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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Welt
241,570
World
236,357
Schätzung
130,362
Estimation
124,204
Theorie
87,848
Theory
85,933
Risk
43,828
Risiko
43,782
Prognoseverfahren
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Volatility
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Volatilität
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Forecasting model
39,869
USA
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Deutschland
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Globalisierung
25,094
Globalization
24,442
Germany
23,050
Wirtschaftswachstum
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Economic growth
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Börsenkurs
19,985
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Kapitaleinkommen
18,444
Finanzkrise
18,425
Capital income
18,383
Financial crisis
18,233
EU countries
18,093
Wirkungsanalyse
16,763
Impact assessment
16,409
Geldpolitik
15,013
Monetary policy
14,483
Entwicklungsländer
13,042
Time series analysis
12,923
Aktienmarkt
12,765
Stock market
12,627
Developing countries
12,233
Portfolio-Management
11,867
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3
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Gil-Alaña, Luis A.
199
Caporale, Guglielmo Maria
189
McAleer, Michael
110
Koopman, Siem Jan
109
Franses, Philip Hans
95
Gupta, Rangan
92
Pesaran, M. Hashem
81
Hyndman, Rob J.
73
Koop, Gary
72
Kapetanios, George
71
Ravazzolo, Francesco
64
Marcellino, Massimiliano
61
Swanson, Norman R.
58
Dijk, Herman K. van
54
Lütkepohl, Helmut
53
Kunst, Robert M.
52
Teräsvirta, Timo
52
Sibbertsen, Philipp
50
Lucas, André
48
Timmermann, Allan
48
Dijk, Dick van
47
Härdle, Wolfgang
44
Lux, Thomas
44
Chan, Joshua
43
Watson, Mark W.
42
Bauwens, Luc
41
Casarin, Roberto
40
Stock, James H.
38
Gao, Jiti
37
Bollerslev, Tim
35
Caporin, Massimiliano
35
Clements, Michael P.
35
Gil-Alana, Luis A.
35
Moosa, Imad A.
35
Athanasopoulos, George
34
Hendry, David F.
34
Tiwari, Aviral Kumar
34
Chang, Chia-Lin
33
Herwartz, Helmut
33
Grassi, Stefano
32
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National Bureau of Economic Research
52
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
22
Ekonomiska forskningsinstitutet <Stockholm>
17
Econometrisch Instituut <Rotterdam>
8
Centre for Analytical Finance <Århus>
7
Christian-Albrechts-Universität zu Kiel
6
European University Institute / Department of Law
6
Umeå universitet
6
University of Strathclyde / Department of Economics
6
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
European University Institute / Department of Economics
5
Umeå Universitet / Institutionen för Nationalekonomi
5
Centre for Growth and Business Cycle Research <Manchester>
4
Federal Reserve Bank of St. Louis
4
Gottfried Wilhelm Leibniz Universität Hannover
4
Institut für Weltwirtschaft
4
University of Cambridge / Department of Applied Economics
4
University of Canterbury / Dept. of Economics and Finance
4
Centre for Quantitative Economics & Computing
3
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Europäische Kommission / Statistisches Amt
3
Australien / Bureau of Statistics
2
Bank of Canada
2
Birkbeck College / Department of Economics
2
Center for Economic Research <Tilburg>
2
Chambre de commerce et d'industrie de Paris
2
Eric Cuvillier <Firma>
2
Federal Reserve Bank of New York
2
Institut für Höhere Studien
2
Institut für Wirtschaftswissenschaften <Wien>
2
Instituto Valenciano de Investigaciones Económicas
2
International Monetary Fund
2
Internationaler Währungsfonds / Research Department
2
London School of Economics and Political Science
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Rutgers University / Department of Economics
2
Shakai-Keizai-Kenkyūsho <Osaka>
2
Springer Fachmedien Wiesbaden
2
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
2
The Wharton Financial Institutions Center
2
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Published in...
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International journal of forecasting
464
Journal of econometrics
249
Journal of forecasting
246
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
183
Discussion paper / Tinbergen Institute
176
Economic modelling
172
Applied economics
164
Energy economics
154
Economics letters
138
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
119
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
114
Applied economics letters
113
Working paper
110
Working paper / Department of Econometrics and Business Statistics, Monash University
104
CESifo working papers
99
Computational economics
84
Econometric reviews
84
CREATES research paper
80
Finance research letters
77
Journal of empirical finance
76
Journal of applied econometrics
73
International review of economics & finance : IREF
60
The North American journal of economics and finance : a journal of financial economics studies
60
International Journal of Energy Economics and Policy : IJEEP
56
Journal of risk and financial management : JRFM
56
Econometric Institute research papers
53
Journal of banking & finance
50
Applied financial economics
49
CAMA working paper series
49
International review of financial analysis
48
Journal of economic dynamics & control
44
NBER Working Paper
44
Journal of international money and finance
43
NBER working paper series
43
Econometrics : open access journal
42
Working papers
42
Journal of financial econometrics : official journal of the Society for Financial Econometrics
41
Journal of macroeconomics
41
Research in international business and finance
41
Cambridge working papers in economics
40
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Source
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ECONIS (ZBW)
12,965
EconStor
294
USB Cologne (EcoSocSci)
15
OLC EcoSci
5
USB Cologne (business full texts)
3
RePEc
1
Showing
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1
The time-varying and asymmetric dependence between crude oil spot and futures markets : evidence from the mixture copula-based ARJI-GARCH model
Chang, Kuang-liang
- In:
Economic modelling
29
(
2012
)
6
,
pp. 2298-2309
Persistent link: https://www.econbiz.de/10009673749
Saved in:
2
Forecasting the conditional
volatility
of oil spot and futures prices with structural breaks and long memory models
Arouri, Mohamed
;
Lahiani, Amine
;
Lévy, Aldo
;
Nguyen, …
- In:
Energy economics
34
(
2012
)
1
,
pp. 283-293
Persistent link: https://www.econbiz.de/10009618848
Saved in:
3
Forecasting the
volatility
of crude oil futures using high-frequency data : further evidence
Ma, Feng
;
Wei, Yu
;
Chen, Wang
;
He, Feng
- In:
Empirical economics : a journal of the Institute for …
55
(
2018
)
2
,
pp. 653-678
Persistent link: https://www.econbiz.de/10011949867
Saved in:
4
On realized
volatility
of crude oil futures markets : forecasting with exogenous predictors under structural breaks
Luo, Jiawen
;
Ji, Qiang
;
Klein, Tony
;
Todorova, Neda
; …
- In:
Energy economics
89
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012517048
Saved in:
5
Does high-frequency crude oil futures data contain useful information for predicting
volatility
in the US stock market? : new evidence
Wang, Jiqian
;
Huang, Yisu
;
Ma, Feng
;
Chevallier, Julien
- In:
Energy economics
91
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012518664
Saved in:
6
Forecasting the oil price realized
volatility
: a multivariate heterogeneous autoregressive model
Tang, Yusui
;
Ma, Feng
;
Zhang, Yaojie
;
Wei, Yu
- In:
International journal of finance & economics : IJFE
27
(
2022
)
4
,
pp. 4770-4783
Persistent link: https://www.econbiz.de/10013461377
Saved in:
7
An oil futures
volatility
forecast perspective on the selection of high-frequency jump tests
Li, Xiafei
;
Liao, Yin
;
Lu, Xinjie
;
Ma, Feng
- In:
Energy economics
116
(
2022
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013542124
Saved in:
8
Cross-asset time-series momentum : crude oil
volatility
and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
9
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
10
The time-varying causality between spot and futures crude oil prices : a regime switching approach
Balcilar, Mehmet
;
Gungor, Hasan
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 51-71
Persistent link: https://www.econbiz.de/10011571896
Saved in:
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