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subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~subject:"ARCH model"
~subject:"Schätztheorie"
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Zeitreihenanalyse
ARCH model
Schätztheorie
Theorie
1,510
Theory
1,510
Estimation
315
Schätzung
315
USA
163
United States
162
Time series analysis
102
Großbritannien
77
United Kingdom
77
Forecasting model
75
Prognoseverfahren
75
Welt
66
World
66
Economic growth
59
Geldpolitik
59
Monetary policy
59
Wirtschaftswachstum
59
Inflation
57
Volatility
57
Volatilität
57
Portfolio selection
56
Portfolio-Management
56
Capital income
54
Kapitaleinkommen
54
Börsenkurs
49
Estimation theory
49
Share price
49
Cointegration
48
Kointegration
48
Risiko
48
Risk
47
Exchange rate
46
Wechselkurs
46
Produktivität
44
Productivity
43
Zins
39
ARCH-Modell
38
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Article
173
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172
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172
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English
173
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Gil-Alaña, Luis A.
7
Moosa, Imad A.
5
Bahmani-Oskooee, Mohsen
3
Leybourne, Stephen James
3
Newbold, Paul
3
Blazsek, Szabolcs
2
Bonham, Carl Stanley
2
Brorsen, B. Wade
2
Burns, Kelly
2
Chambers, Marcus J.
2
Dixon, Robert J.
2
Franses, Philip Hans
2
Fraser, Iain M.
2
Guesmi, Khaled
2
Gupta, Rangan
2
Harvey, David I.
2
Kim, Jong-Min
2
Lim, Guay C.
2
McAleer, Michael
2
Ranjbar, Omid
2
Smith, Jeremy
2
Wang, Yi-Hsien
2
Abdullah, Dewan A.
1
Abid, Ilyes
1
Abuzayed, Bana
1
Agiakloglou, Christos N.
1
Ahamada, Ibrahim
1
Al-Fayoumi, Nedal
1
Ali Ahmed, Huson Joher
1
Allen, David E.
1
Amador, Rosa Badillo
1
An, Sufang
1
Anderson, David P.
1
Arestis, Philip
1
Arndt, Channing
1
Arteche, Josu
1
Aston, John A. D.
1
Astorkiza, Kepa
1
Ayestarán, Raquel
1
Balcombe, Kelvin G.
1
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Applied economics
Journal of econometrics
683
Economics letters
619
Econometric theory
439
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
403
International journal of forecasting
344
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
285
Journal of forecasting
272
Econometric reviews
264
Discussion paper / Tinbergen Institute
244
Journal of applied econometrics
223
Série des documents de travail / Centre de Recherche en Économie et Statistique
188
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
152
The review of economics and statistics
151
Oxford bulletin of economics and statistics
147
Journal of quantitative economics : official journal of the Indian Econometric Society
146
Working paper / National Bureau of Economic Research, Inc.
139
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
136
Economic modelling
136
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
131
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
114
Working paper
112
Discussion paper / Center for Economic Research, Tilburg University
111
Journal of economic dynamics & control
108
CORE discussion paper : DP
106
Série des documents de travail du CREST / Institut National de la Statistique et des Etudes Economiques
97
Journal of empirical finance
95
Working paper / Department of Econometrics and Business Statistics, Monash University
93
The econometrics journal
91
Statistical papers
90
Cowles Foundation discussion paper
89
Applied economics letters
86
Computational economics
85
CREATES research paper
84
SFB 649 discussion paper
82
CESifo working papers
78
International economic review
77
EUI working paper / ECO
76
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
72
The review of economic studies
72
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ECONIS (ZBW)
173
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1
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
2
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
3
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
4
Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
Saved in:
5
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
6
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
7
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
8
Leader-follower dynamics in real historical time : a Markovian test of non-linear causality between sail and steam (co-)development
Damásio, Bruno
;
Mendonça, Sandro
- In:
Applied economics
55
(
2023
)
17
,
pp. 1908-1918
Persistent link: https://www.econbiz.de/10013555059
Saved in:
9
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
10
Nonlinear dynamical analysis of metal futures price fluctuations : a recurrence quantification analysis approach
Sun, Xiaotian
;
Fang, Wei
;
Gao, Xiangyun
;
An, Sufang
;
Wu, Tao
- In:
Applied economics
55
(
2023
)
10
,
pp. 1142-1155
Persistent link: https://www.econbiz.de/10013499028
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