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Zeitreihenanalyse
Welt
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Gil-Alaña, Luis A.
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Caporale, Guglielmo Maria
277
Phillips, Peter C. B.
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Koopman, Siem Jan
236
Franses, Philip Hans
221
McAleer, Michael
142
Gao, Jiti
134
Teräsvirta, Timo
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Lütkepohl, Helmut
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Kapetanios, George
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Sibbertsen, Philipp
119
Gupta, Rangan
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Pesaran, M. Hashem
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Koop, Gary
103
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101
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92
Kunst, Robert M.
90
Lucas, André
89
Watson, Mark W.
89
Taylor, Robert
88
Stock, James H.
86
Härdle, Wolfgang
85
Johansen, Søren
85
Marcellino, Massimiliano
85
Swanson, Norman R.
83
Perron, Pierre
82
Hendry, David F.
80
Dijk, Herman K. van
78
Engle, Robert F.
77
Hassler, Uwe
76
Mills, Terence C.
73
Proietti, Tommaso
73
Granger, C. W. J.
72
Dijk, Dick van
71
Nielsen, Morten Ørregaard
70
Maravall Herrero, Agustín
67
Robinson, Peter M.
67
Ravazzolo, Francesco
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Leybourne, Stephen James
63
Hallin, Marc
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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Econometrisch Instituut <Rotterdam>
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Umeå universitet
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Centre for Quantitative Economics & Computing
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Centre for Analytical Finance <Århus>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Federal Reserve Bank of St. Louis
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European University Institute / Department of Law
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London School of Economics and Political Science
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Gottfried Wilhelm Leibniz Universität Hannover
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Europäische Kommission / Statistisches Amt
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Institut für Weltwirtschaft
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University of Exeter / Department of Economics
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Australien / Bureau of Statistics
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Birkbeck College / Department of Economics
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Center for Economic Research <Tilburg>
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Institut für Wirtschaftswissenschaften <Wien>
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Manchester Business School
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Queen Mary College / Department of Economics
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School of Finance and Business Economics <Perth, Western Australia>
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University of Canterbury / Dept. of Economics and Finance
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University of Southampton / Department of Economics
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Australian National University / Faculty of Economics and Commerce
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Centre for Growth and Business Cycle Research <Manchester>
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Institut für Höhere Studien
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Københavns Universitet / Økonomisk Institut
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Loughborough University / Department of Economics
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Norges Bank / Utredningsavdelingen
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Organisation for Economic Co-operation and Development
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Journal of econometrics
676
International journal of forecasting
572
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
408
Journal of forecasting
331
Discussion paper / Tinbergen Institute
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Applied economics
321
Econometric theory
316
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
227
Applied economics letters
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Econometric reviews
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
205
Energy economics
204
Working paper / Department of Econometrics and Business Statistics, Monash University
195
Working paper
190
NBER Working Paper
165
CREATES research paper
164
NBER working paper series
162
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
Computational economics
135
CESifo working papers
134
Journal of economic dynamics & control
114
Discussion paper / Centre for Economic Policy Research
111
Econometrics : open access journal
109
Journal of empirical finance
107
Cowles Foundation discussion paper
106
Finance research letters
103
Oxford bulletin of economics and statistics
102
Journal of macroeconomics
100
The econometrics journal
95
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
85
International review of economics & finance : IREF
85
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
Tinbergen Institute Discussion Paper
79
Discussion paper
76
CAMA working paper series
75
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ECONIS (ZBW)
28,795
EconStor
625
USB Cologne (EcoSocSci)
266
USB Cologne (business full texts)
15
OLC EcoSci
13
RePEc
12
ArchiDok
5
BASE
4
Other ZBW resources
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date (oldest first)
1
Dependence
between Croatian and European stock markets : a copula GARCH approach
Dajčman, Silvo
- In:
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis …
31
(
2013
)
2
,
pp. 209-232
Persistent link: https://www.econbiz.de/10010240939
Saved in:
2
Dependences and volatility spillovers between the oil and stock markets: new evidence from the copula and VAR-BEKK-GARCH models
Yu, Lean
;
Zha, Rui
;
Stafylas, Dimitrios
;
He, Kaijian
; …
- In:
International review of financial analysis
68
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012301075
Saved in:
3
A comparison study of copula models for European financial index returns
Tofoli, Paula V.
;
Ziegelmann, Flávio A.
;
Candido, Osvaldo
- In:
International journal of economics and finance
9
(
2017
)
10
,
pp. 155-178
Persistent link: https://www.econbiz.de/10011764112
Saved in:
4
Estimating dynamic copula
dependence
using intraday data
Grossmass, Lidan
;
Poon, Ser-Huang
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 501-529
Persistent link: https://www.econbiz.de/10011339412
Saved in:
5
Impact of nonstationarity on estimating and modeling empirical copulas of daily stock returns
Wollschläger, Marcel
;
Schäfer, Rudi
- In:
Journal of risk
19
(
2016
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011579750
Saved in:
6
Oil prices and stock markets : does the effect of uncertainty change over time?
Joo, Young C.
;
Park, Sung Y.
- In:
Energy economics
61
(
2017
),
pp. 42-51
Persistent link: https://www.econbiz.de/10011737651
Saved in:
7
Dynamic copula models and high frequency data
De Lira Salvatierra, Irving Arturo
;
Patton, Andrew J.
- In:
Journal of empirical finance
30
(
2015
),
pp. 120-135
Persistent link: https://www.econbiz.de/10011489292
Saved in:
8
Time-varying asymmetric tail
dependence
of international equities markets
Zhou, Chunyang
;
Qin, Xiao
- In:
Pacific-Basin finance journal
68
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013332425
Saved in:
9
What affects the relationship between oil prices and the U.S. stock market? : a mixed-data sampling copula approach
Gong, Yuting
;
Bu, Ruijun
;
Chen, Qiang
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 253-277
Persistent link: https://www.econbiz.de/10013187978
Saved in:
10
Analysing dynamic
dependence
between gold and stock returns : evidence using stochastic and full-range tail
dependence
copula models
Boako, Gideon
;
Tiwari, Aviral Kumar
;
Ibrahim, Muazu
; …
- In:
Finance research letters
31
(
2019
),
pp. 391-397
Persistent link: https://www.econbiz.de/10012421744
Saved in:
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