//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"CREATES research paper"
subject:"Time series analysis"
~isPartOf:"Econometrics : open access journal"
~subject:"Yield curve"
~type:"book"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Yield curve
Theorie
211
Theory
211
Zeitreihenanalyse
70
Forecasting model
46
Prognoseverfahren
46
Volatility
39
Volatilität
39
Stochastic process
35
Stochastischer Prozess
35
Estimation
32
Schätzung
32
USA
20
United States
20
Estimation theory
18
Schätztheorie
18
Zinsstruktur
17
VAR model
16
VAR-Modell
16
Capital income
15
Kapitaleinkommen
15
CAPM
14
Börsenkurs
13
Cointegration
13
Kointegration
13
Risikoprämie
13
Risk premium
13
Share price
13
Statistical test
11
Statistischer Test
11
ARCH model
10
ARCH-Modell
10
Factor analysis
10
Faktorenanalyse
10
Martingal
10
Martingale
10
Nichtlineare Regression
9
Nonlinear regression
9
Regression analysis
9
more ...
less ...
Online availability
All
Free
83
Type of publication
All
Book / Working Paper
Article
45
Type of publication (narrower categories)
All
Arbeitspapier
83
Graue Literatur
83
Non-commercial literature
83
Working Paper
83
Language
All
English
83
Author
All
Podolskij, Mark
6
Grassi, Stefano
5
Haldrup, Niels
5
Johansen, Søren
5
Santucci de Magistris, Paolo
5
Andreasen, Martin Møller
4
Kruse, Robinson
4
Bredahl Kock, Anders
3
Christensen, Bent Jesper
3
Ergemen, Yunus Emre
3
Nielsen, Morten Ørregaard
3
Nonejad, Nima
3
Proietti, Tommaso
3
Bauwens, Luc
2
Christensen, Kim
2
Delle Monache, Davide
2
Dias, Gustavo Fruet
2
Hansen, Peter Reinhard
2
Hillebrand, Eric
2
Kristensen, Dennis
2
Lange, Theis
2
Lunde, Asger
2
Meldrum, Andrew
2
Nielsen, Bent
2
Noriega-Muro, Antonio E.
2
Osterrieder, Daniela
2
Rossi, Eduardo
2
Teräsvirta, Timo
2
Ventosa-Santaulària, Daniel
2
Yang, Yukai
2
Andersen, Torben
1
Barbachan, José Santiago Fajardo
1
Basse-O'Connor, Andreas
1
Bennedsen, Mikkel
1
Benzoni, Luca
1
Boldrini, Lorenzo
1
Borup, Daniel
1
Callot, Laurent
1
Callot, Laurent A. F.
1
Casarin, Roberto
1
more ...
less ...
Published in...
All
CREATES research paper
Econometrics : open access journal
Discussion paper / Tinbergen Institute
183
NBER working paper series
149
Working paper / National Bureau of Economic Research, Inc.
147
NBER Working Paper
139
Working paper
110
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Discussion paper / Centre for Economic Policy Research
78
Working paper / Department of Econometrics and Business Statistics, Monash University
78
CESifo working papers
67
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
65
Série des documents de travail / Centre de Recherche en Économie et Statistique
62
Cowles Foundation discussion paper
58
EUI working paper / ECO
57
SFB 649 discussion paper
57
Discussion papers of interdisciplinary research project 373
54
Discussion paper / Center for Economic Research, Tilburg University
50
Working paper series / European Central Bank
47
Discussion paper
46
Finance and economics discussion series
45
SpringerLink / Bücher
45
Discussion papers / CEPR
41
Discussion paper / Department of Economics, University of California San Diego
40
Working papers
40
CAMA working paper series
39
Working paper series
39
Discussion papers in economics
37
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
36
Staff reports / Federal Reserve Bank of New York
36
Cambridge working papers in economics
35
Discussion paper / Centre for Economic Forecasting
33
Europäische Hochschulschriften / 5
33
Report / Econometric Institute, Erasmus University Rotterdam
33
Documentos de trabajo / Banco de España, Servicio de Estudios
31
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
31
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
30
Econometric Institute research papers
30
Working paper series in economics and finance
29
CORE discussion paper : DP
28
ECB Working Paper
28
more ...
less ...
Source
All
ECONIS (ZBW)
83
Showing
1
-
10
of
83
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The New Keynesian model and bond yields
Andreasen, Martin Møller
-
2021
Persistent link: https://www.econbiz.de/10012433979
Saved in:
2
The incremental information in the yield curve about future interest rate risk
Christensen, Bent Jesper
;
Kjær, Mads Markvart
; …
-
2021
-
This version: June 28, 2021
Persistent link: https://www.econbiz.de/10012621334
Saved in:
3
Long and short memory in dynamic term structure models
Huseynov, Salman
-
2021
-
This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
Saved in:
4
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
5
Temperature anomalies, long memory, and aggregation
Vera-Valdés, J. Eduardo
-
2020
Persistent link: https://www.econbiz.de/10012433973
Saved in:
6
Bond risk premiums at the zero lower bound
Andreasen, Martin Møller
;
Jørgensen, Kasper
;
Meldrum, …
-
2019
Persistent link: https://www.econbiz.de/10012063987
Saved in:
7
Explaining bond return predictability in an estimated New Keynesian model
Andreasen, Martin Møller
-
2019
Persistent link: https://www.econbiz.de/10012063989
Saved in:
8
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
Saved in:
9
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Bennedsen, Mikkel
;
Hillebrand, Eric
;
Koopman, Siem Jan
-
2019
Persistent link: https://www.econbiz.de/10012316908
Saved in:
10
Assessing predictive accuracy in panel data models with long-range dependence
Borup, Daniel
;
Christensen, Bent Jesper
;
Ergemen, Yunus Emre
-
2019
Persistent link: https://www.econbiz.de/10011991275
Saved in:
1
2
3
4
5
6
7
8
9
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->