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~subject:"Zeitreihenanalyse"
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A Disequilibrium Model of Regi...
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Zeitreihenanalyse
Theorie
97
Theory
97
USA
59
United States
59
Volatility
59
Volatilität
59
Time series analysis
58
ARCH model
54
ARCH-Modell
54
Estimation
50
Schätzung
50
Estimation theory
40
Schätztheorie
40
Capital income
37
Kapitaleinkommen
37
Börsenkurs
36
Share price
36
economic models
33
Portfolio selection
28
Portfolio-Management
28
Forecasting model
25
Prognoseverfahren
25
Correlation
22
Korrelation
22
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20
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20
Risikomanagement
20
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20
Welt
19
World
19
Aktienmarkt
18
Risiko
18
Risk
18
Stock market
18
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17
Systemrisiko
17
Bank risk
16
Bankrisiko
16
Hedging
16
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Book / Working Paper
32
Article
26
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Article in journal
22
Aufsatz in Zeitschrift
22
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10
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10
Graue Literatur
7
Non-commercial literature
7
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4
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3
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Sammelwerk
3
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Language
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English
57
German
1
Author
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Engle, Robert F.
58
Russell, Jeffrey R.
8
Bollerslev, Tim
5
Granger, C. W. J.
5
Issler, João Victor
5
Hylleberg, Svend
3
Nelson, Daniel B.
3
Ng, Victor K.
3
Vahid, Farshid
3
Ding, Zhuanxin
2
Itō, Takatoshi
2
Lee, Gary G. J.
2
Susmel, Raul
2
Watson, Mark W.
2
Bewley, Ronald A.
1
Brown, Scott James
1
Colacito, Riccardo
1
Conrad, Christian
1
Coulson, N. Edward
1
Engle, Roger F.
1
González-Rivera, Gloria
1
Hassler, Uwe
1
Hong, Che-hsiung T.
1
Kane, Alex
1
Kozicki, Sharon
1
Lin, Wen-ling
1
Lin, Wen-ling Tsai
1
Lunde, Asger
1
Rangel, Jose Gonzalo
1
Robins, Russell P.
1
White, Halbert
1
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University of Chicago / Graduate School of Business / Department of Economics
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Discussion paper / Department of Economics, University of California San Diego
16
Working paper / National Bureau of Economic Research, Inc.
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
4
Advanced texts in econometrics
3
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Advances in futures and options research : a research annual
1
Discussion paper series
1
Discussion paper series / Harvard Institute of Economic Research
1
Essays in nonlinear time series econometrics
1
Handbook of econometrics ; Vol. 4
1
Journal of applied econometrics
1
Journal of econometrics
1
Journal of economic literature
1
Journal of empirical finance
1
Journal of international money and finance
1
Journal of monetary economics
1
Journal of money, credit and banking : JMCB
1
Model reliability
1
Oxford bulletin of economics and statistics
1
Revista brasileira de economia : RBE ; revista da Escola de Pós-Graduação em Economia da Fundação Getúlio Vargas
1
The econometrics of economic policy
1
The journal of finance : the journal of the American Finance Association
1
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
1
Working paper / Department of Economics, University of Aarhus
1
Working paper series / Czech National Bank
1
Working paper series economics and econometrics
1
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ECONIS (ZBW)
58
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1
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58
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1
Volatility and time series econometrics : essays in honor of Robert Engle
Bollerslev, Tim
(
ed.
);
Engle, Robert F.
(
honouree
); …
-
2010
-
1. publ.
Persistent link: https://www.econbiz.de/10003861657
Saved in:
2
Zeitabhängige Volatilität und instationäre Zeitreihen : zum Nobelpreis an Robert F. Engle und Clive W. J. Granger
Hassler, Uwe
- In:
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
83
(
2003
)
12
,
pp. 811-816
Persistent link: https://www.econbiz.de/10001858207
Saved in:
3
Estimating sectoral cycles using cointegration and common features
Engle, Robert F.
;
Issler, João Victor
-
1993
Persistent link: https://www.econbiz.de/10000885426
Saved in:
4
Common trends and common cycles in Latin America
Engle, Robert F.
;
Issler, João Victor
-
1993
Persistent link: https://www.econbiz.de/10000862856
Saved in:
5
Common trends and common cycles
Vahid, Farshid
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841625
Saved in:
6
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000841635
Saved in:
7
Estimating sectoral cycles using cointegration and common features
Engle, Robert F.
;
Issler, João Victor
-
1992
Persistent link: https://www.econbiz.de/10000841638
Saved in:
8
A long memory property of stock market returns and a new model
Ding, Zhuanxin
;
Granger, C. W. J.
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841643
Saved in:
9
Time-varying volatility and the dynamic behavior of the term structure
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000812958
Saved in:
10
A permanent and transitory component model of stock return volatility
Engle, Robert F.
;
Lee, Gary G. J.
-
1993
-
[Rev.]
Persistent link: https://www.econbiz.de/10000877975
Saved in:
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