Keung
10
Nelson, Daniel B.
10
Sibbertsen, Philipp
10
Blazsek, Szabolcs
9
Gonçalves, Sílvia
9
Hyndman, Rob J.
9
Kumar, Dilip
9
Lux, Thomas
9
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National Bureau of Economic Research
6
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
6
Centre for Analytical Finance <Århus>
5
Australien / Bureau of Statistics
3
Ekonomiska forskningsinstitutet <Stockholm>
3
Australian National University / Centre for Economic Policy Research
2
Econometrisch Instituut <Rotterdam>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
School of Economics and Finance <Brisbane>
2
University of Canterbury / Dept. of Economics and Finance
2
William Davidson Institute <Ann Arbor, Mich.>
2
Center for Economic Research <Tilburg>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Computer Research Centre for Economics and Management Science, National Bureau of Economic Research, inc.
1
European University Institute / Department of Economics
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Gottfried Wilhelm Leibniz Universität Hannover
1
International Center for Financial Asset Management and Engineering
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Joint Committee on the Australian Capital Territory
1
Konjunkturinstitutet <Stockholm>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Reserve Bank of New Zealand
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
School of Economics <Bundoora, Victoria> / Department of Economics
1
School of Finance and Business Economics <Perth, Western Australia>
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Springer Fachmedien Wiesbaden
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Taylor and Francis.
1
University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of Strathclyde / Department of Economics
1
University of Western Australia / Department of Economics
1
University of Western Sydney, Macarthur / Department of Economics and Finance
1
Université de Montréal / Département de sciences économiques
1
Victoria University of Wellington / School of Economics and Finance
1
Westfälische Wilhelms-Universität Münster
1
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Published in...
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Journal of econometrics
48
Discussion paper / Tinbergen Institute
46
Journal of empirical finance
43
Economic modelling
41
International journal of forecasting
38
Energy economics
34
Applied economics
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
33
Finance research letters
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
31
Economics letters
28
International review of financial analysis
25
CREATES research paper
24
The North American journal of economics and finance : a journal of financial economics studies
23
Working paper
23
Journal of forecasting
22
Econometric reviews
19
Journal of banking & finance
19
International review of economics & finance : IREF
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Journal of risk and financial management : JRFM
18
Research in international business and finance
17
Econometric Institute research papers
16
International Journal of Energy Economics and Policy : IJEEP
15
The econometrics journal
15
Applied financial economics
14
Computational economics
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Journal of international financial markets, institutions & money
14
Applied economics letters
13
Econometrics : open access journal
13
International journal of economics and financial issues : IJEFI
13
Journal of time series econometrics
13
Journal of financial econometrics
12
The economic record : er
12
Department of Economics discussion papers / The University of Queensland
11
Journal of risk
11
Working paper series
11
Australian economic papers
10
Econometric theory
10
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Source
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ECONIS (ZBW)
2,435
EconStor
43
USB Cologne (EcoSocSci)
5
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1
Fractionally integrated models with ARCH errors
Hauser, Michael A.
;
Kunst, Robert M.
-
1994
Persistent link: https://www.econbiz.de/10000882159
Saved in:
2
Conditional volatility in affine term-structure models : evidence from Treasury and swap markets
Jacobs, Kris
;
Karoui, Lotfi
- In:
Journal of financial economics
91
(
2009
)
3
,
pp. 288-318
Persistent link: https://www.econbiz.de/10003833577
Saved in:
3
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders
;
Bohn Nielsen, Heino
-
2012
Persistent link: https://www.econbiz.de/10009545958
Saved in:
4
Unit root vector autoregression with volatility induced stationarity
Rahbek, Anders
;
Bohn Nielsen, Heino
-
2012
Persistent link: https://www.econbiz.de/10009546007
Saved in:
5
On inter-arrival times of bond market extreme events : an application to seven European markets
Siakoulis, Vasileios G.
;
Venetis, Ioannis A.
- In:
Journal of economics and finance
39
(
2015
)
4
,
pp. 717-741
Persistent link: https://www.econbiz.de/10011471449
Saved in:
6
Regime-switching univariate diffusion models of the short-term interest rate
Choi, Seungmoon
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
13
(
2009
)
1
,
pp. 1-39
Persistent link: https://www.econbiz.de/10009513595
Saved in:
7
Multivariate term structure models with level and heteroskedasticity effects
Christiansen, Charlotte
- In:
Journal of banking & finance
29
(
2005
)
5
,
pp. 1037-1057
Persistent link: https://www.econbiz.de/10002628401
Saved in:
8
Change of structure in financial time series, long range dependence and the GARCH model
Mikosch, Thomas
;
Starica, Catalin
-
2000
Persistent link: https://www.econbiz.de/10001468893
Saved in:
9
A GARCH approach to model short-term interest rates : evidence from Spanish economy
Sánchez García, Javier
;
Cruz Rambaud, Salvador
- In:
International journal of finance & economics : IJFE
27
(
2022
)
2
,
pp. 1621-1632
Persistent link: https://www.econbiz.de/10013184367
Saved in:
10
The term structure of volatility predictability
Li, Xingyi
;
Zakamulin, Valeriy
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 723-737
Persistent link: https://www.econbiz.de/10012415339
Saved in:
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