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subject:"Time series analysis"
~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~subject:"Volatilität"
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Time series analysis
Volatilität
Theorie
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361
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357
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357
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347
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337
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Forni, Mario
6
Ghysels, Eric
4
Lippi, Marco
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Reichlin, Lucrezia
4
Rose, Andrew
4
Sarno, Lucio
4
Timmermann, Allan
4
Albuquerque, Rui
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3
Della Corte, Pasquale
3
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3
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3
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3
Ravn, Morten O.
3
Bacchetta, Philippe
2
Besley, Timothy
2
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2
Flood, Robert P.
2
Francois, Joseph F.
2
Giannone, Domenico
2
Guerrón-Quintana, Pablo A.
2
Hallin, Marc
2
Inoue, Atsushi
2
Jeanne, Olivier
2
Jensen, Henrik
2
Kollmann, Robert
2
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2
Moen, Espen R.
2
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Rebelo, Sérgio
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Journal of econometrics
414
Economics letters
340
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335
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
277
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256
NBER working paper series
219
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Econometric theory
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
124
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116
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
111
Applied economics letters
109
Journal of empirical finance
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
CREATES research paper
102
Computational economics
100
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99
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
91
Finance research letters
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90
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86
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78
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75
International review of economics & finance : IREF
75
International review of financial analysis
75
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Mathematical finance : an international journal of mathematics, statistics and financial theory
72
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70
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ECONIS (ZBW)
115
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1
Information and Market Power
Bergemann, Dirk
;
Heumann, Tibor
;
Morris, Stephen
-
2018
Persistent link: https://www.econbiz.de/10012037813
Saved in:
2
Revealing downturns
Schmalz, Martin C.
;
Zhuk, Sergey
-
2018
Persistent link: https://www.econbiz.de/10011860622
Saved in:
3
Belief dispersion in the stock market
Atmaz, Adem
;
Başak, Suleyman
-
2017
Persistent link: https://www.econbiz.de/10011675962
Saved in:
4
Lags, costs and shockes : an equilibrium model of the oil industry
Bornstein, ,Gideon
;
Krusell, Per
;
Rebelo, Sérgio
-
2017
Persistent link: https://www.econbiz.de/10011685145
Saved in:
5
The welfare and distributional effects of fiscal volatility : a quantitative evaluation
Bachmann, Ruediger
;
Bai, Jinhui H.
;
Lee, Minjoon
; …
-
2017
Persistent link: https://www.econbiz.de/10011770704
Saved in:
6
Firm volatility in granual networks
Herskovic, Bernard
;
Kelly, Bryan T.
;
Lustig, Hanno
; …
-
2017
Persistent link: https://www.econbiz.de/10011739882
Saved in:
7
Automated earnings forecasts : beat analysts or combine and conquer?
Ball, Ryan
;
Ghysels, Eric
-
2017
Persistent link: https://www.econbiz.de/10011715555
Saved in:
8
Structural breaks in panel data : large number of panels and short length time series
Antoch, Jaromir
;
Hanousek, Jan
;
Horváth, Lajos
; …
-
2017
Persistent link: https://www.econbiz.de/10011653095
Saved in:
9
Dynamic factor model with infinite dimensional factor space : forecasting
Forni, Mario
;
Giovannelli, Alessandro
;
Lippi, Marco
; …
-
2016
Persistent link: https://www.econbiz.de/10011482273
Saved in:
10
Deepening contractions and collateral constraints
Jensen, Henrik
;
Ravn, Søren Hove
;
Santoro, Emiliano
-
2016
Persistent link: https://www.econbiz.de/10011482280
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