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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Volatility
41,010
Volatilität
40,740
Wechselkurs
27,858
Exchange rate
26,667
Theorie
23,009
Theory
22,561
Optionspreistheorie
14,821
Option pricing theory
14,362
Derivat
13,967
Derivative
13,933
Schätzung
12,550
Estimation
12,276
Börsenkurs
11,069
Share price
10,907
USA
9,210
United States
8,836
Welt
8,519
World
8,376
Kapitaleinkommen
7,909
Capital income
7,880
ARCH-Modell
6,812
ARCH model
6,734
Aktienmarkt
6,325
Stock market
6,259
Stochastischer Prozess
5,547
Stochastic process
5,447
Prognoseverfahren
5,405
Forecasting model
5,336
Geldpolitik
4,481
Portfolio-Management
4,345
Monetary policy
4,327
Portfolio selection
4,314
Hedging
4,040
Time series analysis
3,974
Risk
3,788
Risiko
3,757
Wechselkurspolitik
3,743
Optionsgeschäft
3,701
Exchange rate policy
3,642
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Free
1,449
Undetermined
1,181
Type of publication
All
Article
2,409
Book / Working Paper
1,663
Type of publication (narrower categories)
All
Article in journal
2,295
Aufsatz in Zeitschrift
2,295
Working Paper
927
Graue Literatur
877
Non-commercial literature
877
Arbeitspapier
847
Hochschulschrift
111
Aufsatz im Buch
109
Book section
109
Thesis
92
Collection of articles of several authors
26
Sammelwerk
26
Lehrbuch
20
Collection of articles written by one author
19
Sammlung
19
Textbook
19
Bibliografie enthalten
18
Bibliography included
18
Aufsatzsammlung
16
Conference paper
9
Konferenzbeitrag
9
Systematic review
6
Übersichtsarbeit
6
Amtsdruckschrift
3
Government document
3
Rezension
3
Article
2
Dissertation u.a. Prüfungsschriften
2
Forschungsbericht
2
Handbook
2
Handbuch
2
Konferenzschrift
2
Advisory report
1
Case study
1
Conference proceedings
1
Einführung
1
Elektronischer Datenträger
1
Fallstudie
1
Festschrift
1
Glossar enthalten
1
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English
3,978
German
83
French
4
Spanish
3
Czech
2
Portuguese
2
Russian
2
Danish
1
Polish
1
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Author
All
Caporale, Guglielmo Maria
60
McAleer, Michael
56
Härdle, Wolfgang
42
Koopman, Siem Jan
42
Lux, Thomas
42
Gil-Alaña, Luis A.
36
Gupta, Rangan
33
Bollerslev, Tim
31
Hafner, Christian M.
29
Andersen, Torben
25
Lucas, André
25
Tauchen, George Eugene
21
Dijk, Dick van
20
Todorov, Viktor
20
Chan, Joshua
19
Chang, Chia-Lin
18
Hautsch, Nikolaus
18
Sibbertsen, Philipp
18
Asai, Manabu
17
Rodriguez, Gabriel
17
Teräsvirta, Timo
17
Bos, Charles S.
16
Caporin, Massimiliano
16
Engle, Robert F.
16
Hallin, Marc
16
Kim, Donggyu
16
Taylor, Robert
16
Hansen, Peter Reinhard
15
Li, Jia
15
Marcellino, Massimiliano
15
Sucarrat, Genaro
15
Tiwari, Aviral Kumar
15
Allen, David E.
14
Diebold, Francis X.
14
Hounyo, Ulrich
14
Moosa, Imad A.
14
Bauwens, Luc
13
Carriero, Andrea
13
Cavaliere, Giuseppe
13
Gonçalves, Sílvia
13
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Institution
All
National Bureau of Economic Research
15
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
8
Ekonomiska forskningsinstitutet <Stockholm>
6
Centre for Analytical Finance <Århus>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Centre for Growth and Business Cycle Research <Manchester>
4
Centre for Quantitative Economics & Computing
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Christian-Albrechts-Universität zu Kiel
2
Econometrisch Instituut <Rotterdam>
2
European University Institute / Department of Law
2
School of Economics and Finance <Brisbane>
2
Umeå universitet
2
University of Strathclyde / Department of Economics
2
Universität Basel / Institut für Statistik und Ökonometrie
2
Université de Montréal / Département de sciences économiques
2
Aarhus Universitet / Afdeling for Nationaløkonomi
1
Bundesanstalt für Geowissenschaften und Rohstoffe
1
Business Information Centre <Toronto>
1
CFA Institute <Charlottesville, Va.>
1
Center for Economic Research <Tilburg>
1
Chambre de commerce et d'industrie de Paris
1
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
1
Hamburgisches WeltWirtschaftsInstitut
1
Institut for Finansiering <Frederiksberg>
1
Institute of Finance and Accounting <London>
1
International Workshop on Statistics and Finance <1999, Hongkong>
1
Internationaler Währungsfonds / Asia and Pacific Department
1
Internationaler Währungsfonds / Western Hemisphere Department
1
Leibniz-Institut für Agrarentwicklung in Transformationsökonomien
1
Leonard N. Stern School of Business / Information Systems Department
1
Manchester Business School
1
New York University / Mathematical Finance Seminar
1
New York University Mathematical Finance Seminar
1
Queen Mary College / Department of Economics
1
Rodney L. White Center for Financial Research
1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Springer Fachmedien Wiesbaden
1
Springer International Publishing
1
The Wharton Financial Institutions Center
1
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Published in...
All
Journal of econometrics
112
Discussion paper / Tinbergen Institute
83
Energy economics
76
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
72
International journal of forecasting
68
Economic modelling
64
Journal of empirical finance
52
Finance research letters
49
Applied economics
45
Economics letters
45
Journal of forecasting
45
International review of economics & finance : IREF
37
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
35
The North American journal of economics and finance : a journal of financial economics studies
34
Econometric reviews
33
Working paper
32
International review of financial analysis
31
Journal of international money and finance
31
Quantitative finance
29
Journal of banking & finance
28
CREATES research paper
27
Computational economics
27
Journal of financial econometrics
27
Research in international business and finance
27
Applied financial economics
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
Journal of risk and financial management : JRFM
24
SFB 649 discussion paper
24
Applied economics letters
21
International journal of finance & economics : IJFE
21
Journal of international financial markets, institutions & money
21
CESifo working papers
19
Journal of economic dynamics & control
19
The journal of futures markets
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
18
Econometrics : open access journal
17
CAMA working paper series
16
The European journal of finance
16
International journal of economics and finance
15
Journal of financial economics
15
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Source
All
ECONIS (ZBW)
3,984
EconStor
83
USB Cologne (EcoSocSci)
3
USB Cologne (business full texts)
2
Showing
1
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10
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4,072
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date (newest first)
date (oldest first)
1
Impact of currency futures on
volatility
in exchange rate : a study of Indian currency market
Kumar, Ashish
- In:
Paradigm : the journal of Institute of Management Technology
19
(
2015
)
1
,
pp. 95-108
Persistent link: https://www.econbiz.de/10011761360
Saved in:
2
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:
3
Response of the term structure of forward exchange rate to jump in the interest rate
Li, Xiao-ping
;
Feng, Yun
;
Wu, Chong-feng
;
Xu, Wei-dong
- In:
Economic modelling
30
(
2013
),
pp. 863-874
Persistent link: https://www.econbiz.de/10009708784
Saved in:
4
Can signal extraction help predict risk premia in foreign exchange rates
Kiani, Khurshid M.
- In:
Economic modelling
33
(
2013
),
pp. 926-939
Persistent link: https://www.econbiz.de/10010195543
Saved in:
5
Testing the forward
volatility
unbiasedness hypothesis in exchange rates under long-range dependence
Pérez Rodríguez, Jorge V.
;
Andrada Félix, Julián
; …
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012822266
Saved in:
6
Are exchange rates interdependent? : evidence using wavelet analysis
Kumar, Satish
;
Pathak, Rajesh
;
Tiwari, Aviral Kumar
; …
- In:
Applied economics
49
(
2017
)
31/33
,
pp. 3231-3245
Persistent link: https://www.econbiz.de/10011774731
Saved in:
7
The Glosten-Jagannathan-Runkle-Generalized Autoregressive Conditional Heteroscedastic approach to investigating the foreign exchange forward premium
volatility
Hamzaoui, Nessrine
;
Regaieg, Boutheina
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1608-1615
Persistent link: https://www.econbiz.de/10011775273
Saved in:
8
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:
9
Nonparametric modelling of financial time series
Heid, Frank
-
1998
Persistent link: https://www.econbiz.de/10000668367
Saved in:
10
Nonparametric modeling in financial time series
Franke, Jürgen
;
Kreiß, Jens-Peter
;
Mammen, Enno
- In:
Handbook of financial time series
,
(pp. 927-952)
.
2009
Persistent link: https://www.econbiz.de/10003834268
Saved in:
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