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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
139
Theory
133
Prognoseverfahren
97
Forecasting model
90
Time series analysis
80
Volatilität
62
Volatility
61
USA
48
Schätzung
41
United States
40
Estimation
38
Portfolio-Management
34
Portfolio selection
33
Business cycle
31
Bayes-Statistik
29
Bayesian inference
27
Konjunktur
27
Nichtlineare Regression
27
Nonlinear regression
27
Schätztheorie
26
Börsenkurs
25
Estimation theory
24
Kapitaleinkommen
24
Statistische Verteilung
24
Bayesian analysis
23
Markov-Kette
23
Strukturbruch
23
Capital income
22
Markov chain
22
Statistical distribution
22
Structural break
21
Share price
20
Wirtschaftsindikator
20
Monte Carlo simulation
19
Monte-Carlo-Simulation
19
ARCH-Modell
18
Economic indicator
18
ARCH model
17
Aktienmarkt
15
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Online availability
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Free
55
Undetermined
2
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Book / Working Paper
64
Article
22
Type of publication (narrower categories)
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Working Paper
47
Arbeitspapier
41
Graue Literatur
36
Non-commercial literature
36
Article in journal
21
Aufsatz in Zeitschrift
21
Aufsatzsammlung
1
Collection of articles of several authors
1
Lehrbuch
1
Rezension
1
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1
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1
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English
86
Author
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Dijk, Dick van
71
Franses, Philip Hans
21
Paap, Richard
11
Teräsvirta, Timo
11
van Dijk, Dick J. C.
10
Panchenko, Valentyn
9
Diks, Cees G. H.
7
Lucas, André
7
Pooter, Michiel de
7
Martens, Martin
6
Medeiros, Marcelo C.
6
Ravazzolo, Francesco
6
Sensier, Marianne
5
van Dijk, Dick
5
Hafner, Christian M.
4
Munandar, Haris
4
Giordani, Paolo
3
Groenen, Patrick J. F.
3
Heij, Christiaan
3
Kohn, Robert
3
Kole, Erik
3
Opschoor, Anne
3
Strikholm, Birgit
3
Çakmaklı, Cem
3
Diks, Cees
2
Hauwe, Sjoerd van den
2
Lucas, Andre
2
Milas, Costas
2
Novales, Alfonso
2
Opschoor, Daan
2
Os, Bram van
2
Osborn, Denise R.
2
Rothman, Philip
2
Bannouh, Karim
1
Barra, Istvan
1
Barra, István
1
Basturk, Nalan
1
Clements, Michael P.
1
De Pooter, Michiel
1
Mills, Terence C.
1
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Econometrisch Instituut <Rotterdam>
5
Centre for Growth and Business Cycle Research <Manchester>
3
Ekonomiska forskningsinstitutet <Stockholm>
2
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
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Discussion paper / Tinbergen Institute
19
Econometric Institute research papers
10
International journal of forecasting
6
Tinbergen Institute Discussion Paper
4
Discussion paper series
3
Journal of econometrics
3
SSE EFI working paper series in economics and finance
3
Contributions to economic analysis
2
Discussion paper / School of Economics, The University of New South Wales
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
Applied financial economics
1
De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
1
Econometric Institute Report EI
1
Econometric reviews
1
Economics, statistics and mathematical economics
1
FRB International Finance Discussion Paper
1
International finance discussion papers
1
Journal of applied econometrics
1
Journal of development economics
1
Journal of economic dynamics & control
1
Journal of forecasting
1
Oxford bulletin of economics and statistics
1
Report / Econometric Institute, Erasmus University Rotterdam
1
Report / Econometric Institute, Erasmus University, Rotterdam / Econometric Institute, Erasmus University Rotterdam
1
Report / Erasmus Center for Financial Research, Erasmus University
1
SSE/EFI Working Paper Series in Economics and Finance
1
Texto para discussão
1
Texto para discussão / Pontifícia Universidade Católica do Rio de Janeiro, Departamento de Economia
1
The North American journal of economics and finance : a journal of financial economics studies
1
The econometrics journal
1
The review of economics and statistics
1
Tinbergen Institute Discussion Paper 11-023/4
1
Tinbergen Institute Discussion Paper 2020-057/VI
1
Tinbergen Institute Discussion Paper 2021-080/III
1
Working paper / Norges Bank
1
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ECONIS (ZBW)
80
EconStor
6
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1
[Rezension von: Mills, Terence C., The econometric modelling of financial time series]
Dijk, Dick van
- In:
De economist : Netherlands economic review ; quarterly …
148
(
2000
)
3
,
pp. 412-413
Persistent link: https://www.econbiz.de/10001508942
Saved in:
2
Testing for ARCH in the presence of addiative outliers
Dijk, Dick van
;
Franses, Philip Hans
;
Lucas, André
- In:
Journal of applied econometrics
14
(
1999
)
5
,
pp. 539-562
Persistent link: https://www.econbiz.de/10001421498
Saved in:
3
Evaluating real-time forecasts in real-time
Dijk, Dick van
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003753981
Saved in:
4
Partial likelihood-based scoring rules for evaluating density forecasts in tails
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Dijk, Dick van
-
2008
Persistent link: https://www.econbiz.de/10003739119
Saved in:
5
Out-of-sample comparison of Copula specifications in multivariate density forecasts
Diks, Cees G. H.
;
Panchenko, Valentyn
;
Dijk, Dick van
-
2008
Persistent link: https://www.econbiz.de/10003787159
Saved in:
6
Partial liklihood-based scoring rules for evaluating density forecasts in tails
Diks, Cees G. H.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003798183
Saved in:
7
Out-of-sample comparison of copula specifications in multivariate density forecasts
Diks, Cees G. H.
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003798233
Saved in:
8
Forecasting S&P 500 volatility : long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements
Martens, Martin
;
Dijk, Dick van
;
Pooter, Michiel de
- In:
International journal of forecasting
25
(
2009
)
2
,
pp. 282-303
Persistent link: https://www.econbiz.de/10003870055
Saved in:
9
Improved forecasting with leading indicators : the principal covariate index
Heij, Christiaan
(
contributor
);
Dijk, Dick van
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003484195
Saved in:
10
A unified approach to nonlinearity, structural change, and outliers
Giordani, Paolo
;
Kohn, Robert
;
Dijk, Dick van
- In:
Journal of econometrics
137
(
2007
)
1
,
pp. 112-133
Persistent link: https://www.econbiz.de/10003425516
Saved in:
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