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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Börsenkurs
51,730
Share price
50,195
Volatility
40,212
Volatilität
40,020
Kapitaleinkommen
38,831
Capital income
38,731
Theorie
31,906
Theory
31,114
Schätzung
20,350
Estimation
19,914
Aktienmarkt
18,642
Stock market
18,448
USA
14,914
Optionspreistheorie
14,680
United States
14,557
Option pricing theory
14,222
Portfolio-Management
10,176
Portfolio selection
10,127
Prognoseverfahren
9,124
Forecasting model
9,006
Nichtparametrisches Verfahren
8,687
Welt
8,673
CAPM
8,562
World
8,512
Nonparametric statistics
8,317
ARCH-Modell
7,390
ARCH model
7,286
Anlageverhalten
7,270
Behavioural finance
7,205
Schätztheorie
7,125
Estimation theory
6,979
Statistischer Test
6,660
Ankündigungseffekt
6,448
Announcement effect
6,398
Statistical test
6,347
Time series analysis
6,242
Stochastischer Prozess
6,068
Risk
5,965
Stochastic process
5,937
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Free
2,504
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3,492
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2,937
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1
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158
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42
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6
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Gil-Alaña, Luis A.
78
Caporale, Guglielmo Maria
74
Gao, Jiti
60
Lux, Thomas
55
McAleer, Michael
55
Härdle, Wolfgang
54
Sibbertsen, Philipp
53
Koopman, Siem Jan
48
Gupta, Rangan
45
Phillips, Peter C. B.
44
Beran, Jan
43
Linton, Oliver
41
Feng, Yuanhua
36
Bollerslev, Tim
32
Lucas, André
31
Taylor, Robert
31
Pesaran, M. Hashem
28
Hafner, Christian M.
27
Andersen, Torben
26
Dijk, Dick van
26
Kapetanios, George
26
Kunst, Robert M.
26
Li, Degui
26
Teräsvirta, Timo
26
Chen, Xiaohong
25
Tauchen, George Eugene
25
Engle, Robert F.
23
Hautsch, Nikolaus
22
Hallin, Marc
21
Nielsen, Morten Ørregaard
21
Swanson, Norman R.
21
Allen, David E.
20
Tiwari, Aviral Kumar
20
Todorov, Viktor
20
Chan, Joshua
19
Herwartz, Helmut
19
Rodriguez, Gabriel
19
Asai, Manabu
18
Bos, Charles S.
18
Chang, Chia-Lin
18
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National Bureau of Economic Research
28
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
23
Ekonomiska forskningsinstitutet <Stockholm>
9
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Centre for Analytical Finance <Århus>
5
Centre for Growth and Business Cycle Research <Manchester>
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Center for Economic Research <Tilburg>
3
Econometrisch Instituut <Rotterdam>
3
Gottfried Wilhelm Leibniz Universität Hannover
3
London School of Economics and Political Science
3
Centre for Quantitative Economics & Computing
2
Christian-Albrechts-Universität zu Kiel
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
Nationalekonomiska Institutionen <Lund>
2
Queen Mary College / Department of Economics
2
School of Finance and Business Economics <Perth, Western Australia>
2
University of Chicago / Center for Research in Security Prices
2
University of Exeter / Department of Economics
2
Université de Montréal / Département de sciences économiques
2
Virginia Polytechnic Institute and State University / Department of Economics
2
Birkbeck College / Department of Economics
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
Centre for Microdata Methods and Practice <London>
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
European University Institute / Department of Law
1
Federal Reserve Bank of St. Louis
1
Hamburgisches WeltWirtschaftsInstitut
1
Institut for Finansiering <Frederiksberg>
1
Institut für Industriebetriebsforschung <Hamburg>
1
Institute of Finance and Accounting <London>
1
International Center for Financial Asset Management and Engineering
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Internationaler Währungsfonds / Asia and Pacific Department
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Kansantaloustieteen Laitos <Tampere>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
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Journal of econometrics
216
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
123
Discussion paper / Tinbergen Institute
95
International journal of forecasting
85
Economic modelling
84
Economics letters
80
Energy economics
80
Econometric reviews
72
Journal of empirical finance
70
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
66
Journal of forecasting
60
Econometric theory
57
Applied economics
52
Finance research letters
52
CREATES research paper
49
Working paper
46
International review of financial analysis
45
The North American journal of economics and finance : a journal of financial economics studies
45
Working paper / Department of Econometrics and Business Statistics, Monash University
45
International review of economics & finance : IREF
44
Computational economics
42
Journal of banking & finance
41
SFB 649 discussion paper
41
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
39
Applied economics letters
38
Journal of risk and financial management : JRFM
37
Applied financial economics
35
Journal of financial econometrics : official journal of the Society for Financial Econometrics
35
Journal of financial econometrics
32
Quantitative finance
32
Research in international business and finance
32
CESifo working papers
31
Econometrics : open access journal
31
The econometrics journal
30
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
28
Cambridge working papers in economics
26
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
26
Journal of economic dynamics & control
25
NBER working paper series
25
Working paper / National Bureau of Economic Research, Inc.
25
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Source
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ECONIS (ZBW)
6,265
EconStor
156
USB Cologne (EcoSocSci)
7
USB Cologne (business full texts)
2
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51
Forecasting market risk of portfolios: copula-Markov switching multifractal approach
Segnon, Mawuli
;
Trede, Mark
- In:
The European journal of finance
24
(
2018
)
14
,
pp. 1123-1143
Persistent link: https://www.econbiz.de/10012258877
Saved in:
52
Forecasting crude oil and refined products volatilities and correlations : new evidence from fractionally integrated multivariate GARCH models
Marchese, Malvina
;
Kyriakou, Ioannis
;
Tamvakis, Michael
; …
- In:
Energy economics
88
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012516745
Saved in:
53
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013326614
Saved in:
54
News Arrival, Time-Varying Jump Intensity, and Realized
Volatility
: Conditional Testing Approach
Erdemlioglu, Deniz
;
Yang, Xiye
-
2022
increases in realized
volatility
and arrive when differences-in-opinion among market participants are large at times of FOMC … press releases. Unlike intensity jumps,
volatility
jumps fail to explain the variation in news-induced realized
volatility
…
Persistent link: https://www.econbiz.de/10013406297
Saved in:
55
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
56
Weak identification of long memory with implications for inference
Li, Jia
;
Phillips, Peter C. B.
;
Shi, Shuping
;
Yu, Jun
-
2022
Persistent link: https://www.econbiz.de/10013542193
Saved in:
57
Statistische Diskussionsbeiträge
Universität Potsdam / Wirtschafts- und …
-
Potsdam : Univ., Lehrstuhl für Statistik und Ökonometrie
-
1.1995 - 51.2014
Persistent link: https://www.econbiz.de/10000623904
Saved in:
58
Testing for predictability in panels of any time series dimension
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
International journal of forecasting
32
(
2016
)
4
,
pp. 1162-1177
Persistent link: https://www.econbiz.de/10011622121
Saved in:
59
Time-varying persistence in the German stock market
Kunze, Karl-Kuno
;
Strohe, Hans Gerhard
-
2010
moving average or moving
volatility
, the statistics is calculated for moving windows of length 4, 8, and 16 years for every …
Persistent link: https://www.econbiz.de/10003970105
Saved in:
60
Statistical tests of distributional scaling properties for financial return series
Hallam, Mark
;
Olmo, Jose
- In:
Quantitative finance
18
(
2018
)
7
,
pp. 1211-1232
Persistent link: https://www.econbiz.de/10011911533
Saved in:
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