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Zeitreihenanalyse
Theorie
625,691
Theory
610,789
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30,113
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29,327
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17,348
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16,773
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Spieltheorie
12,973
Time series analysis
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Volatilität
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Volatility
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Game theory
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Experiment
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Börsenkurs
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Share price
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Wettbewerb
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Asymmetrische Information
10,609
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Franses, Philip Hans
142
Koopman, Siem Jan
139
Phillips, Peter C. B.
132
Gil-Alaña, Luis A.
122
Caporale, Guglielmo Maria
101
Lütkepohl, Helmut
75
Koop, Gary
72
Sibbertsen, Philipp
72
Härdle, Wolfgang
70
McAleer, Michael
68
Teräsvirta, Timo
66
Pesaran, M. Hashem
65
Kunst, Robert M.
62
Swanson, Norman R.
61
Harvey, Andrew C.
58
Lucas, André
56
Maravall Herrero, Agustín
56
Gao, Jiti
52
Hassler, Uwe
52
Feng, Yuanhua
51
Hyndman, Rob J.
51
Granger, C. W. J.
50
Marcellino, Massimiliano
49
Dijk, Herman K. van
47
Hallin, Marc
47
Lux, Thomas
47
Engle, Robert F.
46
Proietti, Tommaso
46
Bauwens, Luc
45
Kapetanios, George
44
Saikkonen, Pentti
43
Taylor, Robert
43
Beran, Jan
42
Perron, Pierre
42
Ghysels, Eric
41
Timmermann, Allan
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
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Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
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Umeå universitet
11
Centre for Analytical Finance <Århus>
8
Econometrisch Instituut <Rotterdam>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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European University Institute / Department of Law
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Gottfried Wilhelm Leibniz Universität Hannover
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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London School of Economics and Political Science
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Institut für Höhere Studien
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University of Exeter / Department of Economics
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Universität Basel / Institut für Statistik und Ökonometrie
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Australian National University / Faculty of Economics and Commerce
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Birkbeck College / Department of Economics
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Institut für Weltwirtschaft
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Norges Bank / Utredningsavdelingen
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Organisation for Economic Co-operation and Development
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Shakai-Keizai-Kenkyūsho <Osaka>
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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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
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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
358
International journal of forecasting
327
Economics letters
280
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
248
Journal of forecasting
225
Econometric theory
196
Discussion paper / Tinbergen Institute
186
Econometric reviews
141
Economic modelling
119
Applied economics
105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
100
Working paper / Department of Econometrics and Business Statistics, Monash University
91
Journal of applied econometrics
90
Working paper
84
Computational economics
82
CREATES research paper
78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
78
Energy economics
78
Applied economics letters
74
Journal of economic dynamics & control
70
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
NBER Working Paper
58
Cowles Foundation discussion paper
57
Oxford bulletin of economics and statistics
56
Working paper / National Bureau of Economic Research, Inc.
56
Journal of empirical finance
55
NBER working paper series
54
The econometrics journal
52
Tinbergen Institute Discussion Paper
52
CESifo working papers
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
Econometrics : open access journal
49
SFB 649 discussion paper
49
European journal of operational research : EJOR
48
Finance research letters
48
Discussion papers of interdisciplinary research project 373
47
Technical Report
46
EUI working paper / ECO
45
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ECONIS (ZBW)
13,013
EconStor
329
USB Cologne (EcoSocSci)
5
ArchiDok
1
OLC EcoSci
1
RePEc
1
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1
Probabilistic electricity price forecasting with Bayesian stochastic volatility models
Kostrzewski, Maciej
;
Kostrzewska, Jadwiga
- In:
Energy economics
80
(
2019
),
pp. 610-620
Persistent link: https://www.econbiz.de/10012173697
Saved in:
2
Forecasting electricity price in Colombia : a comparison between neural network, ARMA process and hybrid models
Barrientos, Jorge Hugo
;
Orozco, Elkin Tabares
;
Velilla, …
- In:
International Journal of Energy Economics and Policy : IJEEP
8
(
2018
)
3
,
pp. 97-106
Persistent link: https://www.econbiz.de/10011881289
Saved in:
3
Estimation of a longitudinal multivariate stochastic volatility model for the analysis of intra-day electricity prices
Smith, Michael S.
(
contributor
);
Cottet, Remy
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003301799
Saved in:
4
Metody stochastyczne w badaniach porównawczych wybranych rynków energii elektrycznej
Ganczarek-Gamrot, Alicja
-
2013
Persistent link: https://www.econbiz.de/10010197553
Saved in:
5
Futures pricing in electricity markets based on stable CARMA spot models
Benth, Fred Espen
;
Klüppelberg, Claudia
;
Müller, Gernot
; …
- In:
Energy economics
44
(
2014
),
pp. 392-406
Persistent link: https://www.econbiz.de/10010457150
Saved in:
6
Analysis of electricity prices for Central American countries using dynamic conditional score models
Blazsek, Szabolcs
;
Hernández, Hector
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
4
,
pp. 1807-1848
Persistent link: https://www.econbiz.de/10011950337
Saved in:
7
Realized volatility and jump testing in the Japanese electricity spot market
Ciarreta, Aitor
;
Muniain, Peru
;
Zarraga, Ainhoa
- In:
Empirical economics : a journal of the Institute for …
58
(
2020
)
3
,
pp. 1143-1166
Persistent link: https://www.econbiz.de/10012219535
Saved in:
8
Are multifractal processes suited to forecasting electricity price volatility? : evidence from Australian intraday data
Segnon, Mawuli
;
Lau, Chi Keung
;
Wilfling, Bernd
;
Gupta, …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
1
,
pp. 73-98
Persistent link: https://www.econbiz.de/10013334628
Saved in:
9
Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
10
Electricity price forecasting accounting for renewable energies : optimal combined forecasts
García-Martos, Carolina
;
Caro, Eduardo
;
Sánchez, María J.
- In:
Journal of the Operational Research Society : OR
66
(
2015
)
5
,
pp. 871-884
Persistent link: https://www.econbiz.de/10011302268
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