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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
113
Theory
113
economic models
58
CAPM
48
Estimation theory
42
Schätztheorie
42
econometrics
40
ECONOMIC MODELS
35
Volatility
33
Volatilität
33
ECONOMETRICS
29
Capital income
26
Kapitaleinkommen
26
Risikoprämie
25
Risk premium
25
Stochastic process
23
Stochastischer Prozess
23
Time series analysis
22
Method of moments
20
Momentenmethode
20
Option pricing theory
19
Optionspreistheorie
19
TESTS
18
Estimation
17
Schätzung
17
Börsenkurs
16
Share price
16
information
16
Nichtparametrisches Verfahren
15
Nonparametric statistics
15
USA
15
United States
15
tests
15
INFORMATION
14
competition
14
contracts
14
economic equilibrium
14
risk
14
FINANCIAL MARKET
12
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Free
5
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2
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Book / Working Paper
12
Article
10
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Arbeitspapier
11
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11
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10
Aufsatz in Zeitschrift
10
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10
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10
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4
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4
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Language
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English
22
Author
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Renault, Eric
18
Gouriéroux, Christian
5
Dufour, Jean-Marie
4
Garcia, René
3
Monfort, Alain
3
Comte, Fabienne
2
Frazier, David T.
2
Meddahi, Nour
2
Pelletier, Denis
2
Perron, Pierre
2
Sekkat, Khalid
2
Szafarz, Ariane
2
Touzi, Nizar
2
Werker, Bas J. M.
2
Bonomo, Marco Antonio
1
Dovonon, Prosper
1
Florens, Jean-Pierre
1
Renault, E.
1
Valéry, P.
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Center for Economic Research <Tilburg>
1
Université de Montréal / Département de sciences économiques
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Série des documents de travail / Centre de Recherche en Économie et Statistique
4
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Journal of econometrics
2
Série des documents de travail
2
Annales d'économie et de statistique
1
Annals of economics and statistics
1
Cahier / Département de Sciences Économiques, Université de Montréal
1
Cahier / Départment de Sciences Économiques, Université de Montréal
1
Discussion paper / Center for Economic Research, Tilburg University
1
Discussion papers / Service des Etudes et de la Statistique, Ministère de la Région Wallonne
1
Econometric Research Program research memorandum
1
Economics letters
1
Journal of applied econometrics
1
Journal of empirical finance
1
Série des documents de travail du CREST (Centre de Recherche en Economie et Statistique) / Institut National de la Statistique et des Etudes Economiques / Institut National de la Statistique et des Etudes Economiques
1
Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations
1
The review of economics and statistics
1
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ECONIS (ZBW)
22
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1
An analysis of the real interest rate under regime shifts
Garcia, René
;
Perron, Pierre
-
1990
-
Rev
Persistent link: https://www.econbiz.de/10000809705
Saved in:
2
An analysis of the real interest rate under regime shifts
Garcia, René
- In:
The review of economics and statistics
78
(
1996
)
1
,
pp. 111-125
Persistent link: https://www.econbiz.de/10001202955
Saved in:
3
Can a well-fitted equilibrium asset-pricing model produce mean reversion?
Bonomo, Marco Antonio
- In:
Journal of applied econometrics
9
(
1994
)
1
,
pp. 19-29
Persistent link: https://www.econbiz.de/10001153860
Saved in:
4
Long memory continuous time models
Comte, Fabienne
;
Renault, Eric
-
1993
Persistent link: https://www.econbiz.de/10000880864
Saved in:
5
GARCH and irregularly spaced data
Meddahi, Nour
;
Renault, Eric
;
Werker, Bas J. M.
- In:
Economics letters
90
(
2006
)
2
,
pp. 200-204
Persistent link: https://www.econbiz.de/10003275843
Saved in:
6
Short run and long run causality in time series : inference
Dufour, Jean-Marie
;
Pelletier, Denis
;
Renault, Eric
- In:
Journal of econometrics
132
(
2006
)
2
,
pp. 337-362
Persistent link: https://www.econbiz.de/10003348758
Saved in:
7
Diffusion processes with polynomial eigenfunctions
Gouriéroux, Christian
;
Renault, E.
;
Valéry, P.
- In:
Annales d'économie et de statistique
85
(
2007
),
pp. 115-130
Persistent link: https://www.econbiz.de/10003690229
Saved in:
8
Testing for common conditionally heteroskedastic factors
Dovonon, Prosper
;
Renault, Eric
- In:
Econometrica : journal of the Econometric Society, an …
81
(
2013
)
6
,
pp. 2561-2586
Persistent link: https://www.econbiz.de/10010237396
Saved in:
9
Efficient two-step estimation via targeting
Frazier, David T.
;
Renault, Eric
-
2016
Persistent link: https://www.econbiz.de/10011453604
Saved in:
10
Short run and long run causality in time series : inference
Dufour, Jean-Marie
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001948010
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