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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Schätzung
131,217
Estimation
125,085
Volatility
41,108
Volatilität
40,839
Theorie
38,996
Theory
38,045
USA
21,421
United States
20,465
Welt
18,654
World
17,937
Deutschland
17,550
Börsenkurs
16,106
Share price
15,824
Germany
15,705
Kapitaleinkommen
13,399
Capital income
13,353
ARCH-Modell
10,622
ARCH model
10,441
Oil price
10,269
Ölpreis
10,200
Aktienmarkt
10,092
Stock market
9,976
Wirtschaftswachstum
9,784
Prognoseverfahren
9,629
Economic growth
9,447
Forecasting model
9,410
Time series analysis
8,988
Wirkungsanalyse
8,517
Wechselkurs
8,336
Impact assessment
8,292
Exchange rate
8,173
EU-Staaten
7,858
Schätztheorie
7,458
EU countries
7,413
Estimation theory
7,337
Geldpolitik
7,242
Monetary policy
7,013
Cointegration
6,858
Kointegration
6,820
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Online availability
All
Free
3,548
Undetermined
2,424
Type of publication
All
Article
5,086
Book / Working Paper
4,139
Journal
1
Type of publication (narrower categories)
All
Article in journal
4,822
Aufsatz in Zeitschrift
4,822
Working Paper
2,416
Graue Literatur
2,285
Non-commercial literature
2,285
Arbeitspapier
2,215
Hochschulschrift
279
Aufsatz im Buch
241
Book section
241
Thesis
222
Collection of articles written by one author
57
Sammlung
57
Collection of articles of several authors
42
Sammelwerk
42
Aufsatzsammlung
28
Bibliografie enthalten
27
Bibliography included
27
Conference paper
27
Konferenzbeitrag
27
Lehrbuch
19
Textbook
17
Konferenzschrift
13
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10
Übersichtsarbeit
10
Forschungsbericht
9
Amtsdruckschrift
8
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8
Dissertation u.a. Prüfungsschriften
7
Handbook
5
Handbuch
5
Case study
4
Conference proceedings
4
Fallstudie
4
Rezension
4
Article
3
Bibliografie
3
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3
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3
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3
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2
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English
9,010
German
176
French
19
Spanish
10
Italian
4
Russian
2
Undetermined
2
Valencian
1
Czech
1
Danish
1
Dutch
1
Norwegian
1
Polish
1
Portuguese
1
Turkish
1
Chinese
1
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Author
All
Gil-Alaña, Luis A.
209
Caporale, Guglielmo Maria
192
McAleer, Michael
92
Koopman, Siem Jan
78
Gupta, Rangan
76
Pesaran, M. Hashem
64
Sibbertsen, Philipp
59
Teräsvirta, Timo
45
Lucas, André
42
Härdle, Wolfgang
41
Lux, Thomas
41
Kapetanios, George
40
Timmermann, Allan
39
Gil-Alana, Luis A.
38
Koop, Gary
37
Caporin, Massimiliano
36
Lütkepohl, Helmut
36
Tiwari, Aviral Kumar
36
Franses, Philip Hans
35
Taylor, Robert
35
Bauwens, Luc
34
Bollerslev, Tim
34
Perron, Pierre
33
Dijk, Dick van
32
Marcellino, Massimiliano
30
Watson, Mark W.
30
Chan, Joshua
29
Chang, Tsangyao
29
Nielsen, Morten Ørregaard
29
Swanson, Norman R.
29
Gao, Jiti
28
Medeiros, Marcelo C.
28
Hafner, Christian M.
27
Chang, Chia-Lin
26
Leybourne, Stephen James
26
Stock, James H.
26
Andersen, Torben
25
Harvey, David I.
25
Hautsch, Nikolaus
25
Kunst, Robert M.
25
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Institution
All
National Bureau of Economic Research
34
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
23
Ekonomiska forskningsinstitutet <Stockholm>
17
Centre for Analytical Finance <Århus>
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Econometrisch Instituut <Rotterdam>
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Centre for Growth and Business Cycle Research <Manchester>
4
Christian-Albrechts-Universität zu Kiel
4
Umeå universitet
4
Center for Economic Research <Tilburg>
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Loughborough University / Department of Economics
3
University of Strathclyde / Department of Economics
3
Australien / Bureau of Statistics
2
Bank of Canada
2
Centre for Quantitative Economics & Computing
2
Chambre de commerce et d'industrie de Paris
2
Eric Cuvillier <Firma>
2
European University Institute / Department of Economics
2
Federal Reserve Bank of St. Louis
2
Institut für Höhere Studien
2
Institut für Weltwirtschaft
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Springer Fachmedien Wiesbaden
2
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
2
Umeå Universitet / Institutionen för Nationalekonomi
2
University of Cambridge / Department of Applied Economics
2
University of Canterbury / Dept. of Economics and Finance
2
University of Otago / Commerce Division
2
University of Warwick / Department of Economics
2
Université de Montréal / Département de sciences économiques
2
William Davidson Institute <Ann Arbor, Mich.>
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
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
Business Information Centre <Toronto>
1
Carleton University / Department of Economics
1
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Published in...
All
Journal of econometrics
217
Applied economics
148
Economic modelling
148
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
148
Energy economics
133
Discussion paper / Tinbergen Institute
132
Economics letters
132
International journal of forecasting
122
Applied economics letters
113
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
101
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
Journal of forecasting
86
CESifo working papers
82
Working paper
78
Econometric reviews
74
Finance research letters
70
Journal of empirical finance
70
CREATES research paper
61
International review of economics & finance : IREF
54
The North American journal of economics and finance : a journal of financial economics studies
52
Journal of applied econometrics
51
Computational economics
46
International review of financial analysis
43
Journal of economic dynamics & control
43
Journal of banking & finance
42
International Journal of Energy Economics and Policy : IJEEP
41
Journal of risk and financial management : JRFM
40
The econometrics journal
39
Empirical economics : a quarterly journal of the Institute for Advanced Studies
38
Research in international business and finance
38
Journal of financial econometrics
37
Applied financial economics
36
CAMA working paper series
36
Econometric theory
36
Econometrics : open access journal
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
Economics and finance working paper series
34
Journal of international money and finance
34
Working paper / Department of Econometrics and Business Statistics, Monash University
34
Macroeconomic dynamics
33
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Source
All
ECONIS (ZBW)
9,007
EconStor
207
USB Cologne (EcoSocSci)
9
USB Cologne (business full texts)
2
BASE
1
Showing
1
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10
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9,226
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date (newest first)
date (oldest first)
1
Estimating
volatility
transmission between oil prices and the US Dollar exchange rate under structural breaks
Anjum, Hassan
- In:
Journal of economics and finance
43
(
2019
)
4
,
pp. 750-763
Persistent link: https://www.econbiz.de/10012385205
Saved in:
2
Realized
volatility
transmission from crude oil to equity sectors : a study with economic significance analysis
Kumar, Dilip
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 149-167
Persistent link: https://www.econbiz.de/10011748390
Saved in:
3
Volatility
spillover between exchange rate and stock returns under
volatility
shifts
Malik, Farooq
- In:
The quarterly review of economics and finance : journal …
80
(
2021
),
pp. 605-613
Persistent link: https://www.econbiz.de/10012655581
Saved in:
4
Forecasting risk in the US Dollar exchange rate under
volatility
shifts
Anjum, Hassan
;
Malik, Farooq
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
Saved in:
5
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos
;
Yfanti, Stavroula
;
Karoglou, Michail
- In:
International review of financial analysis
45
(
2016
),
pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
Saved in:
6
Breaks and outliers when modelling the
volatility
of the U.S. stock market
Chatzikonstanti, Vasiliki
- In:
Applied economics
49
(
2017
)
46
,
pp. 4704-4717
Persistent link: https://www.econbiz.de/10011844777
Saved in:
7
Do structural breaks in
volatility
cause spurious
volatility
transmission?
Caporin, Massimiliano
;
Malik, Farooq
- In:
Journal of empirical finance
55
(
2020
),
pp. 60-82
Persistent link: https://www.econbiz.de/10012175260
Saved in:
8
Investigating dynamic conditional correlation between crude oil and fuels in non-linear framework : the financial and economic role of structural breaks
Block, Alexander Souza
;
Righi, Marcelo Brutti
; …
- In:
Energy economics
49
(
2015
),
pp. 23-32
Persistent link: https://www.econbiz.de/10011536627
Saved in:
9
On realized
volatility
of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen
;
Ji, Qiang
;
Klein, Tony
;
Todorova, Neda
; …
- In:
Energy economics
89
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012517048
Saved in:
10
Interaction between oil and US dollar exchange rate : nonlinear causality, time-varying influence and structural breaks in
volatility
Wen, Fenghua
;
Xiao, Jihong
;
Huang, Chuangxia
;
Xia, Xiaohua
- In:
Applied economics
50
(
2018
)
3
,
pp. 319-334
Persistent link: https://www.econbiz.de/10011846847
Saved in:
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