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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Volatility
40,311
Volatilität
39,305
Theorie
18,400
Theory
18,272
Efficiency
17,811
Effizienz
15,452
Deregulierung
14,881
Deregulation
14,522
Schätzung
9,834
Estimation
9,774
Börsenkurs
9,372
Share price
9,350
USA
8,666
United States
8,452
Welt
7,464
World
7,429
Capital income
7,076
Kapitaleinkommen
7,076
ARCH-Modell
6,259
ARCH model
6,249
Aktienmarkt
5,876
Stock market
5,869
efficiency
5,106
Deutschland
4,734
Exchange rate
4,632
Wechselkurs
4,624
EU-Staaten
4,523
EU countries
4,488
Germany
4,439
Electricity
4,421
Elektrizitätswirtschaft
4,419
Electric power industry
4,332
Prognoseverfahren
4,011
Forecasting model
3,999
Stochastischer Prozess
3,916
Stochastic process
3,906
Optionspreistheorie
3,860
Option pricing theory
3,844
Elektrizität
3,541
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Online availability
All
Free
1,233
Undetermined
1,056
Type of publication
All
Article
1,957
Book / Working Paper
1,304
Type of publication (narrower categories)
All
Article in journal
1,876
Aufsatz in Zeitschrift
1,876
Graue Literatur
738
Non-commercial literature
738
Working Paper
728
Arbeitspapier
716
Aufsatz im Buch
78
Book section
78
Hochschulschrift
73
Thesis
53
Collection of articles of several authors
22
Sammelwerk
22
Collection of articles written by one author
15
Sammlung
15
Aufsatzsammlung
14
Conference paper
8
Konferenzbeitrag
8
Lehrbuch
6
Textbook
6
Bibliografie enthalten
3
Bibliography included
3
Rezension
3
Systematic review
3
Übersichtsarbeit
3
Case study
2
Dissertation u.a. Prüfungsschriften
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
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Language
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English
3,212
German
45
French
5
Polish
2
Czech
1
Author
All
McAleer, Michael
53
Caporale, Guglielmo Maria
46
Koopman, Siem Jan
40
Gil-Alaña, Luis A.
38
Lux, Thomas
36
Gupta, Rangan
31
Bollerslev, Tim
30
Härdle, Wolfgang
29
Andersen, Torben
24
Lucas, André
23
Tauchen, George Eugene
20
Todorov, Viktor
20
Chan, Joshua
19
Dijk, Dick van
18
Sibbertsen, Philipp
18
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
Hounyo, Ulrich
14
Bos, Charles S.
13
Cavaliere, Giuseppe
13
Sucarrat, Genaro
13
Baruník, Jozef
12
Bauwens, Luc
12
Cross, Jamie
12
Diebold, Francis X.
12
Gonçalves, Sílvia
12
Kumar, Dilip
12
Ma, Feng
12
Meddahi, Nour
12
Patton, Andrew J.
12
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Institution
All
National Bureau of Economic Research
11
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
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
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
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
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
Universität zu Köln
1
Westfälische Wilhelms-Universität Münster
1
William Davidson Institute <Ann Arbor, Mich.>
1
Zentrum für Europäische Wirtschaftsforschung
1
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Published in...
All
Journal of econometrics
102
Energy economics
80
Discussion paper / Tinbergen Institute
76
International journal of forecasting
66
Economic modelling
57
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
55
Journal of empirical finance
47
Finance research letters
39
Economics letters
36
Journal of forecasting
36
Applied economics
34
Econometric reviews
34
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
International review of financial analysis
29
International review of economics & finance : IREF
28
Journal of financial econometrics
27
Quantitative finance
26
Working paper
26
CREATES research paper
25
Journal of banking & finance
25
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Journal of risk and financial management : JRFM
23
Computational economics
22
International Journal of Energy Economics and Policy : IJEEP
22
Research in international business and finance
21
SFB 649 discussion paper
18
Journal of economic dynamics & control
17
Applied economics letters
16
CAMA working paper series
16
CESifo working papers
16
Econometrics : open access journal
15
Applied financial economics
14
Economics working paper
14
International journal of finance & economics : IJFE
14
Cambridge working papers in economics
13
Journal of financial economics
13
Journal of international financial markets, institutions & money
13
The econometrics journal
13
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
12
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Source
All
ECONIS (ZBW)
3,246
EconStor
12
USB Cologne (EcoSocSci)
3
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1
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10
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3,261
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date (oldest first)
1
Measuring the relationship between energy consumption and
production
of the selected SAARC countries : panel co-integration and causality analysis
Kausar, Asia
;
Siddiqui, Faiza
;
Gadhi, Abdul Khalique
; …
- In:
International journal of energy sector management
16
(
2022
)
2
,
pp. 284-301
Persistent link: https://www.econbiz.de/10012886143
Saved in:
2
A three-step procedure to investigate the convergence of
electricity
and natural gas
prices
in the European Union
Cassetta, Ernesto
;
Nava, Consuelo Rubina
;
Zoia, Maria Grazia
- In:
Energy economics
105
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013201930
Saved in:
3
Parameter variation and the components of natural gas price
volatility
Brigida, Matthew
- In:
The journal of energy markets
12
(
2019
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10012020337
Saved in:
4
Modeling and forecasting the
volatility
of gas futures
prices
Aiube, Fernando Antônio Lucena
;
Samanez, Carlos P.
; …
- In:
Revista Brasileira de Finanças : RBFin
15
(
2017
)
4
,
pp. 511-535
Persistent link: https://www.econbiz.de/10012000207
Saved in:
5
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
6
Forecasting natural gas
prices
using highly flexible time-varying parameter models
Gao, Shen
;
Hou, Chenghan
;
Bao Hoang Nguyen
-
2020
Persistent link: https://www.econbiz.de/10012225084
Saved in:
7
Unit root properties of natural gas spot and futures
prices
: the relevance of heteroskedasticity in high frequency data
Mishra, Vinod
;
Smyth, Russell
-
2014
Persistent link: https://www.econbiz.de/10010349921
Saved in:
8
Volatility
dynamics of NYMEX natural gas futures
prices
Suenaga, Hiroaki
;
Smith, Aaron D.
;
Williams, Jeffrey
- In:
The journal of futures markets
28
(
2008
)
5
,
pp. 438-463
Persistent link: https://www.econbiz.de/10003699693
Saved in:
9
Volatility
dynamics of NYMEX natural gas futures
prices
Suenaga, Hiroaki
(
contributor
);
Smith, Aaron D.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003396527
Saved in:
10
Along the forward curve for natural gas : unobservable shocks and dynamic correlations
Spargoli, Fabrizio
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003521058
Saved in:
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