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Zeitreihenanalyse
Theorie
620,555
Theory
605,470
USA
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46,466
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40,221
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40,029
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Gil-Alaña, Luis A.
333
Caporale, Guglielmo Maria
275
Phillips, Peter C. B.
237
Koopman, Siem Jan
235
Franses, Philip Hans
221
McAleer, Michael
142
Gao, Jiti
133
Teräsvirta, Timo
133
Lütkepohl, Helmut
122
Kapetanios, George
121
Sibbertsen, Philipp
118
Gupta, Rangan
113
Pesaran, M. Hashem
110
Koop, Gary
102
Harvey, Andrew C.
100
Kunst, Robert M.
90
Hyndman, Rob J.
89
Lucas, André
89
Watson, Mark W.
89
Taylor, Robert
88
Stock, James H.
86
Johansen, Søren
85
Marcellino, Massimiliano
85
Härdle, Wolfgang
84
Swanson, Norman R.
83
Perron, Pierre
82
Hendry, David F.
80
Dijk, Herman K. van
78
Engle, Robert F.
77
Hassler, Uwe
76
Mills, Terence C.
73
Proietti, Tommaso
73
Granger, C. W. J.
72
Dijk, Dick van
71
Nielsen, Morten Ørregaard
70
Robinson, Peter M.
67
Maravall Herrero, Agustín
66
Ravazzolo, Francesco
66
Leybourne, Stephen James
63
Saikkonen, Pentti
62
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Ekonomiska forskningsinstitutet <Stockholm>
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European University Institute / Department of Economics
34
Econometrisch Instituut <Rotterdam>
16
Umeå universitet
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Centre for Quantitative Economics & Computing
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Centre for Analytical Finance <Århus>
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Federal Reserve Bank of St. Louis
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European University Institute / Department of Law
10
London School of Economics and Political Science
10
University of Cambridge / Department of Applied Economics
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Gottfried Wilhelm Leibniz Universität Hannover
8
Aarhus Universitet / Afdeling for Nationaløkonomi
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Europäische Kommission / Statistisches Amt
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Christian-Albrechts-Universität zu Kiel
6
Institut für Weltwirtschaft
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State University of New York at Albany / Department of Economics
6
University of Exeter / Department of Economics
6
Australien / Bureau of Statistics
5
Birkbeck College / Department of Economics
5
Center for Economic Research <Tilburg>
5
Institut für Wirtschaftswissenschaften <Wien>
5
Manchester Business School
5
Queen Mary College / Department of Economics
5
School of Finance and Business Economics <Perth, Western Australia>
5
University of Canterbury / Dept. of Economics and Finance
5
University of Southampton / Department of Economics
5
Australian National University / Faculty of Economics and Commerce
4
Centre for Growth and Business Cycle Research <Manchester>
4
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4
Københavns Universitet / Økonomisk Institut
4
Loughborough University / Department of Economics
4
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Organisation for Economic Co-operation and Development
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Journal of econometrics
675
International journal of forecasting
552
Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
400
Journal of forecasting
331
Discussion paper / Tinbergen Institute
321
Applied economics
320
Econometric theory
315
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
227
Econometric reviews
218
Applied economics letters
216
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
203
Energy economics
197
Working paper / Department of Econometrics and Business Statistics, Monash University
192
Working paper
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NBER Working Paper
165
CREATES research paper
164
NBER working paper series
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
CESifo working papers
133
Computational economics
128
Discussion paper / Centre for Economic Policy Research
111
Journal of economic dynamics & control
110
Cowles Foundation discussion paper
106
Econometrics : open access journal
106
Journal of empirical finance
105
Oxford bulletin of economics and statistics
102
Journal of macroeconomics
99
The econometrics journal
93
EUI working paper / ECO
84
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
International review of economics & finance : IREF
84
Finance research letters
83
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
Tinbergen Institute Discussion Paper
79
The North American journal of economics and finance : a journal of financial economics studies
76
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ECONIS (ZBW)
28,511
EconStor
625
USB Cologne (EcoSocSci)
266
USB Cologne (business full texts)
15
OLC EcoSci
13
RePEc
12
ArchiDok
5
BASE
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1
FX market
volatility
modelling : can we use low-frequency data?
Lyócsa, Štefan
;
Plíhal, Tomáš
;
Výrost, Tomáš
- In:
Finance research letters
40
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012820071
Saved in:
2
Volatility
spillover effect : a semiparametric analysis of non-cointegrated process
Sun, Yiguo
;
Hsiao, Cheng
;
Li, Qi
- In:
Econometric reviews
34
(
2015
)
1/5
,
pp. 127-145
Persistent link: https://www.econbiz.de/10011373301
Saved in:
3
Mixture periodic GARCH models :
theory
and applications
Hamdi, Fayçal
;
Souam, Saïd
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
4
,
pp. 1925-1956
Persistent link: https://www.econbiz.de/10011950345
Saved in:
4
A new Pearson-type QMLE for conditionally heteroscedastic models
Zhu, Ke
;
Li, Wai Keung
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
4
,
pp. 552-565
Persistent link: https://www.econbiz.de/10011403239
Saved in:
5
Asymmetric effects and long memory in dynamic
volatility
relationships between stock returns and exchange rates
Chkili, Walid
;
Aloui, Chaker
;
Nguyen, Duc Khuong
- In:
Journal of international financial markets, …
22
(
2012
)
4
,
pp. 738-757
Persistent link: https://www.econbiz.de/10009582536
Saved in:
6
Some stylised facts about the exchange rate behaviour of Central European currencies
Vejmělek, Jan
- In:
Acta oeconomica Pragensia : vědecký časopis Vysoke …
24
(
2016
)
2
,
pp. 3-17
Persistent link: https://www.econbiz.de/10011537495
Saved in:
7
Assessing the exchange rate
volatility
as an external shock to Chinese economy
Azimi, Mohammad Naim
- In:
International journal of economics and finance
8
(
2016
)
5
,
pp. 277-285
Persistent link: https://www.econbiz.de/10011487622
Saved in:
8
Modelling exchange rate
volatility
of Somali Shilling against US Dollar by utilizing GARCH models
Ali, Abdullahi Osman
- In:
International journal of economics and financial issues …
11
(
2021
)
2
,
pp. 35-39
Persistent link: https://www.econbiz.de/10012509707
Saved in:
9
Discussions on the spurious hyperbolic memory in the conditional variance and a new model
Ho, Kin-Yip
;
Shi, Yanlin
- In:
Journal of empirical finance
55
(
2020
),
pp. 83-103
Persistent link: https://www.econbiz.de/10012175262
Saved in:
10
Long range dependence in an emerging stock market's sectors :
volatility
modelling and VaR forecasting
Abuzayed, Bana
;
Al-Fayoumi, Nedal
;
Charfeddine, Lanouar
- In:
Applied economics
50
(
2018
)
23
,
pp. 2569-2599
Persistent link: https://www.econbiz.de/10011850296
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