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~subject:"Zeitreihenanalyse"
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Financial Markets Equilibrium...
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Zeitreihenanalyse
Volatility
40,663
Volatilität
39,572
Theorie
16,530
Theory
16,459
Yield curve
14,453
Zinsstruktur
14,412
Schätzung
10,656
Estimation
10,604
Börsenkurs
9,559
Share price
9,534
Kapitaleinkommen
8,144
Capital income
8,135
ARCH-Modell
6,389
ARCH model
6,380
USA
6,142
United States
6,099
Aktienmarkt
5,889
Stock market
5,878
Welt
5,337
World
5,313
Exchange rate
5,035
Wechselkurs
5,024
Prognoseverfahren
4,704
Forecasting model
4,690
Optionspreistheorie
4,512
Option pricing theory
4,494
Stochastischer Prozess
4,189
Stochastic process
4,181
Geldpolitik
3,690
Monetary policy
3,686
Risk premium
3,461
Risikoprämie
3,457
Time series analysis
3,447
Zins
2,981
Risk
2,958
Interest rate
2,957
Risiko
2,889
Portfolio-Management
2,720
Portfolio selection
2,718
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Online availability
All
Free
1,300
Undetermined
1,086
Type of publication
All
Article
2,042
Book / Working Paper
1,429
Type of publication (narrower categories)
All
Article in journal
1,952
Aufsatz in Zeitschrift
1,952
Graue Literatur
822
Non-commercial literature
822
Working Paper
806
Arbeitspapier
795
Hochschulschrift
89
Aufsatz im Buch
86
Book section
86
Thesis
67
Collection of articles of several authors
21
Sammelwerk
21
Collection of articles written by one author
20
Sammlung
20
Aufsatzsammlung
14
Conference paper
8
Konferenzbeitrag
8
Lehrbuch
6
Textbook
6
Bibliografie enthalten
5
Bibliography included
5
Dissertation u.a. Prüfungsschriften
3
Rezension
3
Systematic review
3
Übersichtsarbeit
3
Case study
2
Fallstudie
2
Handbook
2
Handbuch
2
Advisory report
1
Amtsdruckschrift
1
Conference proceedings
1
Festschrift
1
Forschungsbericht
1
Government document
1
Gutachten
1
Konferenzschrift
1
Mikroform
1
Reprint
1
Universitätsschrift
1
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Language
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English
3,411
German
57
French
3
Spanish
3
Czech
1
Dutch
1
Author
All
McAleer, Michael
53
Caporale, Guglielmo Maria
50
Koopman, Siem Jan
43
Gil-Alaña, Luis A.
38
Lux, Thomas
36
Bollerslev, Tim
30
Gupta, Rangan
30
Härdle, Wolfgang
29
Andersen, Torben
24
Lucas, André
24
Tauchen, George Eugene
23
Dijk, Dick van
21
Sibbertsen, Philipp
20
Todorov, Viktor
20
Chan, Joshua
19
Asai, Manabu
17
Chang, Chia-Lin
17
Hafner, Christian M.
17
Rodriguez, Gabriel
17
Hallin, Marc
16
Kim, Donggyu
16
Hansen, Peter Reinhard
15
Hautsch, Nikolaus
15
Li, Jia
15
Taylor, Robert
15
Teräsvirta, Timo
15
Caporin, Massimiliano
14
Engle, Robert F.
14
Hounyo, Ulrich
14
Bos, Charles S.
13
Cavaliere, Giuseppe
13
Sucarrat, Genaro
13
Baruník, Jozef
12
Bauwens, Luc
12
Clark, Todd E.
12
Cross, Jamie
12
Diebold, Francis X.
12
Gonçalves, Sílvia
12
Kumar, Dilip
12
Lütkepohl, Helmut
12
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Institution
All
National Bureau of Economic Research
14
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Centre for Growth and Business Cycle Research <Manchester>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
Centre for Analytical Finance <Århus>
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Christian-Albrechts-Universität zu Kiel
2
Econometrisch Instituut <Rotterdam>
2
Université de Montréal / Département de sciences économiques
2
William Davidson Institute <Ann Arbor, Mich.>
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
Center for Economic Research <Tilburg>
1
Centre for Quantitative Economics & Computing
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Computer Research Centre for Economics and Management Science, National Bureau of Economic Research, inc.
1
Hamburgisches WeltWirtschaftsInstitut
1
Institut for Finansiering <Frederiksberg>
1
Institute of Finance and Accounting <London>
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Internationaler Währungsfonds / Asia and Pacific Department
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Reserve Bank of New Zealand
1
Rodney L. White Center for Financial Research
1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
The Wharton Financial Institutions Center
1
University of California, San Diego / Department of Economics
1
University of Strathclyde / Department of Economics
1
University of Western Sydney, Macarthur / Department of Economics and Finance
1
Westfälische Wilhelms-Universität Münster
1
Zentrum für Europäische Wirtschaftsforschung
1
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Published in...
All
Journal of econometrics
106
Discussion paper / Tinbergen Institute
77
Energy economics
67
International journal of forecasting
64
Economic modelling
62
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
62
Journal of empirical finance
54
Finance research letters
45
Economics letters
36
Journal of forecasting
36
Applied economics
35
Econometric reviews
35
International review of financial analysis
35
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
34
The North American journal of economics and finance : a journal of financial economics studies
32
CREATES research paper
31
Working paper
29
International review of economics & finance : IREF
28
Journal of banking & finance
28
Quantitative finance
28
Journal of financial econometrics
27
Computational economics
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
24
Journal of risk and financial management : JRFM
24
Research in international business and finance
22
Journal of economic dynamics & control
20
SFB 649 discussion paper
20
CAMA working paper series
19
Applied economics letters
17
CESifo working papers
17
Econometrics : open access journal
16
Applied financial economics
15
Journal of financial economics
15
Journal of international financial markets, institutions & money
15
The econometrics journal
15
Economics working paper
14
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
14
Journal of economics and finance
14
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
13
International journal of finance & economics : IJFE
13
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Source
All
ECONIS (ZBW)
3,454
EconStor
11
USB Cologne (EcoSocSci)
6
Showing
1
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10
of
3,471
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articles prioritized
date (newest first)
date (oldest first)
1
Analyzing the term structure of interest rates using the dynamic Nelson-Siegel model with time-varying parameters
Koopman, Siem Jan
;
Mallee, Max I. P.
;
Wel, Michel van der
-
2007
factor. Second, we specify the overall
volatility
as a generalized autoregressive conditional heteroscedasticity (GARCH …
Persistent link: https://www.econbiz.de/10011373825
Saved in:
2
Stationary bubble equilibria in rational expectation models
Gouriéroux, Christian
;
Jasiak, Joann
;
Monfort, Alain
-
2016
Persistent link: https://www.econbiz.de/10012182001
Saved in:
3
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:
4
When unit roots matter : excess
volatility
and excess smoothness of long term interest rates
Schotman, Peter C.
-
1991
Persistent link: https://www.econbiz.de/10000818771
Saved in:
5
Interest rate models - theory and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano
;
Mercurio, Fabio
-
2006
-
2. ed.
Persistent link: https://www.econbiz.de/10002116360
Saved in:
6
Conditional
volatility
in affine term-structure models : evidence from Treasury and swap markets
Jacobs, Kris
;
Karoui, Lotfi
- In:
Journal of financial economics
91
(
2009
)
3
,
pp. 288-318
Persistent link: https://www.econbiz.de/10003833577
Saved in:
7
The comovements along the term structure of oil forwards in periods of high and low
volatility
: how tight are they?
Marzo, Massimiliano
;
Zagaglia, Paolo
-
2009
Persistent link: https://www.econbiz.de/10003793443
Saved in:
8
Mean reversion in US and international short rates
Christiansen, Charlotte
- In:
The North American journal of economics and finance : a …
21
(
2010
)
3
,
pp. 286-296
Persistent link: https://www.econbiz.de/10009267822
Saved in:
9
The stability of short-term interest rates pass-through in the euro area during the financial market and sovereign debt crises
Avouyi-Dovi, Sanvi
;
Horny, Guillaume
;
Sevestre, Patrick
-
2015
Persistent link: https://www.econbiz.de/10011305234
Saved in:
10
Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping
;
Feng, Yun
;
Wu, Chong-feng
;
Xu, Wei-dong
- In:
Economic modelling
30
(
2013
),
pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
Saved in:
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