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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Kapitaleinkommen
39,373
Capital income
39,273
Börsenkurs
13,850
Share price
13,820
Theorie
8,174
Aktienmarkt
8,156
Theory
8,140
Stock market
8,121
Schätzung
8,009
Estimation
7,987
Volatilität
7,289
Volatility
7,267
Portfolio-Management
6,778
Portfolio selection
6,765
USA
5,171
United States
5,119
CAPM
5,094
Prognoseverfahren
4,744
Forecasting model
4,728
Anlageverhalten
4,109
Behavioural finance
4,101
Risikoprämie
3,034
Risk premium
3,023
Risk
2,940
Risiko
2,885
Welt
2,836
World
2,819
Investmentfonds
2,647
Investment Fund
2,641
ARCH-Modell
2,332
Ankündigungseffekt
2,329
Announcement effect
2,326
ARCH model
2,322
Time series analysis
1,738
Finanzanalyse
1,404
Financial analysis
1,398
China
1,345
Finanzmarkt
1,334
Financial market
1,324
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Free
586
Undetermined
583
Type of publication
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Article
1,116
Book / Working Paper
630
Journal
1
Type of publication (narrower categories)
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Article in journal
1,090
Aufsatz in Zeitschrift
1,090
Graue Literatur
332
Non-commercial literature
332
Working Paper
326
Arbeitspapier
320
Hochschulschrift
44
Thesis
35
Aufsatz im Buch
27
Book section
27
Collection of articles written by one author
9
Sammlung
9
Bibliografie enthalten
4
Bibliography included
4
Aufsatzsammlung
3
Collection of articles of several authors
3
Conference paper
3
Konferenzbeitrag
3
Sammelwerk
3
Lehrbuch
2
Textbook
2
Forschungsbericht
1
Mehrbändiges Werk
1
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1
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1
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English
1,731
German
13
French
2
Spanish
1
Author
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Gil-Alaña, Luis A.
33
Caporale, Guglielmo Maria
30
Gupta, Rangan
24
Bollerslev, Tim
22
Lux, Thomas
21
McAleer, Michael
16
Tauchen, George Eugene
15
Andersen, Torben
13
Chang, Chia-Lin
12
Koopman, Siem Jan
12
Lucas, André
12
Cheema, Muhammad A.
10
Engle, Robert F.
10
Guidolin, Massimo
10
McMillan, David G.
10
Prokopczuk, Marcel
10
Sibbertsen, Philipp
10
Caporin, Massimiliano
9
Li, Youwei
9
Sizova, Natalia
9
Teräsvirta, Timo
9
Asai, Manabu
8
Harvey, Campbell R.
8
Li, Jia
8
Opschoor, Anne
8
Timmermann, Allan
8
Tiwari, Aviral Kumar
8
Todorov, Viktor
8
Bekaert, Geert
7
Diebold, Francis X.
7
Grassi, Stefano
7
Lanne, Markku
7
Ma, Feng
7
Massacci, Daniele
7
Meddahi, Nour
7
Narayan, Paresh Kumar
7
Pettenuzzo, Davide
7
Pierdzioch, Christian
7
Sucarrat, Genaro
7
Yang, Minxian
7
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National Bureau of Economic Research
12
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
4
Gottfried Wilhelm Leibniz Universität Hannover
2
Birkbeck College / Department of Economics
1
Chambre de commerce et d'industrie de Paris
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Federal Reserve Bank of St. Louis
1
International Center for Financial Asset Management and Engineering
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Nationalekonomiska Institutionen <Lund>
1
Rodney L. White Center for Financial Research
1
School of Finance and Business Economics <Perth, Western Australia>
1
The Wharton Financial Institutions Center
1
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
1
University of Chicago / Center for Research in Security Prices
1
University of Toronto / Department of Economics
1
Universität Potsdam / Wirtschafts- und Sozialwissenschaftliche Fakultät
1
William Davidson Institute <Ann Arbor, Mich.>
1
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Published in...
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Journal of empirical finance
39
Journal of econometrics
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
37
Finance research letters
35
International journal of forecasting
28
Economic modelling
25
International review of financial analysis
25
International review of economics & finance : IREF
24
Journal of forecasting
22
Applied economics
21
Discussion paper / Tinbergen Institute
21
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of banking & finance
18
Economics letters
17
Energy economics
16
Journal of financial economics
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
15
Applied economics letters
14
Journal of financial econometrics
14
Journal of international financial markets, institutions & money
14
Research in international business and finance
14
The journal of finance : the journal of the American Finance Association
14
Applied financial economics
13
Journal of financial econometrics : official journal of the Society for Financial Econometrics
13
Journal of risk and financial management : JRFM
12
NBER working paper series
12
Quantitative finance
12
CESifo working papers
11
CREATES research paper
11
Pacific-Basin finance journal
11
Working paper / National Bureau of Economic Research, Inc.
11
The European journal of finance
10
Working paper
10
Computational economics
9
Economics working paper
9
Review of quantitative finance and accounting
9
Applied financial economics letters
8
Cambridge working papers in economics
8
Econometric reviews
8
International journal of theoretical and applied finance
8
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ECONIS (ZBW)
1,741
EconStor
6
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1
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1
New evidence on the information content of implied volatility of S&P 500 : model-free versus model-based
Zhang, Weiwei
;
Sun, Tiezhu
;
Ma, Yechi
;
Wang, Zilong
- In:
Romanian journal of economic forecasting
24
(
2021
)
1
,
pp. 109-121
Persistent link: https://www.econbiz.de/10012587118
Saved in:
2
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
Saved in:
3
An examination of the REIT return-implied volatility relation : a frequency domain approach
Anoruo, Emmanuel
;
Murthy, Vasudeva N. R.
- In:
Journal of economics and finance
41
(
2017
)
3
,
pp. 581-594
Persistent link: https://www.econbiz.de/10011802168
Saved in:
4
Stock returns and conditional volatility : an empirical investigation of the Swedish stock market
Hansson, Björn A.
;
Hördahl, Peter
-
1994
-
Preliminary version
Persistent link: https://www.econbiz.de/10000889012
Saved in:
5
A long memory property of stock market returns and a new model
Ding, Zhuanxin
;
Granger, C. W. J.
;
Engle, Robert F.
-
1992
Persistent link: https://www.econbiz.de/10000841643
Saved in:
6
Detecting outliers in stock market returns
Kanto, Antti J.
;
Tuovila, Olavi A.
-
1990
Persistent link: https://www.econbiz.de/10000798267
Saved in:
7
Time-varying volatility and the dynamic behavior of the term structure
Engle, Robert F.
;
Ng, Victor K.
-
1991
Persistent link: https://www.econbiz.de/10000812958
Saved in:
8
The time series behavior of stock market volatility and returns
Nelson, Daniel B.
-
1988
Persistent link: https://www.econbiz.de/10000815335
Saved in:
9
A time series analysis of real wages, consumption, and asset returns under optimal labor contracting : a cointegration-Euler equation approach
Cooley, Thomas F.
;
Ōgaki, Masao
-
1991
Persistent link: https://www.econbiz.de/10000819048
Saved in:
10
Heteroskedasticity in stock returns
Schwert, George William
;
Seguin, Paul John
-
1989
Persistent link: https://www.econbiz.de/10000765828
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