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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Derivat
13,957
Derivative
13,923
ARCH-Modell
10,582
ARCH model
10,401
Theorie
10,241
Hedging
10,224
Theory
10,070
Volatilität
8,703
Volatility
8,636
Virtuelle Währung
6,105
Virtual currency
6,050
Elektronisches Geld
4,485
Electronic money
4,473
Schätzung
4,119
Estimation
4,053
Portfolio-Management
4,053
Portfolio selection
4,032
Welt
3,816
World
3,791
Optionspreistheorie
3,649
Börsenkurs
3,618
Option pricing theory
3,586
Share price
3,576
USA
3,566
United States
3,465
Kapitaleinkommen
3,351
Capital income
3,340
Risikomanagement
2,661
Aktienmarkt
2,553
Risk management
2,551
Stock market
2,532
Prognoseverfahren
2,363
Forecasting model
2,335
Time series analysis
2,052
Risk
1,968
Risiko
1,958
Bargeldloser Zahlungsverkehr
1,872
Noncash payments
1,797
Bitcoin
1,566
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Online availability
All
Free
790
Undetermined
678
Type of publication
All
Article
1,293
Book / Working Paper
800
Type of publication (narrower categories)
All
Article in journal
1,249
Aufsatz in Zeitschrift
1,249
Working Paper
453
Arbeitspapier
417
Graue Literatur
408
Non-commercial literature
408
Hochschulschrift
46
Aufsatz im Buch
43
Book section
43
Thesis
34
Collection of articles of several authors
11
Sammelwerk
11
Aufsatzsammlung
8
Collection of articles written by one author
8
Lehrbuch
8
Sammlung
8
Bibliografie enthalten
7
Bibliography included
7
Textbook
7
Conference paper
4
Konferenzbeitrag
4
Forschungsbericht
3
Dissertation u.a. Prüfungsschriften
2
Konferenzschrift
2
Mehrbändiges Werk
2
Multi-volume publication
2
Systematic review
2
Übersichtsarbeit
2
Article
1
Conference proceedings
1
Festschrift
1
Handbook
1
Handbuch
1
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Language
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English
2,073
German
21
Italian
1
Undetermined
1
Author
All
McAleer, Michael
56
Teräsvirta, Timo
30
Caporin, Massimiliano
22
Lütkepohl, Helmut
20
Koopman, Siem Jan
18
Gupta, Rangan
17
Engle, Robert F.
16
Bauwens, Luc
15
Hafner, Christian M.
15
Chang, Chia-Lin
14
Lucas, André
14
Saikkonen, Pentti
14
Caporale, Guglielmo Maria
13
Hansen, Peter Reinhard
13
Huang, Zhuo
13
Medeiros, Marcelo C.
13
Gil-Alaña, Luis A.
12
Nielsen, Morten Ørregaard
12
Allen, David E.
11
Conrad, Christian
11
Francq, Christian
11
Hallin, Marc
11
Meitz, Mika
11
Rombouts, Jeroen V. K.
11
Silvennoinen, Annastiina
11
Chen, Xiaohong
10
Krämer, Walter
10
Kumar, Dilip
10
Li, Wai Keung
10
Nelson, Daniel B.
10
Rahbek, Anders
10
Ruiz, Esther
10
Blasques, Francisco
9
Blazsek, Szabolcs
9
Dijk, Dick van
9
Gonçalves, Sílvia
9
Lux, Thomas
9
Shephard, Neil G.
9
Asai, Manabu
8
Christensen, Bent Jesper
8
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Institution
All
Centre for Analytical Finance <Århus>
5
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
5
Ekonomiska forskningsinstitutet <Stockholm>
3
National Bureau of Economic Research
3
Econometrisch Instituut <Rotterdam>
2
Escola de Pós-Graduação em Economia <Rio de Janeiro>
2
University of Canterbury / Dept. of Economics and Finance
2
William Davidson Institute <Ann Arbor, Mich.>
2
Center for Economic Research <Tilburg>
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
European University Institute / Department of Economics
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Gottfried Wilhelm Leibniz Universität Hannover
1
International Center for Financial Asset Management and Engineering
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Konjunkturinstitutet <Stockholm>
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Manchester Business School
1
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
1
Shakai-Keizai-Kenkyūsho <Osaka>
1
Springer Fachmedien Wiesbaden
1
Suntory and Toyota International Centres for Economics and Related Disciplines
1
Taylor and Francis.
1
University of Chicago / Graduate School of Business
1
University of Chicago / Graduate School of Business / Department of Economics
1
University of Strathclyde / Department of Economics
1
Université de Montréal / Département de sciences économiques
1
Weltbank / International Trade Division
1
Westfälische Wilhelms-Universität Münster
1
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Published in...
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Discussion paper / Tinbergen Institute
45
Journal of econometrics
43
Finance research letters
38
Journal of empirical finance
38
Economic modelling
33
International journal of forecasting
33
Energy economics
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
Economics letters
31
Applied economics
30
Journal of risk and financial management : JRFM
26
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
25
The North American journal of economics and finance : a journal of financial economics studies
24
International review of financial analysis
23
Research in international business and finance
21
Journal of forecasting
20
CREATES research paper
19
International review of economics & finance : IREF
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
18
Working paper
18
Econometric Institute research papers
16
Journal of banking & finance
16
Econometric reviews
15
International Journal of Energy Economics and Policy : IJEEP
14
Applied financial economics
13
Econometrics : open access journal
13
Journal of time series econometrics
13
The econometrics journal
13
Computational economics
12
International journal of economics and financial issues : IJEFI
12
Journal of financial econometrics
12
Journal of international financial markets, institutions & money
12
Journal of risk
12
The journal of futures markets
11
Applied economics letters
10
Econometric theory
10
International journal of economics and finance
10
International journal of finance & economics : IJFE
10
Risks : open access journal
10
The European journal of finance
10
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Source
All
ECONIS (ZBW)
2,053
EconStor
37
USB Cologne (EcoSocSci)
2
USB Cologne (business full texts)
1
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1
Regime changes in
Bitcoin
GARCH volatility dynamics
Ardia, David
;
Bluteau, Keven
;
Rüede, Maxime
- In:
Finance research letters
29
(
2019
),
pp. 266-271
Persistent link: https://www.econbiz.de/10012419095
Saved in:
2
Nonlinear dependence in cryptocurrency markets
Chaim, Pedro
;
Laurini, Márcio Poletti
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 32-47
Persistent link: https://www.econbiz.de/10012120206
Saved in:
3
Empirical analysis of
bitcoin
and major cryptocurrencies prices
Akin, Isik
;
Satiroglu, Hakan
- In:
The journal of prediction markets
16
(
2022
)
3
,
pp. 3-16
Persistent link: https://www.econbiz.de/10014290423
Saved in:
4
Inflation and
Bitcoin
: a descriptive time-series analysis
Blau, Benjamin
;
Griffith, Todd
;
Whitby, Ryan J.
- In:
Economics letters
203
(
2021
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012607324
Saved in:
5
Exploring the dependencies among main cryptocurrency log-returns : a hidden Markov model
Pennoni, Fulvia
;
Bartolucci, Francesco
;
Forte, Gianfranco
; …
- In:
Economic notes
51
(
2022
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012795398
Saved in:
6
Taylor effect in
Bitcoin
time series
Takaishi, Tetsuya
;
Adachi, Takanori
- In:
Economics letters
172
(
2018
),
pp. 5-7
Persistent link: https://www.econbiz.de/10012022081
Saved in:
7
Volatility spillovers among the cryptocurrency time series
Mighri, Zouheir Ahmed
;
Al Saggaf, Majid Ibrahim
- In:
International journal of economics and financial issues …
9
(
2019
)
3
,
pp. 81-90
Persistent link: https://www.econbiz.de/10012149515
Saved in:
8
Forecasting value-at-risk of cryptocurrencies with riskmetrics type models
Liu, Wei
;
Semeyutin, Artur
;
Lau, Chi Keung
;
Gozgor, Giray
- In:
Research in international business and finance
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012581358
Saved in:
9
Volatility persistence in cryptocurrency markets under structural breaks
Abakah, Emmanuel Joel Aikins
;
Gil-Alaña, Luis A.
; …
- In:
International review of economics & finance : IREF
69
(
2020
),
pp. 680-691
Persistent link: https://www.econbiz.de/10012487193
Saved in:
10
Structural breaks and double long memory of cryptocurrency prices : a comparative analysis from
Bitcoin
and Ethereum
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Kang, Sang Hoon
- In:
Finance research letters
29
(
2019
),
pp. 222-230
Persistent link: https://www.econbiz.de/10012418764
Saved in:
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