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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
620,819
Theory
605,734
USA
46,313
United States
45,166
Volatility
40,258
Volatilität
39,468
Schätzung
35,470
Estimation
34,693
Welt
29,174
World
28,530
Deutschland
25,296
Germany
23,694
Geldpolitik
23,246
Monetary policy
22,526
Portfolio-Management
20,068
Portfolio selection
19,864
Risiko
19,215
Risk
19,087
Prinzipal-Agent-Theorie
18,712
Agency theory
18,705
Börsenkurs
18,207
Share price
17,989
Mathematische Optimierung
16,616
Mathematical programming
16,511
Prognoseverfahren
15,992
Forecasting model
15,726
Wirtschaftswachstum
14,229
Time series analysis
14,084
Spieltheorie
13,812
Economic growth
13,623
Kapitaleinkommen
13,491
Capital income
13,459
Experiment
13,189
Game theory
13,080
Lernende Organisation
12,276
Learning organization
12,223
Stochastischer Prozess
11,767
Innovation
11,669
Asymmetrische Information
11,518
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Free
4,722
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2,673
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Article
7,320
Book / Working Paper
7,147
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Article in journal
6,763
Aufsatz in Zeitschrift
6,763
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3,812
Graue Literatur
3,710
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3,710
Arbeitspapier
3,498
Hochschulschrift
567
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496
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496
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486
Collection of articles of several authors
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95
Bibliography included
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Aufsatzsammlung
74
Amtsdruckschrift
58
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58
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55
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41
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33
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19
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12
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English
13,861
German
417
French
79
Spanish
64
Italian
20
Portuguese
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Polish
8
Dutch
5
Russian
4
Czech
3
Danish
2
Croatian
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2
Undetermined
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1
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Author
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Koopman, Siem Jan
143
Franses, Philip Hans
142
Gil-Alaña, Luis A.
131
Caporale, Guglielmo Maria
129
Phillips, Peter C. B.
129
McAleer, Michael
87
Teräsvirta, Timo
79
Härdle, Wolfgang
78
Sibbertsen, Philipp
77
Koop, Gary
76
Lütkepohl, Helmut
72
Pesaran, M. Hashem
69
Swanson, Norman R.
62
Kunst, Robert M.
59
Lucas, André
59
Lux, Thomas
58
Harvey, Andrew C.
57
Maravall Herrero, Agustín
55
Feng, Yuanhua
53
Hassler, Uwe
53
Engle, Robert F.
51
Taylor, Robert
51
Granger, C. W. J.
50
Marcellino, Massimiliano
50
Hyndman, Rob J.
49
Hallin, Marc
48
Stock, James H.
48
Bauwens, Luc
47
Dijk, Herman K. van
47
Gupta, Rangan
44
Dijk, Dick van
43
Gao, Jiti
43
Ghysels, Eric
43
Kapetanios, George
43
Proietti, Tommaso
43
Beran, Jan
42
Perron, Pierre
42
Saikkonen, Pentti
41
Timmermann, Allan
41
Watson, Mark W.
41
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National Bureau of Economic Research
71
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
48
Ekonomiska forskningsinstitutet <Stockholm>
42
European University Institute / Department of Economics
31
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
10
Centre for Analytical Finance <Århus>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Gottfried Wilhelm Leibniz Universität Hannover
7
Centre for Quantitative Economics & Computing
6
Umeå Universitet / Institutionen för Nationalekonomi
6
University of Strathclyde / Department of Economics
6
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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
University of Cambridge / Department of Applied Economics
4
University of Exeter / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Institut für Weltwirtschaft
3
Norges Bank / Utredningsavdelingen
3
Organisation for Economic Co-operation and Development
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
University of Southampton / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
Australien / Bureau of Statistics
2
Center for Economic Research <Tilburg>
2
Conference Nonlinear Dynamics and Economics <1992, Florenz>
2
Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
De Gruyter Oldenbourg
2
Econometric Society
2
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Published in...
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Journal of econometrics
389
International journal of forecasting
333
Economics letters
293
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
260
Journal of forecasting
235
Discussion paper / Tinbergen Institute
204
Econometric theory
197
Econometric reviews
148
Economic modelling
145
Applied economics
127
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
114
Energy economics
111
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
103
Journal of applied econometrics
94
CREATES research paper
88
Working paper
85
Working paper / Department of Econometrics and Business Statistics, Monash University
83
Computational economics
81
Applied economics letters
79
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
79
Journal of empirical finance
75
Journal of economic dynamics & control
74
NBER Working Paper
61
Working paper / National Bureau of Economic Research, Inc.
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
EUI working paper / ECO
60
CESifo working papers
58
NBER working paper series
58
Cowles Foundation discussion paper
57
Oxford bulletin of economics and statistics
56
The econometrics journal
54
Finance research letters
52
SFB 649 discussion paper
51
Econometrics : open access journal
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
Tinbergen Institute Discussion Paper
50
Discussion papers of interdisciplinary research project 373
48
European journal of operational research : EJOR
48
International review of economics & finance : IREF
47
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Source
All
ECONIS (ZBW)
14,138
EconStor
323
USB Cologne (EcoSocSci)
4
ArchiDok
1
RePEc
1
Showing
61
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70
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61
A latent factor model of European exchange rate risk premia
Alexius, Annika
;
Sellin, Peter
-
1997
Persistent link: https://www.econbiz.de/10000958083
Saved in:
62
Nonlinearities and regime shifts in financial time series
Åsbrink, Stefan E.
-
1997
Persistent link: https://www.econbiz.de/10000958387
Saved in:
63
A new non-linear GARCH model
Hagerud, Gustaf E.
-
1997
Persistent link: https://www.econbiz.de/10000958392
Saved in:
64
An investigation of long range dependence in intra-day foreign exchange rate
volatility
Henry, Mark S.
;
Payne, Richard
-
1997
Persistent link: https://www.econbiz.de/10000961212
Saved in:
65
Peut-on exploiter le lien statistique entre cours et volumes? : Le cas de quatre bourses de valeurs
Chauveau, Thierry
-
1997
Persistent link: https://www.econbiz.de/10000962614
Saved in:
66
Structural simultaneous
volatility
systems :
volatility
transmission and spillover effects
Gannon, Gerard L.
-
1997
Persistent link: https://www.econbiz.de/10000964264
Saved in:
67
Nonlinear time series analysis with applications to foreign exchange rate
volatility
: with 29 tables
Hafner, Christian M.
-
1998
Persistent link: https://www.econbiz.de/10000965598
Saved in:
68
A permanent and transitory component model of stock return volatality
Engle, Robert F.
;
Lee, Gary G. J.
-
1992
Persistent link: https://www.econbiz.de/10000853573
Saved in:
69
Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978435
Saved in:
70
Pricing options under generalised GARCH and stochastic
volatility
processes
Ritchken, Peter H.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978436
Saved in:
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