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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
628,244
Theory
613,342
USA
44,953
United States
43,746
Volatility
41,082
Volatilität
40,813
Schätzung
35,519
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34,671
Welt
29,981
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29,288
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23,768
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22,851
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22,305
Portfolio-Management
20,739
Portfolio selection
20,530
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19,710
Risk
19,557
Börsenkurs
18,806
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18,525
Mathematische Optimierung
17,075
Mathematical programming
16,970
Prognoseverfahren
16,425
Forecasting model
16,138
Wirtschaftswachstum
14,395
Time series analysis
14,293
Derivat
13,994
Derivative
13,957
Kapitaleinkommen
13,836
Capital income
13,784
Economic growth
13,778
Spieltheorie
12,718
Stochastischer Prozess
12,196
Game theory
11,992
Stochastic process
11,913
Experiment
11,526
Finanzmarkt
11,429
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11,191
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4,817
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Article
7,465
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7,230
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Article in journal
6,899
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3,862
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3,743
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3,533
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566
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Koopman, Siem Jan
146
Franses, Philip Hans
142
Gil-Alaña, Luis A.
135
Caporale, Guglielmo Maria
133
Phillips, Peter C. B.
131
McAleer, Michael
87
Härdle, Wolfgang
79
Teräsvirta, Timo
79
Sibbertsen, Philipp
78
Koop, Gary
76
Lütkepohl, Helmut
73
Pesaran, M. Hashem
69
Swanson, Norman R.
62
Kunst, Robert M.
60
Lucas, André
60
Harvey, Andrew C.
59
Lux, Thomas
59
Maravall Herrero, Agustín
57
Feng, Yuanhua
54
Hassler, Uwe
53
Engle, Robert F.
52
Marcellino, Massimiliano
51
Taylor, Robert
51
Granger, C. W. J.
50
Hyndman, Rob J.
50
Hallin, Marc
49
Bauwens, Luc
48
Stock, James H.
48
Dijk, Herman K. van
47
Gupta, Rangan
47
Dijk, Dick van
44
Proietti, Tommaso
44
Beran, Jan
43
Gao, Jiti
43
Ghysels, Eric
43
Kapetanios, George
43
Perron, Pierre
43
Timmermann, Allan
43
Saikkonen, Pentti
41
Watson, Mark W.
41
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National Bureau of Economic Research
71
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
48
Ekonomiska forskningsinstitutet <Stockholm>
42
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
401
International journal of forecasting
333
Economics letters
301
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
266
Journal of forecasting
235
Discussion paper / Tinbergen Institute
208
Econometric theory
197
Econometric reviews
149
Economic modelling
144
Applied economics
128
Energy economics
117
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
116
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
103
Journal of applied econometrics
94
CREATES research paper
89
Working paper
88
Computational economics
86
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
76
Journal of economic dynamics & control
75
Finance research letters
68
NBER Working Paper
61
Working paper / National Bureau of Economic Research, Inc.
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
CESifo working papers
58
Cowles Foundation discussion paper
58
NBER working paper series
58
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
EUI working paper / ECO
46
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ECONIS (ZBW)
14,348
EconStor
339
USB Cologne (EcoSocSci)
4
USB Cologne (business full texts)
2
ArchiDok
1
RePEc
1
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1
Regression models for ordinal valued time series : estimation and applications in finance
Müller, Gernot
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002977333
Saved in:
2
Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic
volatility
Bos, Charles S.
-
2008
Persistent link: https://www.econbiz.de/10003645209
Saved in:
3
Interest rate models -
theory
and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano
;
Mercurio, Fabio
-
2006
-
2. ed.
Persistent link: https://www.econbiz.de/10002116360
Saved in:
4
On some classes of continuous time series models and their use in financial economics
Surulescu, Nicolae Mircea
-
2010
Persistent link: https://www.econbiz.de/10008935502
Saved in:
5
Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978435
Saved in:
6
Long term forecasts of
volatility
in the market for crude oil : do futures prices offer any clues?
Brochu, Stephen M.
-
2002
Persistent link: https://www.econbiz.de/10001875427
Saved in:
7
Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G.
;
Trevor, Robert G.
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
4
,
pp. 397-408
Persistent link: https://www.econbiz.de/10001412844
Saved in:
8
A functional time series analysis of forward curves derived from commodity futures
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Wang, Shixuan
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 646-665
Persistent link: https://www.econbiz.de/10012415316
Saved in:
9
Dynamic hedging with futures : a copula-based GARCH model with high-frequency data
Lai, Yu-Sheng
- In:
Review of derivatives research
21
(
2018
)
3
,
pp. 307-329
Persistent link: https://www.econbiz.de/10012055744
Saved in:
10
Ordinal- and continuous-response stochastic
volatility
models for price changes : an empirical comparison
Czado, Claudia
;
Müller, Gernot
;
Nguyen, Thi-Ngoc-Giau
- In:
Statistical modelling and regression structures : …
,
(pp. 301-320)
.
2010
Persistent link: https://www.econbiz.de/10003964492
Saved in:
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