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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Volatility
40,965
Volatilität
40,697
Theorie
28,340
Theory
27,697
Stochastischer Prozess
17,229
Stochastic process
16,788
Optionspreistheorie
14,815
Option pricing theory
14,356
Derivat
13,964
Derivative
13,930
Börsenkurs
10,966
Share price
10,802
Schätzung
10,732
Estimation
10,492
Statistische Verteilung
8,511
Kapitaleinkommen
8,352
Capital income
8,321
Statistical distribution
8,302
USA
7,129
ARCH-Modell
7,021
ARCH model
6,938
United States
6,907
Aktienmarkt
6,323
Stock market
6,250
Welt
6,102
World
5,988
Portfolio-Management
5,870
Portfolio selection
5,829
Prognoseverfahren
5,327
Forecasting model
5,251
Optionsgeschäft
5,131
Option trading
4,922
Wechselkurs
4,892
Exchange rate
4,786
Risk
4,606
Risiko
4,577
Time series analysis
4,473
Hedging
3,942
Schätztheorie
3,745
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Online availability
All
Free
1,801
Undetermined
1,325
Type of publication
All
Article
2,535
Book / Working Paper
2,065
Type of publication (narrower categories)
All
Article in journal
2,405
Aufsatz in Zeitschrift
2,405
Working Paper
1,180
Graue Literatur
1,104
Non-commercial literature
1,104
Arbeitspapier
1,079
Aufsatz im Buch
122
Book section
122
Hochschulschrift
119
Thesis
95
Collection of articles of several authors
31
Lehrbuch
31
Sammelwerk
31
Textbook
28
Collection of articles written by one author
26
Sammlung
26
Aufsatzsammlung
19
Bibliografie enthalten
16
Bibliography included
16
Conference paper
11
Konferenzbeitrag
11
Konferenzschrift
6
Systematic review
6
Übersichtsarbeit
6
Dissertation u.a. Prüfungsschriften
5
Forschungsbericht
4
Handbook
4
Handbuch
4
Conference proceedings
3
Rezension
3
Amtsdruckschrift
2
Article
2
Festschrift
2
Glossar enthalten
2
Glossary included
2
Government document
2
Mehrbändiges Werk
2
Mikroform
2
Multi-volume publication
2
Reprint
2
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Language
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English
4,500
German
89
French
9
Czech
2
Polish
2
Undetermined
2
Italian
1
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Author
All
Koopman, Siem Jan
64
Caporale, Guglielmo Maria
61
McAleer, Michael
60
Gil-Alaña, Luis A.
54
Phillips, Peter C. B.
50
Lux, Thomas
49
Härdle, Wolfgang
45
Lucas, André
34
Gupta, Rangan
33
Bollerslev, Tim
30
Gao, Jiti
29
Hafner, Christian M.
28
Andersen, Torben
25
Hallin, Marc
25
Chan, Joshua
24
Ravazzolo, Francesco
24
Taylor, Robert
24
Dijk, Dick van
22
Harvey, Andrew C.
22
Tauchen, George Eugene
21
Blasques, Francisco
20
Bos, Charles S.
20
Hautsch, Nikolaus
20
Sibbertsen, Philipp
20
Todorov, Viktor
20
Asai, Manabu
19
Chang, Chia-Lin
19
Rodriguez, Gabriel
18
Yu, Jun
18
Caporin, Massimiliano
17
Engle, Robert F.
17
Kilian, Lutz
17
Bauwens, Luc
16
Casarin, Roberto
16
Kim, Donggyu
16
Marcellino, Massimiliano
16
Allen, David E.
15
Dijk, Herman K. van
15
Hansen, Peter Reinhard
15
Hounyo, Ulrich
15
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Institution
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National Bureau of Economic Research
16
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
13
Centre for Analytical Finance <Århus>
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
6
Ekonomiska forskningsinstitutet <Stockholm>
5
Centre for Growth and Business Cycle Research <Manchester>
4
Gottfried Wilhelm Leibniz Universität Hannover
3
Université de Montréal / Département de sciences économiques
3
Center for Economic Research <Tilburg>
2
Christian-Albrechts-Universität zu Kiel
2
Econometrisch Instituut <Rotterdam>
2
European University Institute / Department of Economics
2
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
2
Springer International Publishing
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
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
Cowles Commission for Research in Economics
1
European University Institute / Department of Law
1
Federal Reserve Bank of Chicago
1
Hamburgisches WeltWirtschaftsInstitut
1
Institut for Finansiering <Frederiksberg>
1
Institute of Finance and Accounting <London>
1
International Statistical Institute
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
Leonard N. Stern School of Business / Information Systems Department
1
London School of Economics and Political Science
1
Manchester Business School
1
New York University / Mathematical Finance Seminar
1
New York University Mathematical Finance Seminar
1
Nuffield College
1
Queen Mary College / Department of Economics
1
Rodney L. White Center for Financial Research
1
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Published in...
All
Journal of econometrics
158
Discussion paper / Tinbergen Institute
111
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
82
Energy economics
78
International journal of forecasting
77
Economic modelling
65
Econometric reviews
54
Journal of empirical finance
51
Economics letters
50
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
50
Finance research letters
48
Journal of forecasting
47
Econometric theory
42
Applied economics
39
CREATES research paper
39
Working paper
35
Quantitative finance
34
The North American journal of economics and finance : a journal of financial economics studies
34
International review of financial analysis
33
SFB 649 discussion paper
33
Computational economics
30
International review of economics & finance : IREF
30
Working paper / Department of Econometrics and Business Statistics, Monash University
30
Journal of banking & finance
29
Journal of financial econometrics
29
Journal of risk and financial management : JRFM
29
Applied economics letters
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Research in international business and finance
24
Econometrics : open access journal
23
Journal of applied econometrics
23
The econometrics journal
23
Tinbergen Institute Discussion Paper
22
Journal of economic dynamics & control
21
CAMA working paper series
20
CESifo working papers
20
Cowles Foundation discussion paper
19
SFB 649 Discussion Paper
19
Applied financial economics
18
Cambridge working papers in economics
18
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Source
All
ECONIS (ZBW)
4,486
EconStor
104
USB Cologne (EcoSocSci)
8
USB Cologne (business full texts)
2
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1
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
2
Non-Gaussian OU based models and some of their uses in financial economics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2000
Persistent link: https://www.econbiz.de/10009581672
Saved in:
3
A multivariate stochastic unit root model with an application to
derivative
pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
4
Prognosemodelle und Handelsansätze für Implizite Volatilitäten
Sachtler, Michael
-
2004
Persistent link: https://www.econbiz.de/10002392690
Saved in:
5
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
6
Bayesian estimation of asymmetric jump-diffusion processes
Frame, Samuel J.
;
Ramezani, Cyrus A.
- In:
Annals of financial economics
9
(
2014
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10010512597
Saved in:
7
Out-of-sample density forecasts with affine jump diffusion models
Yun, Jaeho
- In:
Journal of banking & finance
47
(
2014
),
pp. 74-87
Persistent link: https://www.econbiz.de/10010506503
Saved in:
8
Modeling intraday stochastic
volatility
and conditional duration contemporaneously with regime shifts
Trojan, Sebastian
-
2014
Persistent link: https://www.econbiz.de/10010437483
Saved in:
9
Long-memory version of stochastic
volatility
jump-diffusion model with stochastic intensity
Fallah, Somayeh
;
Mehrdoust, Farshid
- In:
Estudios de economía aplicada : revista promovida por …
38
(
2020
)
2
,
pp. 109-120
Persistent link: https://www.econbiz.de/10012616833
Saved in:
10
Calibrating the Italian smile with time-varying
volatility
and heavy-tailed models
Bianchi, Michele Leonardo
;
Račev, Svetlozar T.
; …
- In:
Computational economics
51
(
2018
)
3
,
pp. 339-378
Persistent link: https://www.econbiz.de/10011963681
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