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~subject:"Zeitreihenanalyse"
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The cross-section of stock ret...
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Zeitreihenanalyse
Schätzung
131,052
Estimation
124,928
Theorie
42,255
Theory
41,503
Kapitaleinkommen
39,391
Capital income
39,291
USA
22,001
United States
21,113
Börsenkurs
20,577
Share price
20,360
CAPM
19,021
Deutschland
17,517
Germany
15,683
Welt
15,274
World
14,647
Volatilität
14,052
Volatility
13,849
Aktienmarkt
11,723
Stock market
11,576
Portfolio-Management
10,696
Portfolio selection
10,621
Prognoseverfahren
9,103
Forecasting model
8,933
Wirtschaftswachstum
8,597
Economic growth
8,275
Wirkungsanalyse
7,288
EU-Staaten
7,208
Impact assessment
7,079
EU countries
6,800
Time series analysis
6,709
Risk
6,611
Risiko
6,610
Schätztheorie
6,476
Estimation theory
6,378
Panel
6,250
Geldpolitik
6,182
Großbritannien
6,161
Panel study
6,043
Monetary policy
5,978
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Free
2,464
Undetermined
1,836
Type of publication
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Article
3,844
Book / Working Paper
3,016
Journal
1
Type of publication (narrower categories)
All
Article in journal
3,662
Aufsatz in Zeitschrift
3,662
Working Paper
1,740
Graue Literatur
1,697
Non-commercial literature
1,697
Arbeitspapier
1,621
Hochschulschrift
253
Thesis
202
Aufsatz im Buch
170
Book section
170
Collection of articles written by one author
53
Sammlung
53
Bibliografie enthalten
25
Bibliography included
25
Collection of articles of several authors
20
Sammelwerk
20
Conference paper
19
Konferenzbeitrag
19
Aufsatzsammlung
14
Lehrbuch
8
Amtsdruckschrift
7
Government document
7
Systematic review
7
Textbook
7
Übersichtsarbeit
7
Konferenzschrift
6
Forschungsbericht
5
Bibliografie
3
Case study
3
Conference proceedings
3
Dissertation u.a. Prüfungsschriften
3
Fallstudie
3
Advisory report
2
Gutachten
2
Mehrbändiges Werk
2
Multi-volume publication
2
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2
Amtliche Publikation
1
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1
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1
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English
6,678
German
149
French
18
Spanish
7
Italian
3
Portuguese
2
Valencian
1
Danish
1
Dutch
1
Polish
1
Russian
1
Turkish
1
Undetermined
1
Chinese
1
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Author
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Gil-Alaña, Luis A.
194
Caporale, Guglielmo Maria
179
Gupta, Rangan
62
Koopman, Siem Jan
55
Pesaran, M. Hashem
42
McAleer, Michael
34
Sibbertsen, Philipp
33
Gil-Alana, Luis A.
31
Kapetanios, George
30
Lux, Thomas
30
Bollerslev, Tim
29
Franses, Philip Hans
27
Gao, Jiti
27
Tiwari, Aviral Kumar
27
Lucas, André
26
Chang, Tsangyao
25
Koop, Gary
24
Härdle, Wolfgang
23
Chang, Chia-Lin
22
Marcellino, Massimiliano
22
Kunst, Robert M.
21
Nielsen, Morten Ørregaard
21
Swanson, Norman R.
21
Tauchen, George Eugene
21
Teräsvirta, Timo
21
Breitung, Jörg
20
Chan, Joshua
20
Lütkepohl, Helmut
20
Moosa, Imad A.
20
Watson, Mark W.
20
Engsted, Tom
19
Timmermann, Allan
19
Diebold, Francis X.
18
Hautsch, Nikolaus
18
Andersen, Torben
17
Engle, Robert F.
17
Miller, Stephen M.
17
Österholm, Pär
17
Caporin, Massimiliano
16
Lanne, Markku
16
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Institution
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National Bureau of Economic Research
32
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
16
Ekonomiska forskningsinstitutet <Stockholm>
12
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Umeå universitet
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Australien / Bureau of Statistics
2
Bank of Canada
2
Centre for Analytical Finance <Århus>
2
Centre for Quantitative Economics & Computing
2
Chambre de commerce et d'industrie de Paris
2
Christian-Albrechts-Universität zu Kiel
2
Eric Cuvillier <Firma>
2
Federal Reserve Bank of St. Louis
2
Institut für Höhere Studien
2
Institut für Weltwirtschaft
2
International Monetary Fund
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Nationalekonomiska Institutionen <Lund>
2
Springer Fachmedien Wiesbaden
2
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of Otago / Commerce Division
2
University of Strathclyde / Department of Economics
2
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Carleton University / Department of Economics
1
Center for Economic Research <Tilburg>
1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
1
European University Institute / Department of Economics
1
European University Institute / Department of Law
1
Federal Reserve System / Division of Research and Statistics
1
Hamburgisches Welt-Wirtschafts-Archiv
1
Hamburgisches WeltWirtschaftsInstitut
1
IMF Institute
1
Institut für Wirtschaftswissenschaften <Wien>
1
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Published in...
All
Journal of econometrics
140
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
119
Economic modelling
114
Applied economics
108
International journal of forecasting
95
Applied economics letters
84
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
81
Economics letters
78
Discussion paper / Tinbergen Institute
76
CESifo working papers
73
Energy economics
66
Journal of forecasting
66
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
64
Journal of empirical finance
58
Working paper
58
Finance research letters
54
International review of economics & finance : IREF
50
Econometric reviews
45
Journal of applied econometrics
40
Journal of economic dynamics & control
39
The North American journal of economics and finance : a journal of financial economics studies
39
CREATES research paper
38
Journal of banking & finance
37
Applied financial economics
35
Economics and finance working paper series
34
Computational economics
33
Macroeconomic dynamics
33
International review of financial analysis
31
Discussion papers / Deutsches Institut für Wirtschaftsforschung
30
Journal of risk and financial management : JRFM
30
Journal of macroeconomics
28
Working paper / Department of Econometrics and Business Statistics, Monash University
28
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
International journal of finance & economics : IJFE
27
Research in international business and finance
27
Working paper / National Bureau of Economic Research, Inc.
27
CAMA working paper series
26
NBER working paper series
26
Journal of financial econometrics
25
Journal of international financial markets, institutions & money
25
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Source
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ECONIS (ZBW)
6,734
EconStor
122
USB Cologne (EcoSocSci)
5
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1
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1
Spectral factor models
Bandi, Federico M.
;
Chaudhuri, Shomesh E.
;
Lo, Andrew W.
; …
- In:
Journal of financial economics
142
(
2021
)
1
,
pp. 214-238
Persistent link: https://www.econbiz.de/10012650703
Saved in:
2
Fractional return and fractional
CAPM
Raei, Reza
;
Mohammadi, Shapour
- In:
Applied financial economics letters
4
(
2008
)
4/6
,
pp. 269-275
Persistent link: https://www.econbiz.de/10003807581
Saved in:
3
Option pricing and spikes in volatility theoretical and empirical anaylsis
Zerilli, Paola
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003457458
Saved in:
4
The cross-Section of German stock returns : new data and new evidence
Artmann, Sabine
;
Finter, Philipp
;
Kempf, Alexander
; …
-
2010
test the standard
CAPM
, the Fama-French three-factor model, and the Carhart four-factor model. Our tests are based on a …
Persistent link: https://www.econbiz.de/10008666515
Saved in:
5
Testing
CAPM
with a large number of assets
Pesaran, M. Hashem
;
Yamagata, Takashi
-
2012
Persistent link: https://www.econbiz.de/10009580154
Saved in:
6
Empirical asset pricing with nonlinear risk premia
Mijatovi´c, Aleksandar
;
Schneider, Paul
-
2009
Persistent link: https://www.econbiz.de/10009428004
Saved in:
7
Testing financial contagion on heteroskedastic asset returns in time-varying conditional correlation
Choe, Kwang-il
;
Choi, Pilsun
;
Nam, Kiseok
;
Vahid, Farshid
- In:
Pacific-Basin finance journal
20
(
2012
)
2
,
pp. 271-291
Persistent link: https://www.econbiz.de/10009488255
Saved in:
8
Jump volatility estimates of high frequency data and analysis based on HHT
Chen, Jiangrui
;
Yin, Lianqian
;
Hou, Sizhe
;
Zhang, Wei
; …
- In:
International journal of economics and finance
7
(
2015
)
11
,
pp. 242-249
Persistent link: https://www.econbiz.de/10011401479
Saved in:
9
Testing of a market fraction model and power-law behaviour in the Dax 30
He, Xue-zhong
;
Li, Youwei
-
2015
Persistent link: https://www.econbiz.de/10011344322
Saved in:
10
Evaluating time-series restrictions for cross-sections of expected returns : multifactor CCAPMs
Kim, Jinyong
- In:
Pacific-Basin finance journal
20
(
2012
)
5
,
pp. 688-706
Persistent link: https://www.econbiz.de/10009619797
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