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subject:"Deutschland"
type_genre:"Article in journal"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of international money and finance"
~subject:"Zeitreihenanalyse"
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Deutschland
Zeitreihenanalyse
Theorie
1,318
Theory
1,318
Estimation
249
Schätzung
249
Exchange rate
225
Wechselkurs
225
Volatility
145
Volatilität
145
Capital income
139
Kapitaleinkommen
139
Geldpolitik
132
Monetary policy
132
Welt
131
World
131
Portfolio selection
120
Portfolio-Management
120
CAPM
116
USA
113
United States
113
Forecasting model
112
Prognoseverfahren
112
Börsenkurs
107
Share price
107
Purchasing power parity
91
Kaufkraftparität
90
Time series analysis
79
Risk premium
75
Risikoprämie
74
Devisenmarkt
73
Foreign exchange market
73
Risk
70
Capital mobility
68
Kapitalmobilität
68
Risiko
68
ARCH model
66
ARCH-Modell
66
Currency derivative
65
Währungsderivat
65
Exchange rate policy
59
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Article
111
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Article in journal
Aufsatz in Zeitschrift
111
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English
111
Author
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Cheung, Yin-Wong
2
Hafner, Christian M.
2
Hakkio, Craig S.
2
Herwartz, Helmut
2
Kroner, Kenneth F.
2
Lee, Tae-hwy
2
Phillips, Peter C. B.
2
Rush, Mark
2
Taylor, Robert
2
Ahrens, Ralf
1
Arakelian, V.
1
Astill, Sam
1
Ball, Clifford A.
1
Baxter, Marianne
1
Becker, Kent Gregory
1
Beckmann, Joscha
1
Bee, Marco
1
Bernardi, Mauro
1
Bernhardsen, Tom
1
Boudt, Kris
1
Broze, Laurence
1
Burjack, Rafael
1
Cai, Lili
1
Campa, José Manuel
1
Campbell, John Y.
1
Caporale, Guglielmo Maria
1
Catania, Leopoldo
1
Cerrato, Mario
1
Chang, P. H. Kevin
1
Chen Zhou
1
Chinn, Menzie David
1
Cho, Dooyeon
1
Craighead, William D.
1
Crosby, John
1
Croux, Christophe
1
Crowder, William J.
1
Cushman, David O.
1
Czudaj, Robert
1
Dark, Jonathan
1
Davidson, James E. H.
1
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Journal of empirical finance
Journal of international money and finance
Journal of econometrics
329
International journal of forecasting
310
Economics letters
283
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
243
Journal of forecasting
229
Econometric theory
191
Econometric reviews
127
Economic modelling
126
Applied economics
125
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
108
Journal of applied econometrics
98
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
79
Applied economics letters
74
Journal of economic dynamics & control
73
Computational economics
72
Energy economics
66
Jahrbücher für Nationalökonomie und Statistik
64
Oxford bulletin of economics and statistics
61
European journal of operational research : EJOR
49
The econometrics journal
49
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
49
The review of economics and statistics
48
Journal of macroeconomics
47
Econometrics : open access journal
42
Journal of business economics : JBE
42
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
41
Macroeconomic dynamics
38
Applied financial economics
36
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
36
Finance research letters
35
International review of economics & finance : IREF
33
Journal of banking & finance
33
Journal of monetary economics
32
Schmalenbachs Zeitschrift für betriebswirtschaftliche Forschung : ZfbF
32
Journal of economic surveys
31
Kredit und Kapital
31
Journal of financial econometrics : official journal of the Society for Financial Econometrics
30
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ECONIS (ZBW)
111
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111
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1
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
2
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
3
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
4
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
5
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
6
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
7
Out-of-sample forecasting of foreign exchange rates : the band spectral regression and LASSO
Wada, Tatsuma
- In:
Journal of international money and finance
128
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013438380
Saved in:
8
Do interest rate differentials drive the volatility of exchange rates? : evidence from an extended stochastic volatility model
Ulm, Maren
;
Hambuckers, Julien
- In:
Journal of empirical finance
65
(
2022
),
pp. 125-148
Persistent link: https://www.econbiz.de/10013286403
Saved in:
9
Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
Qiu, Yue
;
Wang, Zongrun
;
Xie, Tian
;
Zhang, Xinyu
- In:
Journal of empirical finance
62
(
2021
),
pp. 179-201
Persistent link: https://www.econbiz.de/10012693338
Saved in:
10
Forecasting stock returns with large dimensional factor models
Giovannelli, Alessandro
;
Massacci, Daniele
;
Soccorsi, …
- In:
Journal of empirical finance
63
(
2021
),
pp. 252-269
Persistent link: https://www.econbiz.de/10013259267
Saved in:
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