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~subject:"Zeitreihenanalyse"
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Subject
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Zeitreihenanalyse
Theorie
623,800
Theory
608,896
USA
329,786
United States
291,226
Schätzung
49,232
Estimation
47,683
Prognoseverfahren
41,122
Volatility
40,810
Volatilität
40,542
Forecasting model
40,128
Welt
36,926
World
36,012
Deutschland
34,798
Germany
31,310
Geldpolitik
30,558
Monetary policy
29,479
Börsenkurs
25,167
Share price
24,802
Portfolio-Management
22,987
Portfolio selection
22,729
Risiko
21,659
Risk
21,457
EU-Staaten
20,213
Kapitaleinkommen
20,014
Capital income
19,938
EU countries
19,461
Wirtschaftswachstum
19,178
Economic growth
18,313
Time series analysis
17,890
Großbritannien
17,665
Mathematische Optimierung
17,332
Mathematical programming
17,226
United Kingdom
15,344
Konjunktur
15,211
Business cycle
14,674
Wirkungsanalyse
14,312
Impact assessment
13,960
Innovation
13,405
Konsumentenverhalten
13,342
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Online availability
All
Free
6,203
Undetermined
3,465
Type of publication
All
Article
9,530
Book / Working Paper
8,885
Journal
2
Type of publication (narrower categories)
All
Article in journal
8,826
Aufsatz in Zeitschrift
8,826
Working Paper
4,853
Graue Literatur
4,692
Non-commercial literature
4,692
Arbeitspapier
4,434
Hochschulschrift
646
Aufsatz im Buch
617
Book section
617
Thesis
543
Collection of articles of several authors
166
Sammelwerk
166
Collection of articles written by one author
136
Sammlung
136
Lehrbuch
133
Textbook
113
Bibliografie enthalten
100
Bibliography included
100
Aufsatzsammlung
82
Amtsdruckschrift
60
Government document
60
Konferenzschrift
59
Systematic review
58
Übersichtsarbeit
58
Forschungsbericht
47
Conference paper
45
Konferenzbeitrag
45
Conference proceedings
33
Rezension
20
Mehrbändiges Werk
18
Multi-volume publication
18
Festschrift
15
Bibliografie
14
Handbook
14
Handbuch
14
Article
12
Reprint
11
Einführung
10
Statistik
7
Case study
6
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Language
All
English
17,721
German
482
French
85
Spanish
71
Italian
23
Portuguese
17
Polish
10
Dutch
5
Russian
5
Undetermined
5
Czech
3
Finnish
3
Danish
2
Croatian
2
Norwegian
2
Slovenian
2
Valencian
1
Japanese
1
Slovak
1
Swedish
1
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Author
All
Gil-Alaña, Luis A.
186
Koopman, Siem Jan
176
Franses, Philip Hans
174
Caporale, Guglielmo Maria
170
Phillips, Peter C. B.
134
McAleer, Michael
113
Pesaran, M. Hashem
91
Koop, Gary
89
Gupta, Rangan
88
Teräsvirta, Timo
88
Sibbertsen, Philipp
85
Kapetanios, George
81
Härdle, Wolfgang
80
Hyndman, Rob J.
79
Lütkepohl, Helmut
78
Swanson, Norman R.
77
Lucas, André
72
Kunst, Robert M.
71
Marcellino, Massimiliano
69
Harvey, Andrew C.
66
Dijk, Herman K. van
65
Stock, James H.
64
Ravazzolo, Francesco
60
Lux, Thomas
59
Hassler, Uwe
56
Maravall Herrero, Agustín
56
Timmermann, Allan
56
Watson, Mark W.
56
Engle, Robert F.
55
Feng, Yuanhua
54
Bauwens, Luc
53
Gao, Jiti
53
Granger, C. W. J.
53
Hallin, Marc
53
Dijk, Dick van
52
Taylor, Robert
52
Hendry, David F.
51
Proietti, Tommaso
51
Ghysels, Eric
49
Diebold, Francis X.
46
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Institution
All
National Bureau of Economic Research
92
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
49
Ekonomiska forskningsinstitutet <Stockholm>
44
European University Institute / Department of Economics
32
Econometrisch Instituut <Rotterdam>
12
Umeå universitet
11
Federal Reserve Bank of St. Louis
10
Centre for Analytical Finance <Århus>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
European University Institute / Department of Law
8
Gottfried Wilhelm Leibniz Universität Hannover
7
Centre for Quantitative Economics & Computing
6
Christian-Albrechts-Universität zu Kiel
6
London School of Economics and Political Science
6
Umeå Universitet / Institutionen för Nationalekonomi
6
University of Strathclyde / Department of Economics
6
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Cambridge / Department of Applied Economics
5
University of Exeter / Department of Economics
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
Institut für Weltwirtschaft
4
Norges Bank / Utredningsavdelingen
4
Rutgers University / Department of Economics
4
University of Canterbury / Dept. of Economics and Finance
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Université de Montréal / Département de sciences économiques
4
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Federal Reserve Bank of New York
3
Organisation for Economic Co-operation and Development
3
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
3
School of Finance and Business Economics <Perth, Western Australia>
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
State University of New York at Albany / Department of Economics
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
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Published in...
All
International journal of forecasting
508
Journal of econometrics
422
Economics letters
322
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
314
Journal of forecasting
303
Discussion paper / Tinbergen Institute
234
Econometric theory
200
Applied economics
185
Economic modelling
172
Econometric reviews
156
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
150
Energy economics
139
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
138
Working paper
135
Working paper / Department of Econometrics and Business Statistics, Monash University
117
Journal of applied econometrics
116
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
114
CREATES research paper
101
Applied economics letters
99
Computational economics
94
Working paper / National Bureau of Economic Research, Inc.
94
Journal of empirical finance
91
CESifo working papers
84
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
82
Journal of economic dynamics & control
81
NBER working paper series
77
Finance research letters
76
NBER Working Paper
74
Journal of macroeconomics
69
Oxford bulletin of economics and statistics
67
Tinbergen Institute Discussion Paper
66
Discussion paper / Centre for Economic Policy Research
63
Cowles Foundation discussion paper
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
The review of economics and statistics
61
The econometrics journal
60
European journal of operational research : EJOR
59
Econometrics : open access journal
58
International review of financial analysis
58
The North American journal of economics and finance : a journal of financial economics studies
57
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Source
All
ECONIS (ZBW)
17,955
EconStor
436
USB Cologne (EcoSocSci)
11
OLC EcoSci
6
RePEc
4
USB Cologne (business full texts)
3
ArchiDok
2
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Showing
1
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10
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18,417
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articles prioritized
date (newest first)
date (oldest first)
1
Do oil-price shocks predict the realized variance of U.S. REITs?
Bonato, Matteo
;
Çepni, Oğuzhan
;
Gupta, Rangan
; …
- In:
Energy economics
104
(
2021
),
pp. 1-19
Persistent link: https://www.econbiz.de/10013364407
Saved in:
2
Forecasting REIT
volatility
with high-frequency data : a comparison of alternative methods
Zhou, Jian
- In:
Applied economics
49
(
2017
)
26
,
pp. 2590-2605
Persistent link: https://www.econbiz.de/10011819614
Saved in:
3
The Markov switching multi-fractal model of asset returns : estimation and forecasting of dynamic volatitility with multinomial specifications
Lee, Hwa Taek
-
2007
Persistent link: https://www.econbiz.de/10003767966
Saved in:
4
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:
5
Fourier analysis for stock price forecasting : assumption and evidence
Stádník, Bohumil
;
Raudeliūnienė, Jurgita
; …
- In:
Journal of business economics and management
17
(
2016
)
3
,
pp. 365-380
Persistent link: https://www.econbiz.de/10011517950
Saved in:
6
Correcting the errors :
volatility
forecast evaluation using high-frequency data and realized volatilities
Andersen, Torben
;
Bollerslev, Tim
;
Meddahi, Nour
- In:
Econometrica : journal of the Econometric Society, an …
73
(
2005
)
1
,
pp. 279-296
Persistent link: https://www.econbiz.de/10002568170
Saved in:
7
Correcting the errors : a note on
volatility
forecast evaluation based on high-frequency data and realized volatilities
Andersen, Torben
(
contributor
);
Bollerslev, Tim
(
contributor
)
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947554
Saved in:
8
Forecasting the S&P 500 index
volatility
Chen, An-sing
- In:
International review of economics & finance : IREF
6
(
1997
)
4
,
pp. 391-404
Persistent link: https://www.econbiz.de/10001235520
Saved in:
9
On business cycle fluctuations in
USA
macroeconomic time series
Kiani, Khurshid M.
- In:
Economic modelling
53
(
2016
),
pp. 179-186
Persistent link: https://www.econbiz.de/10011640993
Saved in:
10
Price and
volatility
persistence of the US REITs market
Adekoya, Oluwasegun B.
;
Oduyemi, Gabriel O.
;
Oliyide, …
- In:
Future Business Journal
7
(
2021
),
pp. 1-10
-memory behavior is established for REITs
volatility
, although mean reversion is slower during and after the crisis. These results are …
Persistent link: https://www.econbiz.de/10012668306
Saved in:
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