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~subject:"Zeitreihenanalyse"
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Arbitrage and Mean-Variance An...
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Zeitreihenanalyse
Theorie
626,055
Theory
611,152
Portfolio-Management
44,123
Portfolio selection
43,779
USA
42,765
United States
41,623
Schätzung
30,845
Estimation
30,080
Welt
27,072
World
26,432
Deutschland
23,271
Geldpolitik
22,663
Monetary policy
21,924
Germany
21,809
Risiko
19,484
Risk
19,277
Mathematische Optimierung
17,328
Mathematical programming
17,222
Prognoseverfahren
14,455
Forecasting model
14,187
Wirtschaftswachstum
13,253
Kapitaleinkommen
12,930
Capital income
12,890
Spieltheorie
12,739
Börsenkurs
12,731
Economic growth
12,648
Time series analysis
12,591
Share price
12,517
Game theory
12,021
Experiment
11,466
Volatilität
11,437
CAPM
11,357
Volatility
11,170
Asymmetrische Information
10,667
Finanzmarkt
10,476
Asymmetric information
10,380
Wettbewerb
10,288
Financial market
10,257
Wohlfahrtsanalyse
10,187
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Book / Working Paper
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6,364
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5,844
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Amtsdruckschrift
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German
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Franses, Philip Hans
139
Koopman, Siem Jan
127
Phillips, Peter C. B.
125
Gil-Alaña, Luis A.
110
Caporale, Guglielmo Maria
95
Lütkepohl, Helmut
72
Koop, Gary
71
Härdle, Wolfgang
70
Sibbertsen, Philipp
70
Pesaran, M. Hashem
69
Teräsvirta, Timo
66
Swanson, Norman R.
60
Kunst, Robert M.
59
McAleer, Michael
58
Harvey, Andrew C.
56
Maravall Herrero, Agustín
56
Lucas, André
54
Hassler, Uwe
52
Feng, Yuanhua
50
Granger, C. W. J.
50
Hyndman, Rob J.
50
Dijk, Herman K. van
47
Hallin, Marc
47
Lux, Thomas
47
Marcellino, Massimiliano
47
Engle, Robert F.
46
Bauwens, Luc
45
Proietti, Tommaso
43
Kapetanios, George
42
Taylor, Robert
42
Timmermann, Allan
42
Beran, Jan
41
Ghysels, Eric
41
Perron, Pierre
41
Saikkonen, Pentti
41
Gao, Jiti
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Stock, James H.
39
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National Bureau of Economic Research
67
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
Ekonomiska forskningsinstitutet <Stockholm>
42
European University Institute / Department of Economics
31
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Centre for Analytical Finance <Århus>
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Centre for Quantitative Economics & Computing
5
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
University of Cambridge / Department of Applied Economics
5
University of Strathclyde / Department of Economics
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
4
University of Exeter / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
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
Eric Cuvillier <Firma>
2
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Journal of econometrics
328
International journal of forecasting
318
Economics letters
278
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
243
Journal of forecasting
225
Econometric theory
190
Discussion paper / Tinbergen Institute
174
Econometric reviews
132
Economic modelling
112
Applied economics
110
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Journal of applied econometrics
89
Computational economics
79
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Working paper
75
Applied economics letters
72
CREATES research paper
72
Journal of economic dynamics & control
68
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER Working Paper
58
Working paper / National Bureau of Economic Research, Inc.
57
Cowles Foundation discussion paper
55
Energy economics
55
Journal of empirical finance
55
NBER working paper series
54
Oxford bulletin of economics and statistics
54
Tinbergen Institute Discussion Paper
51
CESifo working papers
49
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
The econometrics journal
49
European journal of operational research : EJOR
47
Finance research letters
46
Technical Report
46
Discussion papers of interdisciplinary research project 373
45
EUI working paper / ECO
45
SFB 649 discussion paper
45
Econometrics : open access journal
43
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Source
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ECONIS (ZBW)
12,648
EconStor
321
USB Cologne (EcoSocSci)
7
USB Cologne (business full texts)
2
ArchiDok
1
RePEc
1
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1
An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses
Christensen, Bent Jesper
;
Wel, Michael van der
-
2010
Persistent link: https://www.econbiz.de/10003947812
Saved in:
2
Extending the Fama and French model with a long term memory factor
López-García, M. N.
;
Trinidad-Segovia, J. E.
; …
- In:
European journal of operational research : EJOR
291
(
2021
)
2
,
pp. 421-426
Persistent link: https://www.econbiz.de/10012495319
Saved in:
3
Quantitative corporate finance
Guerard, John Baynard
;
Saxena, Anureet
;
Gültekin, …
-
2021
-
Second edition
and the Cost of Funds -- Chapter 11. Investing in Assets:
Theory
of Investment Decision Making -- Chapter 12. Regression …
Persistent link: https://www.econbiz.de/10012203303
Saved in:
4
Nichtlineare Regimewechselmodelle : theoretische und empirische Evidenz am deutschen Kapitalmarkt
Brannolte, Cord
-
2002
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001714163
Saved in:
5
Arbitrage bounds and the time series properties of the discount on UK closed-end mutual funds
Copeland, Laurence
- In:
Journal of business finance & accounting : JBFA
34
(
2007
)
1/2
,
pp. 313-330
Persistent link: https://www.econbiz.de/10003432226
Saved in:
6
Improving the estimates of the risk premia : application in the UK financial market
Pitsillis, M.
;
Satchell, Stephen
-
2001
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001593475
Saved in:
7
The stability of risk factors in the UK stock market
Sufar Bahri, Saiful
;
Leger, Lawrence A.
- In:
Applied financial economics
11
(
2001
)
4
,
pp. 411-422
Persistent link: https://www.econbiz.de/10001595027
Saved in:
8
The stability of the factor structure of the UK stock market
Sufar Bahri, Saiful
;
Leger, Lawrence A.
-
1998
Persistent link: https://www.econbiz.de/10001397550
Saved in:
9
Schätzrisiken in der Portfoliotheorie : Auswirkungen und Möglichkeiten der Reduktion
Memmel, Christoph
-
2004
-
1. Aufl.
Persistent link: https://www.econbiz.de/10002477202
Saved in:
10
Investmentmodelle für das Asset-liability-Modelling von Versicherungsunternehmen : Abschlussbericht der Themenfeldgruppe Investmentmodelle
2002
Persistent link: https://www.econbiz.de/10001627869
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