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subject:"Zeitreihenanalyse"
~isPartOf:"Discussion papers of interdisciplinary research project 373"
~isPartOf:"Journal of econometrics"
~subject:"ARCH-Modell"
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Zeitreihenanalyse
ARCH-Modell
Theorie
1,863
Theory
1,863
Estimation theory
380
Schätztheorie
380
Time series analysis
371
Estimation
196
Schätzung
196
Nichtparametrisches Verfahren
166
Nonparametric statistics
166
Stochastic process
148
Stochastischer Prozess
148
Statistical test
147
Statistischer Test
147
Volatility
137
Volatilität
137
Forecasting model
133
Prognoseverfahren
133
Regression analysis
131
Regressionsanalyse
131
USA
102
United States
102
Cointegration
99
Kointegration
99
Panel
93
Panel study
93
Bayes-Statistik
89
Bayesian inference
89
Statistical distribution
86
Statistische Verteilung
86
Ökonometrie
85
Econometrics
83
Method of moments
83
Momentenmethode
83
Einheitswurzeltest
82
Unit root test
82
Monte Carlo simulation
79
Monte-Carlo-Simulation
79
VAR model
77
VAR-Modell
77
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Undetermined
122
Free
53
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Article
358
Book / Working Paper
60
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Article in journal
361
Aufsatz in Zeitschrift
361
Arbeitspapier
53
Graue Literatur
53
Non-commercial literature
53
Working Paper
53
Collection of articles of several authors
12
Sammelwerk
12
Konferenzschrift
7
Conference proceedings
5
Festschrift
3
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1
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1
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1
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1
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English
418
Author
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Phillips, Peter C. B.
15
Gil-Alaña, Luis A.
9
Härdle, Wolfgang
9
Lütkepohl, Helmut
9
Koop, Gary
8
Swanson, Norman R.
8
Herwartz, Helmut
7
Linton, Oliver
7
Saikkonen, Pentti
7
Xiao, Zhijie
7
Yu, Jun
7
Breitung, Jörg
6
Mariano, Roberto S.
6
Teräsvirta, Timo
6
Chen, Xiaohong
5
Hafner, Christian M.
5
Hallin, Marc
5
Hong, Yongmiao
5
McAleer, Michael
5
Barigozzi, Matteo
4
Chen, Rong
4
Corradi, Valentina
4
Fan, Yanqin
4
Gonzalo, Jesús
4
Lanne, Markku
4
Liao, Yuan
4
Ng, Serena
4
Park, Joon Y.
4
Rombouts, Jeroen V. K.
4
Taylor, Robert
4
Tschernig, Rolf
4
Velasco, Carlos
4
Zakoïan, Jean-Michel
4
Andersen, Torben
3
Bai, Jushan
3
Baillie, Richard
3
Bauwens, Luc
3
Chan, Joshua
3
Choi, In
3
Franses, Philip Hans
3
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Institution
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
53
Association of Asia-Pacific Business School's Academic Conference <2018, Hongkong>
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Published in...
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Discussion papers of interdisciplinary research project 373
Journal of econometrics
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
Applied economics
131
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
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)
418
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1
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10
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418
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1
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
2
Comparing stochastic volatility specifications for large Bayesian VARs
Chan, Joshua
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1419-1446
Persistent link: https://www.econbiz.de/10014471398
Saved in:
3
Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
4
Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model
Fan, Yanqin
;
Han, Fang
;
Park, Hyeonseok
- In:
Journal of econometrics
237
(
2023
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471479
Saved in:
5
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
6
CRPS learning
Berrisch, Jonathan
;
Ziel, Florian
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014471798
Saved in:
7
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
Cheng, Mingmian
;
Liao, Yuan
;
Yang, Xiye
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-28
Persistent link: https://www.econbiz.de/10014471816
Saved in:
8
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto
;
Grassi, Stefano
;
Ravazzolo, Francesco
; …
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
9
Score-driven asset pricing : predicting time-varying risk premia based on cross-sectional model performance
Umlandt, Dennis
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014471829
Saved in:
10
Large stochastic volatility in mean VARs
Cross, Jamie
;
Hou, Chenghan
;
Koop, Gary
;
Poon, Aubrey
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10014332245
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