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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Volatilität
1,047
Volatility
1,008
Stochastic volatility
1,000
stochastic volatility
959
Stochastischer Prozess
925
Convertible bond
913
Wandelanleihe
907
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898
Theorie
824
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781
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calibration
471
Calibration
468
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419
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417
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217
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213
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206
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USA
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158
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157
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Capital income
153
Stochastische Volatilität
144
Monte-Carlo-Simulation
134
Schätztheorie
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Welt
125
Estimation theory
123
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105
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Aufsatz in Zeitschrift
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Graue Literatur
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Non-commercial literature
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73
Aufsatzsammlung
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English
222
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Chan, Joshua
12
Bos, Charles S.
10
Koopman, Siem Jan
10
Clark, Todd E.
9
Carriero, Andrea
8
Marcellino, Massimiliano
8
McAleer, Michael
8
Poon, Aubrey
8
Tauchen, George Eugene
8
Zhang, Bo
8
Cross, Jamie
7
Rodriguez, Gabriel
7
Hou, Chenghan
6
Todorov, Viktor
6
Asai, Manabu
5
Bao Hoang Nguyen
5
Karlsson, Sune
5
Koop, Gary
5
Li, Jia
5
Mertens, Elmar
5
Gefang, Deborah
4
Gupta, Rangan
4
Mumtaz, Haroon
4
Ooms, Marius
4
Ravazzolo, Francesco
4
Österholm, Pär
4
Creal, Drew
3
Gao, Shen
3
Guo, Na
3
Li, Mengheng
3
Pajor, Anna
3
Tong, Howell
3
Wróblewska, Justyna
3
Bennedsen, Mikkel
2
Berger, Tino
2
Bianchi, Daniele
2
Breitung, Jörg
2
Caporale, Guglielmo Maria
2
Castle, Jennifer
2
Chang, Chia-Lin
2
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Christian-Albrechts-Universität zu Kiel
1
National Bureau of Economic Research
1
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Journal of econometrics
14
Discussion paper / Tinbergen Institute
13
CAMA working paper series
12
International journal of forecasting
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
Tinbergen Institute Discussion Paper
6
Documento de trabajo
5
Economic modelling
5
Journal of economic dynamics & control
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Working paper
5
Journal of forecasting
4
Computational economics
3
Discussion papers / CEPR
3
Econometric reviews
3
Econometrics : open access journal
3
Economics letters
3
Empirical economics : a quarterly journal of the Institute for Advanced Studies
3
Journal of banking & finance
3
Journal of money, credit and banking : JMCB
3
Mathematical finance
3
Applied mathematical finance
2
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
2
Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
2
Energy economics
2
Federal Reserve Bank of Cleveland working paper series
2
Finance research letters
2
Handbook of economic forecasting ; 1
2
International review of financial analysis
2
Journal of financial econometrics
2
Journal of risk and financial management : JRFM
2
Quantitative economics : QE ; journal of the Econometric Society
2
Review of world economics
2
Risks : open access journal
2
SFB 649 discussion paper
2
Working paper / Department of Econometrics and Business Statistics, Monash University
2
Working papers / Department of Economics, University of Utah
2
Annals of economics and finance
1
Applied economics
1
Applied economics letters
1
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ECONIS (ZBW)
213
EconStor
9
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1
A fixed-bandwith view of the pre-asymptotic inference for Kernel smooting with time series data
Kim, Min Seong
;
Sun, Yixiao
;
Yang, Jingjing
-
2015
Persistent link: https://www.econbiz.de/10011378410
Saved in:
2
Essays on economic sentiment dynamics and asymmetric multifractal models of financial volatility
Sushko, Stepan S.
-
2021
Persistent link: https://www.econbiz.de/10012940057
Saved in:
3
Expert forecasting with and without uncertainty quantification and weighting : What do the data say?
Cooke, Roger M.
;
Marti, Deniz
;
Mazzuchi, Thomas
- In:
International journal of forecasting
37
(
2021
)
1
,
pp. 378-387
Persistent link: https://www.econbiz.de/10012693076
Saved in:
4
Factor models in the German electricity market : stylized facts, seasonality, and
calibration
Hinderks, Wieger Johan
;
Wagner, Andreas
- In:
Energy economics
85
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012510288
Saved in:
5
Card forecasts for M4
Doornik, Jurgen A.
;
Castle, Jennifer
;
Hendry, David F.
- In:
International journal of forecasting
36
(
2020
)
1
,
pp. 129-134
Persistent link: https://www.econbiz.de/10012406083
Saved in:
6
A practical approach to testing
calibration
strategies
Cao, Yongquan
;
Gordon, Grey
- In:
Computational economics
53
(
2019
)
3
,
pp. 1165-1182
Persistent link: https://www.econbiz.de/10012135125
Saved in:
7
Some forecasting principles from the M4 competition
Castle, Jennifer
;
Doornik, Jurgen A.
;
Hendry, David F.
-
2019
Persistent link: https://www.econbiz.de/10012492555
Saved in:
8
A fixed-bandwidth view of the pre-asymptotic inference for kernel smoothing with time series data
Kim, Min Seong
;
Sun, Yixiao
;
Yang, Jingjing
- In:
Journal of econometrics
197
(
2017
)
2
,
pp. 298-322
Persistent link: https://www.econbiz.de/10011818361
Saved in:
9
Spatio-temporal probabilistic forecasting of wind power for multiple farms : a copula-based hybrid model
Arrieta-Prieto, Mario
;
Schell, Kristen R.
- In:
International journal of forecasting
38
(
2022
)
1
,
pp. 300-320
Persistent link: https://www.econbiz.de/10013347791
Saved in:
10
Convertible bond underpricing : renegotiable covenants, seasoning, and convergence
Chan, Alex Wing-ho
;
Chen, Nai-fu
- In:
Management science : journal of the Institute for …
53
(
2007
)
11
,
pp. 1793-1814
Persistent link: https://www.econbiz.de/10003593262
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