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~subject:"Zeitreihenanalyse"
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Managing financial risk
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Zeitreihenanalyse
Theorie
625,127
Theory
610,224
USA
43,795
United States
42,543
Schätzung
29,781
Estimation
29,062
Welt
26,903
World
26,272
Deutschland
25,823
Germany
23,872
Geldpolitik
22,842
Monetary policy
22,100
Unternehmensfinanzierung
20,286
Corporate finance
20,232
Portfolio-Management
19,650
Portfolio selection
19,443
Risiko
17,939
Risk
17,727
Mathematische Optimierung
16,966
Mathematical programming
16,861
Prognoseverfahren
14,045
Derivat
13,951
Derivative
13,917
Forecasting model
13,785
Wirtschaftswachstum
13,531
Economic growth
12,934
Spieltheorie
12,737
Time series analysis
12,400
Game theory
12,014
Börsenkurs
11,880
Share price
11,675
Volatilität
11,488
Experiment
11,298
Volatility
11,221
Finanzmarkt
11,217
Financial market
10,996
Asymmetrische Information
10,871
Asymmetric information
10,582
Wettbewerb
10,416
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Free
4,082
Undetermined
2,119
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Book / Working Paper
6,525
Article
6,255
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Article in journal
5,736
Aufsatz in Zeitschrift
5,736
Working Paper
3,483
Graue Literatur
3,385
Non-commercial literature
3,385
Arbeitspapier
3,174
Hochschulschrift
541
Thesis
467
Aufsatz im Buch
458
Book section
458
Collection of articles of several authors
145
Sammelwerk
145
Lehrbuch
132
Textbook
111
Collection of articles written by one author
108
Sammlung
108
Bibliografie enthalten
96
Bibliography included
96
Aufsatzsammlung
69
Amtsdruckschrift
56
Government document
56
Konferenzschrift
55
Systematic review
52
Übersichtsarbeit
52
Forschungsbericht
41
Conference proceedings
32
Conference paper
30
Konferenzbeitrag
30
Mehrbändiges Werk
18
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18
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16
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15
Bibliografie
12
Handbook
11
Handbuch
11
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10
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7
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6
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English
12,188
German
405
French
76
Spanish
65
Italian
20
Portuguese
13
Polish
8
Dutch
5
Russian
4
Undetermined
3
Czech
2
Danish
2
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2
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2
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1
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Franses, Philip Hans
139
Koopman, Siem Jan
126
Phillips, Peter C. B.
125
Gil-Alaña, Luis A.
110
Caporale, Guglielmo Maria
95
Lütkepohl, Helmut
72
Koop, Gary
71
Sibbertsen, Philipp
70
Härdle, Wolfgang
69
Pesaran, M. Hashem
65
Teräsvirta, Timo
65
Swanson, Norman R.
60
Kunst, Robert M.
59
McAleer, Michael
58
Harvey, Andrew C.
56
Maravall Herrero, Agustín
56
Hassler, Uwe
52
Feng, Yuanhua
51
Granger, C. W. J.
50
Hyndman, Rob J.
50
Lucas, André
50
Dijk, Herman K. van
47
Hallin, Marc
47
Lux, Thomas
47
Marcellino, Massimiliano
47
Bauwens, Luc
46
Engle, Robert F.
46
Proietti, Tommaso
43
Beran, Jan
42
Kapetanios, George
42
Taylor, Robert
42
Ghysels, Eric
41
Perron, Pierre
41
Saikkonen, Pentti
41
Gao, Jiti
40
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
65
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
Ekonomiska forskningsinstitutet <Stockholm>
42
European University Institute / Department of Economics
31
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Centre for Analytical Finance <Århus>
6
Gottfried Wilhelm Leibniz Universität Hannover
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Strathclyde / Department of Economics
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
4
University of Cambridge / Department of Applied Economics
4
University of Exeter / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Institut für Weltwirtschaft
3
Norges Bank / Utredningsavdelingen
3
Organisation for Economic Co-operation and Development
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
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
2
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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Published in...
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Journal of econometrics
326
International journal of forecasting
316
Economics letters
275
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
237
Journal of forecasting
223
Econometric theory
190
Discussion paper / Tinbergen Institute
170
Econometric reviews
132
Economic modelling
113
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Applied economics
102
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Journal of applied econometrics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Computational economics
76
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Working paper
74
CREATES research paper
70
Applied economics letters
69
Journal of economic dynamics & control
67
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Energy economics
57
NBER Working Paper
57
Cowles Foundation discussion paper
55
Working paper / National Bureau of Economic Research, Inc.
55
Oxford bulletin of economics and statistics
54
Journal of empirical finance
53
NBER working paper series
52
Tinbergen Institute Discussion Paper
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
CESifo working papers
48
European journal of operational research : EJOR
47
The econometrics journal
47
Finance research letters
46
Technical Report
46
Discussion papers of interdisciplinary research project 373
45
EUI working paper / ECO
45
SFB 649 discussion paper
45
Econometrics : open access journal
42
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Source
All
ECONIS (ZBW)
12,456
EconStor
318
USB Cologne (EcoSocSci)
4
ArchiDok
1
RePEc
1
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1
The integration of credit default
swap
markets in the pre and post-subprime crisis in common stochastic trends
Chen, Cathy Yi-hsuan
;
Härdle, Wolfgang
;
Thu, Hien Pham
-
2014
It was evident that credit default
swap
(CDS) spreads have been highly correlated during the recent financial crisis …
Persistent link: https://www.econbiz.de/10010399421
Saved in:
2
Uncovering the mesoscale structure of the credit default
swap
market to improve portfolio risk modelling
Anagnostou, I.
;
Squartini, T.
;
Kandhai, D.
;
Garlaschelli, D.
- In:
Quantitative finance
21
(
2021
)
9
,
pp. 1501-1518
Persistent link: https://www.econbiz.de/10012624151
Saved in:
3
Real versus spurious long-memory volatility in foreign exchange data : evidence from the rand against the G4 currencies
Thupayagale, Pako
;
Jefferis, Keith R.
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
35
(
2011
)
2
,
pp. 71-93
Persistent link: https://www.econbiz.de/10009490904
Saved in:
4
The forecasting performance of a VARMAX-search algorithm and a state space algorithm with exogenous variables
Östermark, Ralf
-
1992
Persistent link: https://www.econbiz.de/10000834763
Saved in:
5
Arbitrage valuation of variance forecasts with simulated options
Engle, Robert F.
(
contributor
)
-
1992
-
Rev
Persistent link: https://www.econbiz.de/10000841635
Saved in:
6
Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic volatility
Bos, Charles S.
-
2008
Persistent link: https://www.econbiz.de/10003645209
Saved in:
7
Do nonlinear tools make a difference in handling shipping derivatives?
Goulielmos, Alexander M.
;
Goulielmos, Matina A.
- In:
International journal of transport economics : IJTE
35
(
2008
)
3
,
pp. 345-371
Persistent link: https://www.econbiz.de/10003786480
Saved in:
8
Interest rate models -
theory
and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano
;
Mercurio, Fabio
-
2006
-
2. ed.
Persistent link: https://www.econbiz.de/10002116360
Saved in:
9
A new methodology to derive a bank's maturity structure using accounting-based time series information
Entrop, Oliver
;
Memmel, Christoph
;
Wilkens, Marco
; …
- In:
Operations research proceedings 2006 : selected papers …
,
(pp. 299-304)
.
2007
Persistent link: https://www.econbiz.de/10003471218
Saved in:
10
Modelling and forecasting temperature based weather derivatives
Svec, J.
;
Stevenson, Maxwell John
- In:
Global finance journal
18
(
2007
)
2
,
pp. 185-204
Persistent link: https://www.econbiz.de/10003704497
Saved in:
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