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~isPartOf:"CREATES research paper"
~isPartOf:"Working Paper"
~subject:"Zeitreihenanalyse"
~type_genre:"Non-commercial literature"
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Zeitreihenanalyse
Theorie
211
Theory
211
Time series analysis
164
Estimation theory
137
Schätztheorie
137
Volatility
101
Volatilität
101
Forecasting model
98
Prognoseverfahren
98
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79
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79
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60
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60
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58
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58
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47
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46
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46
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43
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43
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40
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40
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39
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39
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32
Modellierung
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Scientific modelling
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Risk premium
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29
Zinsstruktur
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28
Nonparametric statistics
28
Option pricing theory
28
Optionspreistheorie
28
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Non-commercial literature
Working Paper
210
Arbeitspapier
164
Graue Literatur
164
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English
164
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Teräsvirta, Timo
18
Johansen, Søren
15
Nielsen, Morten Ørregaard
15
Kruse, Robinson
12
Grassi, Stefano
8
Podolskij, Mark
8
Proietti, Tommaso
8
Santucci de Magistris, Paolo
7
Haldrup, Niels
6
Cavaliere, Giuseppe
5
Ergemen, Yunus Emre
5
Hansen, Peter Reinhard
5
Taylor, Robert
5
Christensen, Kim
4
Hillebrand, Eric
4
Kang, Jian
4
Kristensen, Dennis
4
Nielsen, Bent
4
Nonejad, Nima
4
Silvennoinen, Annastiina
4
Voev, Valeri
4
Amado, Cristina
3
Bennedsen, Mikkel
3
Bredahl Kock, Anders
3
Christensen, Bent Jesper
3
Christoffersen, Peter F.
3
He, Changli
3
Hounyo, Ulrich
3
Kanaya, Shin
3
Lange, Theis
3
Lunde, Asger
3
Rahbek, Anders
3
Rossi, Eduardo
3
Yang, Yukai
3
Zhang, Shuhua
3
Andersen, Torben
2
Bauwens, Luc
2
Dahl, Christian M.
2
Delle Monache, Davide
2
Dias, Gustavo Fruet
2
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CREATES research paper
Working Paper
Working paper
109
Cowles Foundation discussion paper
60
Cambridge working papers in economics
50
Economics and finance working paper series
48
Discussion papers / Department of Economics, University of Copenhagen
46
Economics discussion papers
43
IHS economics series : working paper
40
Finance and economics discussion series
39
Working paper series
38
Discussion paper / Centre for Economic Policy Research
36
Umeå economic studies
35
Department of Economics discussion paper series / University of Oxford
33
EUI working paper / ECO
33
Econometric Institute research papers
30
Economics working paper
30
SSE EFI working paper series in economics and finance
30
Working papers
30
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
29
Discussion papers in economics
29
Reihe Ökonomie
28
Discussion papers / CEPR
27
Working papers / Rutgers University, Department of Economics
26
Working paper series in economics and finance
25
Working papers in economics
22
KBI
21
Queen's Economics Department working paper
21
Working paper series / European Central Bank
21
Working papers series in theoretical and applied economics
21
SFB 649 discussion paper
19
Discussion paper / Universität St. Gallen, Volkswirtschaftliche Abteilung ; School of Economics and Political Science, Department of Economics
18
Working papers / University of Connecticut, Department of Economics
18
Discussion papers / University of Leicester, Department of Economics
17
Economics : the open-access, open-assessment e-journal
17
Research paper / University of Melbourne, Department of Economics
17
Discussion paper / Department of Economics, University of California San Diego
16
Suntory and Toyota International Centres for Economics and Related Disciplines
15
Discussion papers in economics and econometrics
14
Birkbeck working papers in economics and finance : BWPEF
13
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
13
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ECONIS (ZBW)
164
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1
Noncausal Bayesian vector autoregression
Lanne, Markku
;
Luoto, Jani
-
2014
Persistent link: https://www.econbiz.de/10010256309
Saved in:
2
Estimation of continuous-time linear DSGE models from discrete-time measurements
Christensen, Bent Jesper
;
Neri, Luca
;
Parra-Alvarez, …
-
2023
Persistent link: https://www.econbiz.de/10014280884
Saved in:
3
Truncated sum-of-squares estimation of fractional time series models with generalized power law trend
Hualde, Javier
;
Nielsen, Morten Ørregaard
-
2022
Persistent link: https://www.econbiz.de/10013189455
Saved in:
4
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
5
Inference on the dimension of the nonstationary subspace in functional time series
Nielsen, Morten Ørregaard
;
Seo, Wonk-ki
;
Seong, Dakyung
-
2022
Persistent link: https://www.econbiz.de/10012816384
Saved in:
6
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
7
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
8
Modelling and estimating large macroeconomic shocks during the pandemic
Corrado, Luisa
;
Grassi, Stefano
;
Paolillo, Aldo
-
2021
Persistent link: https://www.econbiz.de/10012620771
Saved in:
9
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
10
Long and short memory in dynamic term structure models
Huseynov, Salman
-
2021
-
This version: 3 December 2021
Persistent link: https://www.econbiz.de/10012815974
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