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~subject:"Zeitreihenanalyse"
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Uncertainty and predictability...
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Zeitreihenanalyse
Großbritannien
136,617
United Kingdom
96,434
Theorie
45,652
Risk
45,284
Theory
45,002
Risiko
44,830
Prognoseverfahren
41,421
Forecasting model
40,426
Kapitaleinkommen
39,505
Capital income
39,405
USA
24,535
United States
22,848
Schätzung
21,145
Estimation
20,576
Börsenkurs
17,952
Share price
17,782
Deutschland
17,097
Germany
14,251
Immobilienpreis
13,654
Real estate price
13,410
Volatilität
12,481
Volatility
12,396
Portfolio-Management
11,830
Portfolio selection
11,760
Welt
10,565
World
10,414
Aktienmarkt
10,361
Stock market
10,288
Wohnungsmarkt
9,169
EU-Staaten
9,063
Frankreich
8,980
EU countries
8,871
Housing market
7,960
Time series analysis
7,886
Risikomanagement
7,404
Risk management
7,336
Prognose
7,302
France
7,162
Forecast
6,964
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Online availability
All
Free
3,031
Undetermined
2,141
Type of publication
All
Article
4,536
Book / Working Paper
3,539
Journal
2
Type of publication (narrower categories)
All
Article in journal
4,272
Aufsatz in Zeitschrift
4,272
Working Paper
1,886
Graue Literatur
1,841
Non-commercial literature
1,841
Arbeitspapier
1,740
Hochschulschrift
219
Aufsatz im Buch
208
Book section
208
Thesis
175
Collection of articles of several authors
43
Sammelwerk
43
Collection of articles written by one author
42
Sammlung
42
Lehrbuch
32
Aufsatzsammlung
30
Textbook
26
Bibliografie enthalten
23
Bibliography included
23
Conference paper
21
Konferenzbeitrag
21
Forschungsbericht
13
Konferenzschrift
13
Rezension
11
Systematic review
10
Übersichtsarbeit
10
Article
8
Handbook
5
Handbuch
5
Amtsdruckschrift
4
Case study
4
Conference proceedings
4
Fallstudie
4
Government document
4
Reprint
4
Statistik
4
Dissertation u.a. Prüfungsschriften
3
Amtliche Publikation
2
Bibliografie
2
Einführung
2
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Language
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English
7,881
German
162
French
14
Spanish
8
Italian
4
Polish
4
Portuguese
4
Finnish
2
Czech
1
Croatian
1
Dutch
1
Norwegian
1
Russian
1
Slovak
1
Undetermined
1
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Author
All
Gil-Alaña, Luis A.
97
Caporale, Guglielmo Maria
81
Gupta, Rangan
81
Franses, Philip Hans
78
Hyndman, Rob J.
74
Koopman, Siem Jan
64
Marcellino, Massimiliano
59
Pesaran, M. Hashem
59
McAleer, Michael
58
Ravazzolo, Francesco
57
Koop, Gary
54
Swanson, Norman R.
49
Kapetanios, George
48
Timmermann, Allan
47
Hendry, David F.
43
Kunst, Robert M.
38
Lux, Thomas
37
Clements, Michael P.
36
Athanasopoulos, George
33
Bollerslev, Tim
29
Clark, Todd E.
28
Mills, Terence C.
28
Dijk, Herman K. van
27
Costantini, Mauro
26
Dijk, Dick van
26
Giannone, Domenico
26
Grassi, Stefano
26
Lucas, André
26
Moosa, Imad A.
26
Makridakis, Spyros G.
25
Schorfheide, Frank
25
Sibbertsen, Philipp
25
Stock, James H.
25
Teräsvirta, Timo
25
Casarin, Roberto
24
Huber, Florian
24
Miller, Stephen M.
24
Petropoulos, Fotios
24
Pick, Andreas
24
Proietti, Tommaso
24
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Institution
All
National Bureau of Economic Research
42
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
European University Institute / Department of Law
5
University of Cambridge / Department of Applied Economics
5
University of Canterbury / Dept. of Economics and Finance
5
Centre for Quantitative Economics & Computing
4
Ekonomiska forskningsinstitutet <Stockholm>
4
European University Institute / Department of Economics
4
Umeå Universitet / Institutionen för Nationalekonomi
4
University of Strathclyde / Department of Economics
4
Christian-Albrechts-Universität zu Kiel
3
Federal Reserve Bank of St. Louis
3
Gottfried Wilhelm Leibniz Universität Hannover
3
School of Finance and Business Economics <Perth, Western Australia>
3
Umeå universitet
3
Birkbeck College / Department of Economics
2
Centre for Analytical Finance <Århus>
2
Chambre de commerce et d'industrie de Paris
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve System / Board of Governors
2
Nuffield College
2
Rutgers University / Department of Economics
2
Trinity College
2
University of Kent / Department of Economics
2
Zentrum für Europäische Wirtschaftsforschung
2
Australasian Economic Modelling Conference <1992, Cairns>
1
Bayerische Hypotheken- und Wechsel-Bank
1
Bonn Graduate School of Economics
1
Boston College / Department of Economics
1
Centre for Economic Performance
1
Centre for International Macroeconomics
1
Columbia University / Department of Economics
1
Department of Agricultural Economics, Cornell University Agricultural Experiment Station
1
Deutsche Bundesbank <Frankfurt, Main> / Volkswirtschaftliche Forschungsgruppe
1
Eric Cuvillier <Firma>
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve Bank of New York
1
Federal Reserve Bank of Richmond
1
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Published in...
All
International journal of forecasting
456
Journal of forecasting
230
Journal of econometrics
123
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
116
Applied economics
95
Economic modelling
89
Discussion paper / Tinbergen Institute
86
Energy economics
85
Working paper / Department of Econometrics and Business Statistics, Monash University
77
Working paper
66
Economics letters
65
Journal of empirical finance
58
Computational economics
56
Finance research letters
54
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
53
CESifo working papers
51
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
46
Applied economics letters
41
CREATES research paper
41
The North American journal of economics and finance : a journal of financial economics studies
40
International review of financial analysis
38
Journal of applied econometrics
38
International review of economics & finance : IREF
37
NBER working paper series
36
European journal of operational research : EJOR
35
International Journal of Energy Economics and Policy : IJEEP
35
Journal of risk and financial management : JRFM
35
Econometric reviews
34
NBER Working Paper
32
Working paper series / European Central Bank
31
Applied financial economics
29
Discussion paper / Centre for Economic Policy Research
29
Journal of banking & finance
29
Working paper / National Bureau of Economic Research, Inc.
29
CAMA working paper series
28
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
28
Econometric Institute research papers
27
Journal of financial econometrics
27
International journal of production economics
26
ECB Working Paper
25
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Source
All
ECONIS (ZBW)
7,908
EconStor
156
USB Cologne (EcoSocSci)
6
OLC EcoSci
5
USB Cologne (business full texts)
1
RePEc
1
Showing
1
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10
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8,077
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date (oldest first)
1
Persistence and
predictability
in UK house price movements
Schindler, Felix
- In:
The journal of real estate finance and economics
48
(
2014
)
1
,
pp. 132-163
Persistent link: https://www.econbiz.de/10010394079
Saved in:
2
Forecasting house prices in the 50 states using Dynamic Model Averaging and Dynamic Model Selection
Bork, Lasse
;
Møller, Stig Vinther
- In:
International journal of forecasting
31
(
2015
)
1
,
pp. 63-78
Persistent link: https://www.econbiz.de/10011327116
Saved in:
3
Predicting housing sales in Turkey using ARIMA, LSTM and hybrid models
Soy Temür, Ayşe
;
Akgün, Melek
;
Temür, Günay
- In:
Journal of business economics and management
20
(
2019
)
5
,
pp. 920-938
model, and the fact that all the application models have very close results shows the success of
predictability
. This is an …
Persistent link: https://www.econbiz.de/10012175928
Saved in:
4
Mean and variance equation dynamics : time deformation, GARCH, and a robust analysis of the London housing market
Cook, Steve
;
Watson, Duncan
- In:
International journal of finance & economics : IJFE
22
(
2017
)
4
,
pp. 304-318
Persistent link: https://www.econbiz.de/10011960361
Saved in:
5
The estimation gain in the usage of fractional integration to forecast a vacancy houses level series
Amorin, Anderson Luis Walker
;
Souza, Adriano Mendonça de
; …
- In:
The empirical economics letters : a monthly …
14
(
2015
)
1
,
pp. 25-32
Persistent link: https://www.econbiz.de/10011311313
Saved in:
6
Causal relationships between economic policy uncertainty and housing market returns in China and India : evidence from linear and nonlinear panel and time series models
Chow, Sheung Chi
;
Cuñado Eizaguirre, Juncal
;
Gupta, Rangan
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
2
,
pp. 1-15
Persistent link: https://www.econbiz.de/10011897378
Saved in:
7
Forecasting volatility and the
risk
-return tradeoff : an application on the Fama-French benchmark market return
Vafiadis, Nikolaos
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 181-216
Persistent link: https://www.econbiz.de/10011291298
Saved in:
8
Is there a
risk
-return tradeoff in the corporate bond market? : time-series and cross-sectional evidence
Bai, Jennie
;
Bali, Turan G.
;
Wen, Quan
- In:
Journal of financial economics
142
(
2021
)
3
,
pp. 1017-1037
Persistent link: https://www.econbiz.de/10012873314
Saved in:
9
Effect of uncertainty on U.S. stock returns and volatility : evidence from over eighty years of high-frequency data
Gupta, Rangan
;
Marfatia, Hardik A.
;
Olson, Eric
- In:
Applied economics letters
27
(
2020
)
16
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10012267127
Saved in:
10
Monthly beta forecasting with low-, medium- and high-frequency stock returns
Cenesizoglu, Tolga
;
Liu, Qianqiu
;
Reeves, Jonathan J.
; …
- In:
Journal of forecasting
35
(
2016
)
6
,
pp. 528-541
Persistent link: https://www.econbiz.de/10011595959
Saved in:
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