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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
629,335
Theory
614,434
USA
330,576
United States
291,974
Schätzung
51,563
Estimation
50,034
Volatility
41,129
Volatilität
40,860
Welt
39,784
Kapitaleinkommen
39,550
Capital income
39,450
World
38,874
Deutschland
36,300
Börsenkurs
33,843
Share price
33,457
Germany
32,722
Portfolio-Management
31,012
Portfolio selection
30,702
Geldpolitik
30,633
Monetary policy
29,552
Anlageverhalten
23,642
Risiko
23,438
Risk
23,261
Behavioural finance
23,080
Prognoseverfahren
21,227
Forecasting model
20,861
EU-Staaten
20,397
EU countries
19,670
Wirtschaftswachstum
18,997
Großbritannien
18,461
Economic growth
18,156
Aktienmarkt
17,791
Mathematische Optimierung
17,545
Stock market
17,519
Mathematical programming
17,441
Time series analysis
16,416
United Kingdom
16,111
Finanzmarkt
15,064
Konjunktur
14,993
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Free
5,467
Undetermined
3,098
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Article
8,767
Book / Working Paper
8,106
Journal
2
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Article in journal
8,141
Aufsatz in Zeitschrift
8,141
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4,426
Graue Literatur
4,284
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4,284
Arbeitspapier
4,046
Hochschulschrift
620
Aufsatz im Buch
550
Book section
550
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528
Collection of articles of several authors
157
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157
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131
Lehrbuch
131
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131
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110
Bibliografie enthalten
98
Bibliography included
98
Aufsatzsammlung
80
Konferenzschrift
59
Amtsdruckschrift
58
Government document
58
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54
Übersichtsarbeit
54
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43
Conference paper
35
Konferenzbeitrag
35
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33
Mehrbändiges Werk
20
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20
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17
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15
Bibliografie
13
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12
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12
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11
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7
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7
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5
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English
16,227
German
448
French
84
Spanish
67
Italian
22
Portuguese
14
Polish
8
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5
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4
Undetermined
4
Czech
3
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2
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2
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2
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1
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Gil-Alaña, Luis A.
193
Caporale, Guglielmo Maria
176
Koopman, Siem Jan
166
Franses, Philip Hans
153
Phillips, Peter C. B.
135
McAleer, Michael
91
Teräsvirta, Timo
85
Sibbertsen, Philipp
81
Härdle, Wolfgang
79
Gupta, Rangan
78
Koop, Gary
78
Pesaran, M. Hashem
75
Lütkepohl, Helmut
74
Lucas, André
69
Kunst, Robert M.
67
Harvey, Andrew C.
65
Swanson, Norman R.
64
Stock, James H.
61
Lux, Thomas
60
Dijk, Herman K. van
58
Engle, Robert F.
58
Marcellino, Massimiliano
58
Maravall Herrero, Agustín
57
Hassler, Uwe
56
Gao, Jiti
54
Granger, C. W. J.
54
Kapetanios, George
54
Feng, Yuanhua
53
Watson, Mark W.
53
Taylor, Robert
52
Hyndman, Rob J.
50
Timmermann, Allan
50
Dijk, Dick van
49
Hallin, Marc
49
Bauwens, Luc
48
Ghysels, Eric
45
Perron, Pierre
45
Proietti, Tommaso
45
Saikkonen, Pentti
44
Beran, Jan
42
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National Bureau of Economic Research
87
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
48
Ekonomiska forskningsinstitutet <Stockholm>
44
European University Institute / Department of Economics
32
Econometrisch Instituut <Rotterdam>
12
Umeå universitet
11
Federal Reserve Bank of St. Louis
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
European University Institute / Department of Law
6
Umeå Universitet / Institutionen för Nationalekonomi
6
University of Strathclyde / Department of Economics
6
Christian-Albrechts-Universität zu Kiel
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Cambridge / Department of Applied Economics
5
University of Exeter / Department of Economics
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Centre for Growth and Business Cycle Research <Manchester>
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
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
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
University of Toronto / Department of Economics
3
Australien / Bureau of Statistics
2
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Journal of econometrics
417
International journal of forecasting
366
Economics letters
324
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
300
Journal of forecasting
248
Discussion paper / Tinbergen Institute
222
Econometric theory
197
Applied economics
168
Economic modelling
156
Econometric reviews
151
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
133
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
130
Energy economics
125
Working paper
115
Journal of applied econometrics
108
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
108
Applied economics letters
101
CREATES research paper
98
Working paper / National Bureau of Economic Research, Inc.
96
Computational economics
91
Working paper / Department of Econometrics and Business Statistics, Monash University
91
Journal of empirical finance
90
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
82
Finance research letters
81
Journal of economic dynamics & control
81
CESifo working papers
73
NBER working paper series
73
NBER Working Paper
72
Journal of macroeconomics
67
Oxford bulletin of economics and statistics
64
International review of financial analysis
62
Discussion paper / Centre for Economic Policy Research
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
The review of economics and statistics
61
Tinbergen Institute Discussion Paper
61
Cowles Foundation discussion paper
60
International review of economics & finance : IREF
58
The econometrics journal
56
The North American journal of economics and finance : a journal of financial economics studies
55
Applied financial economics
54
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Source
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ECONIS (ZBW)
16,470
EconStor
391
USB Cologne (EcoSocSci)
5
RePEc
3
USB Cologne (business full texts)
2
ArchiDok
2
OLC EcoSci
2
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date (oldest first)
1
Intraday time-series momentum and investor trading behavior
Onishchenko, Olena
;
Zhao, Jing
;
Kuruppuarachchi, Duminda
; …
- In:
Journal of behavioral and experimental finance
31
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012815827
Saved in:
2
Time Series Momentum and Reversal : Intraday Information from Realized Semivariance
Liu, Zhenya
-
2020
The presence of time series momentum effect has been widely documented in the financial markets across asset classes and countries. We find a predictable pattern of the realized semi-variance to the future individual asset return, especially during the stressed states of time series momentum...
Persistent link: https://www.econbiz.de/10012836027
Saved in:
3
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
4
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:
5
The Markov switching multi-fractal model of asset returns : estimation and forecasting of dynamic volatitility with multinomial specifications
Lee, Hwa Taek
-
2007
Persistent link: https://www.econbiz.de/10003767966
Saved in:
6
Conditional correlations and
volatility
spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
7
Extreme observations and non-normality in ARCH and GARCH
Bali, Rakesh
;
Guirguis, Hany S.
- In:
International review of economics & finance : IREF
16
(
2007
)
3
,
pp. 332-346
Persistent link: https://www.econbiz.de/10003613144
Saved in:
8
Conditional correlations and
volatility
spillovers between crude oil and stock index returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987330
Saved in:
9
Long memory analysis : an empirical investigation
Nazarian, Rafik
;
Naderi, Esmaeil
;
Gandali Alikhani, Nadiya
- In:
International journal of economics and financial issues …
4
(
2014
)
1
,
pp. 16-26
Persistent link: https://www.econbiz.de/10010519739
Saved in:
10
Nonlinear risk
Chauvet, Marcelle
;
Potter, Simon M.
- In:
Macroeconomic dynamics
5
(
2001
)
4
,
pp. 621-646
Persistent link: https://www.econbiz.de/10001625178
Saved in:
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