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subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~subject:"ARCH model"
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Zeitreihenanalyse
ARCH model
Theorie
1,510
Theory
1,510
Estimation
315
Schätzung
315
USA
163
United States
162
Time series analysis
102
Großbritannien
77
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Forecasting model
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English
131
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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
Brorsen, B. Wade
2
Burns, Kelly
2
Chambers, Marcus J.
2
Dixon, Robert J.
2
Franses, Philip Hans
2
Guesmi, Khaled
2
Gupta, Rangan
2
Harvey, David I.
2
Kim, Jong-Min
2
Lim, Guay C.
2
Ranjbar, Omid
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
Arteche, Josu
1
Aston, John A. D.
1
Astorkiza, Kepa
1
Ayestarán, Raquel
1
Balcombe, Kelvin G.
1
Barai, Parama
1
Bastianin, Andrea
1
Belaire-Franch, Jorge
1
Belhachemi, Rachid
1
Benlagha, Noureddine
1
Bermejo Muñoz, Lorenzo
1
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Applied economics
Journal of econometrics
365
International journal of forecasting
330
Economics letters
296
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
255
Journal of forecasting
252
Econometric theory
221
Discussion paper / Tinbergen Institute
185
Econometric reviews
150
Economic modelling
125
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
112
Journal of applied econometrics
110
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
106
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
102
Journal of empirical finance
86
Working paper
84
Computational economics
83
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
83
Applied economics letters
82
Working paper / Department of Econometrics and Business Statistics, Monash University
80
Journal of economic dynamics & control
79
CREATES research paper
77
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
71
Energy economics
68
NBER Working Paper
63
The econometrics journal
62
EUI working paper / ECO
60
Working paper / National Bureau of Economic Research, Inc.
60
Oxford bulletin of economics and statistics
59
Série des documents de travail / Centre de Recherche en Économie et Statistique
58
Cowles Foundation discussion paper
57
Finance research letters
57
NBER working paper series
57
CESifo working papers
53
Discussion papers of interdisciplinary research project 373
53
Journal of banking & finance
53
SFB 649 discussion paper
51
European journal of operational research : EJOR
49
Econometrics : open access journal
45
International review of economics & finance : IREF
44
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ECONIS (ZBW)
131
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11
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution : evidence from China
Wang, Donghua
;
Ding, Jin
;
Chu, Guoqing
;
Xu, Dinghai
; …
- In:
Applied economics
53
(
2021
)
7
,
pp. 781-804
Persistent link: https://www.econbiz.de/10012416088
Saved in:
12
Oil volatility forecasting and risk allocation : evidence from an extended mixed-frequency volatility model
Shang, Yuhuang
;
Dong, Qingma
- In:
Applied economics
53
(
2021
)
10
,
pp. 1127-1142
Persistent link: https://www.econbiz.de/10012425453
Saved in:
13
Non-normal errors or nonlinearity? : performance of unit root tests
Lee, Hyejin
;
Hur, Mansik
- In:
Applied economics
53
(
2021
)
52
,
pp. 6094-6103
Persistent link: https://www.econbiz.de/10012650385
Saved in:
14
Using statistical process monitoring to identify us business cycle change points and turning points
Enck, David
;
Beruvides, Mario
;
Tercero-Gómez, Víctor G.
; …
- In:
Applied economics
53
(
2021
)
46
,
pp. 5319-5336
Persistent link: https://www.econbiz.de/10012626873
Saved in:
15
Measuring systemic risk with a dynamic copula-based approach
Jang, Hyun Jin
;
Pan, Xiao
;
Park, Sumin
- In:
Applied economics
53
(
2021
)
50
,
pp. 5843-5863
Persistent link: https://www.econbiz.de/10012627102
Saved in:
16
Analyzing the hysteresis properties and growth stability of renewable energy production of the U.S.
Lee, Chien-chiang
;
Ranjbar, Omid
;
Lee, Chi-Chuan
- In:
Applied economics
53
(
2021
)
24
,
pp. 2752-2770
Persistent link: https://www.econbiz.de/10012501412
Saved in:
17
The impact of liquidity on portfolio value-at-risk forecasts
Hung, Jui-Cheng
;
Su, Jung-bin
;
Chang, Matthew C.
;
Wang, …
- In:
Applied economics
52
(
2020
)
3
,
pp. 242-259
Persistent link: https://www.econbiz.de/10012197387
Saved in:
18
Testing Okun's Law : theoretical and empirical considerations using fractional integration
Gil-Alaña, Luis A.
;
Škare, Marinko
;
Blazevic Buric, Sanja
- In:
Applied economics
52
(
2020
)
5
,
pp. 459-474
Persistent link: https://www.econbiz.de/10012197424
Saved in:
19
Robust measures of skewness and kurtosis for macroeconomic and financial time series
Bastianin, Andrea
- In:
Applied economics
52
(
2020
)
7
,
pp. 637-670
Persistent link: https://www.econbiz.de/10012197454
Saved in:
20
The time-frequency dependence of unemployment on real input prices : a wavelet coherency and partial coherency approach
Meng, Xiangcai
- In:
Applied economics
52
(
2020
)
10
,
pp. 1124-1140
Persistent link: https://www.econbiz.de/10012197519
Saved in:
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