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subject:"Time series analysis"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Risiko"
~subject:"Volatilität"
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Time series analysis
Risiko
Volatilität
Theorie
302
Theory
302
Zeitreihenanalyse
95
Estimation
80
Schätzung
80
Nichtlineare Regression
46
Nonlinear regression
46
Volatility
44
Forecasting model
31
Prognoseverfahren
31
Markov chain
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Markov-Kette
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English
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Fabozzi, Frank J.
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Račev, Svetlozar T.
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Aknouche, Abdelhakim
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Diks, Cees G. H.
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Economics letters
496
Journal of econometrics
433
NBER working paper series
415
Working paper / National Bureau of Economic Research, Inc.
383
NBER Working Paper
373
International journal of forecasting
362
European journal of operational research : EJOR
297
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
295
Insurance / Mathematics & economics
286
Discussion paper / Tinbergen Institute
265
Journal of forecasting
262
Journal of economic dynamics & control
236
Economic modelling
223
Discussion paper / Centre for Economic Policy Research
220
Journal of banking & finance
214
CESifo working papers
204
Econometric theory
198
Working paper
197
Applied economics
195
Finance research letters
190
Econometric reviews
169
Journal of economic theory
163
Applied economics letters
153
Energy economics
146
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
144
Journal of empirical finance
141
Risks : open access journal
138
Management science : journal of the Institute for Operations Research and the Management Sciences
137
Journal of applied econometrics
130
Journal of financial economics
126
Journal of risk and uncertainty : JRU
126
Journal of monetary economics
123
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
122
Computational economics
121
International review of economics & finance : IREF
117
International journal of theoretical and applied finance
116
Journal of international money and finance
115
International review of financial analysis
110
Mathematical finance : an international journal of mathematics, statistics and financial theory
110
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ECONIS (ZBW)
131
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1
On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
Saved in:
2
Modelling volatility dependence with score copula models
Alanya-Beltran, Willy
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 649-668
Persistent link: https://www.econbiz.de/10014506814
Saved in:
3
Expected, unexpected, good and bad aggregate uncertainty
Uribe, Jorge
;
Chuliá, Helena
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 265-284
Persistent link: https://www.econbiz.de/10014288901
Saved in:
4
Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration
Murasawa, Yasutomo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 387-415
Persistent link: https://www.econbiz.de/10013334834
Saved in:
5
Stability in threshold VAR models
Chen, Pu
;
Semmler, Willi
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
3
,
pp. 531-544
Persistent link: https://www.econbiz.de/10014632042
Saved in:
6
Comparison of score-driven equity-gold portfolios during the COVID-19 pandemic using model confidence sets
Ayala, Astrid
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 705-731
Persistent link: https://www.econbiz.de/10014506866
Saved in:
7
Integrated variance of irregularly spaced high-frequency data : a state space approach based on pre-averaging
Alexeev, Vitali
;
Chen, Jun
;
Ignatieva, Ekaterina
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 733-763
Persistent link: https://www.econbiz.de/10014506869
Saved in:
8
Testing for random coefficient autoregressive and stochastic unit root models
Nagakura, Daisuke
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 117-129
Persistent link: https://www.econbiz.de/10014288865
Saved in:
9
Asymmetry in stochastic volatility models with threshold and time-dependent correlation
Schäfers, Torben
;
Teng, Long
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
2
,
pp. 131-146
Persistent link: https://www.econbiz.de/10014288879
Saved in:
10
Forecasting transaction counts with integer-valued GARCH models
Aknouche, Abdelhakim
;
Almohaimeed, Bader S.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
4
,
pp. 529-539
Persistent link: https://www.econbiz.de/10013453761
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