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~isPartOf:"Journal of economic dynamics & control"
~subject:"Share price"
~subject:"Zeitreihenanalyse"
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Share price
Zeitreihenanalyse
Modellierung
57
Scientific modelling
57
Theorie
30
Theory
30
Time series analysis
17
Information
15
Volatility
12
Volatilität
12
Estimation theory
11
Schätztheorie
11
Stochastic process
8
Stochastischer Prozess
8
Bayes-Statistik
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4
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7
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7
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English
21
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Teräsvirta, Timo
4
Johansen, Søren
3
Amado, Cristina
1
Andersen, Torben
1
Atkinson, Anthony C.
1
Baltakienė, Margarita
1
Baltakys, Kęstutis
1
Berger, Tino
1
Bohn Nielsen, Heino
1
Bollerslev, Tim
1
Bredahl Kock, Anders
1
Callot, Laurent
1
Corgnet, Brice
1
DeSantis, Mark
1
Dijk, Dick van
1
Diks, Cees G. H.
1
Everaert, Gerdie
1
Grassi, Stefano
1
Hansen, Peter Reinhard
1
Huang, Zhuowei
1
Kaeck, Andreas
1
Kanniainen, Juho
1
Kock, Anders B.
1
Lange, Theis
1
Lanne, Markku
1
Lof, Matthijs
1
Luoto, Jani
1
Medeiros, Marcelo C.
1
Nielsen, Morten Ørregaard
1
Nonejad, Nima
1
Panchenko, Valentyn
1
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1
Pozzi, Lorenzo
1
Rahbek, Anders
1
Riani, Marco
1
Rodrigues, Paulo Jorge Maurício
1
Santucci de Magistris, Paolo
1
Seeger, Norman
1
Shek, Howard Howan
1
Silvennoinen, Annastiina
1
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CREATES research paper
Journal of economic dynamics & control
Journal of econometrics
26
Discussion paper / Tinbergen Institute
19
Econometric reviews
19
Journal of financial economics
14
International journal of forecasting
13
Journal of forecasting
13
Working paper
13
Discussion papers / Department of Economics, University of Copenhagen
12
IHS economics series : working paper
11
Applied economics
10
Econometric Institute research papers
10
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
10
CAMA working paper series
8
Reihe Ökonomie
8
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
8
Department of Economics discussion paper series / University of Oxford
7
Discussion papers / Helsinki Center of Economic Research : discussion paper
7
Economic modelling
7
Economics letters
7
Working papers / Rutgers University, Department of Economics
7
Journal of banking & finance
6
Journal of empirical finance
6
NBER Working Paper
6
The North American journal of economics and finance : a journal of financial economics studies
6
Working paper / National Bureau of Economic Research, Inc.
6
Econometric theory
5
Econometrics : open access journal
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Energy economics
5
International review of financial analysis
5
Journal of applied econometrics
5
Management science : journal of the Institute for Operations Research and the Management Sciences
5
NBER working paper series
5
Review of quantitative finance and accounting
5
Tinbergen Institute research series
5
Working papers
5
Working papers / Federal Reserve Bank of Philadelphia, Research Department
5
Applied economics letters
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ECONIS (ZBW)
21
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1
Testing constancy of unconditional variance in volatility models by misspecification and specification tests
Silvennoinen, Annastiina
;
Teräsvirta, Timo
-
2015
Persistent link: https://www.econbiz.de/10011373232
Saved in:
2
Times series : cointegration
Johansen, Søren
-
2014
Persistent link: https://www.econbiz.de/10010418999
Saved in:
3
Model complexity and out-of-sample performance : evidence from S&P 500 index returns
Kaeck, Andreas
;
Rodrigues, Paulo Jorge Maurício
; …
- In:
Journal of economic dynamics & control
90
(
2018
),
pp. 1-29
Persistent link: https://www.econbiz.de/10011974016
Saved in:
4
Estimation and forecasting of large realized covariance matrices and portfolio choice
Callot, Laurent
;
Kock, Anders B.
;
Medeiros, Marcelo C.
-
2014
Persistent link: https://www.econbiz.de/10010433252
Saved in:
5
Forecasting with the standardized self-perturbed kalman filter
Grassi, Stefano
;
Nonejad, Nima
;
Santucci de Magistris, Paolo
-
2014
Persistent link: https://www.econbiz.de/10010339076
Saved in:
6
Realized GARCH : a complete model of returns and realized measures of volatility
Hansen, Peter Reinhard
;
Huang, Zhuowei
;
Shek, Howard Howan
-
2010
Persistent link: https://www.econbiz.de/10003941851
Saved in:
7
First and second order non-linear cointegration models
Lange, Theis
-
2009
Persistent link: https://www.econbiz.de/10003849457
Saved in:
8
Volatility in equilibrium : asymmetries and dynamic dependencies
Bollerslev, Tim
;
Sizova, Natalia
;
Tauchen, George Eugene
-
2009
Persistent link: https://www.econbiz.de/10003849492
Saved in:
9
The selection of ARIMA models with or without regressors
Johansen, Søren
;
Riani, Marco
;
Atkinson, Anthony C.
-
2012
Persistent link: https://www.econbiz.de/10009660743
Saved in:
10
The role of initial values in nonstationary fractional time series models
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2012
Persistent link: https://www.econbiz.de/10009667400
Saved in:
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