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Stochastic process
Zeitreihenanalyse
31,013
Time series analysis
30,592
Theorie
13,797
Theory
13,777
Schätztheorie
6,799
Estimation theory
6,792
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6,189
Estimation
6,022
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3,706
USA
2,743
United States
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ARCH-Modell
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Kointegration
2,289
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2,280
Konjunktur
2,145
Business cycle
2,138
Börsenkurs
2,098
Share price
2,093
VAR model
1,854
VAR-Modell
1,851
Stochastischer Prozess
1,744
Unit root test
1,738
Einheitswurzeltest
1,737
Kapitaleinkommen
1,731
Capital income
1,730
time series
1,465
State space model
1,426
Zustandsraummodell
1,425
Strukturbruch
1,279
Structural break
1,278
Regressionsanalyse
1,221
Regression analysis
1,208
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37
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Koopman, Siem Jan
42
Phillips, Peter C. B.
42
Gil-Alaña, Luis A.
33
Gao, Jiti
30
Chan, Joshua
22
McAleer, Michael
22
Lucas, André
20
Bos, Charles S.
19
Caporale, Guglielmo Maria
19
Blasques, Francisco
16
Yu, Jun
15
Dong, Chaohua
14
Taylor, Robert
14
Asai, Manabu
12
Härdle, Wolfgang
12
Tauchen, George Eugene
12
Marcellino, Massimiliano
11
Clark, Todd E.
10
Li, Jia
10
Todorov, Viktor
10
Hafner, Christian M.
9
Harvey, Andrew C.
9
Kilian, Lutz
9
Kim, Donggyu
9
Lieberman, Offer
9
Shephard, Neil G.
9
Zhang, Bo
9
Benth, Fred Espen
8
Cavaliere, Giuseppe
8
Lux, Thomas
8
Robinson, Peter M.
8
Strachan, Rodney W.
8
Bauwens, Luc
7
Busetti, Fabio
7
Carriero, Andrea
7
Chambers, Marcus J.
7
Cross, Jamie
7
Gonçalves, Sílvia
7
Lacroix, Renaud
7
Lütkepohl, Helmut
7
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
3
Centre for Analytical Finance <Århus>
2
European University Institute / Department of Economics
2
National Bureau of Economic Research
2
Université de Montréal / Département de sciences économiques
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Aarhus Universitet / Afdeling for Nationaløkonomi
1
Ekonomiska forskningsinstitutet <Stockholm>
1
Escola de Pós-Graduação em Economia <Rio de Janeiro>
1
European University Institute / Department of Law
1
International Statistical Institute
1
Nuffield College
1
One-Day Conference on New Trends in Filtering and Identification of Stochastic Systems <1980, Rotterdam>
1
Queen Mary College / Department of Economics
1
School of Accounting, Finance and Economics <Perth, Western Australia>
1
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
1
Springer International Publishing
1
Thailand Econometric Society
1
University of California Davis / Department of Economics
1
University of Chicago / Graduate School of Business
1
University of Essex / Department of Economics
1
Zentrum für Europäische Wirtschaftsforschung
1
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Journal of econometrics
98
Discussion paper / Tinbergen Institute
51
Econometric reviews
41
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
36
Econometric theory
27
Economics letters
26
Quantitative finance
24
Computational economics
22
Cowles Foundation discussion paper
20
Working paper / Department of Econometrics and Business Statistics, Monash University
19
Economic modelling
18
Econometrics : open access journal
16
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
16
Working paper
16
International journal of forecasting
15
Journal of forecasting
15
Journal of empirical finance
14
SFB 649 discussion paper
14
Applied economics letters
12
CAMA working paper series
12
Energy economics
12
European journal of operational research : EJOR
12
Journal of financial econometrics
12
The econometrics journal
12
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Journal of economic dynamics & control
11
Insurance / Mathematics & economics
10
Journal of financial econometrics : official journal of the Society for Financial Econometrics
10
Journal of risk and financial management : JRFM
10
Journal of time series econometrics
10
Research paper series / Swiss Finance Institute
10
Applied economics
9
CREATES research paper
9
Cowles Foundation Discussion Paper
9
Discussion papers of interdisciplinary research project 373
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
International journal of theoretical and applied finance
9
Empirical economics : a quarterly journal of the Institute for Advanced Studies
8
Journal of banking & finance
8
Risks : open access journal
8
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ECONIS (ZBW)
1,730
RePEc
2
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1
Modeling and forecasting realized volatility with the fractional Ornstein-Uhlenbeck process
Wang, Xiaohu
;
Xiao, Weilin
;
Yu, Jun
- In:
Journal of econometrics
232
(
2023
)
2
,
pp. 389-415
Persistent link: https://www.econbiz.de/10014339985
Saved in:
2
Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes
Jiang, Hui
;
Pan, Yajuan
;
Liao, Weilin
;
Yang, Qingshan
; …
-
2023
Persistent link: https://www.econbiz.de/10014320455
Saved in:
3
Fractal characteristics of world market commodity derivatives
Oksana, Mykhailovska
- In:
Revista română de economie
38
(
2014
)
1
,
pp. 36-48
Persistent link: https://www.econbiz.de/10010518941
Saved in:
4
Boosting the HP filter for trending time series with long-range dependence
Biswas, Eva
;
Sabzikar, Farzad
;
Phillips, Peter C. B.
- In:
Econometric reviews
44
(
2024
)
1
,
pp. 41-79
Persistent link: https://www.econbiz.de/10015196426
Saved in:
5
The asymptotic codifference and covariation of log-fractional stable noise
Levy, Joshua B.
;
Taqqu, Murad S.
- In:
Journal of econometrics
181
(
2014
)
1
,
pp. 34-43
Persistent link: https://www.econbiz.de/10010473427
Saved in:
6
On stocks and interest rates modeling in long-range dependent environment
Melnikov, Alexander
;
Mišura, Julija S.
- In:
Risk and decision analysis
5
(
2014
)
4
,
pp. 177-187
Persistent link: https://www.econbiz.de/10011286251
Saved in:
7
Flexible modeling of dependence in volatility processes
Kalli, Maria
;
Griffin, Jim
- In:
Journal of business & economic statistics : JBES ; a …
33
(
2015
)
1
,
pp. 102-113
Persistent link: https://www.econbiz.de/10011389911
Saved in:
8
Fractionally integrated COGARCH processes
Haug, Stephan
;
Klüppelberg, Claudia
;
Straub, German
- In:
Journal of financial econometrics : official journal of …
16
(
2018
)
4
,
pp. 599-628
Persistent link: https://www.econbiz.de/10011988000
Saved in:
9
Long-range dependence in the risk-neutral measure for the market on Lehman Brothers Collapse
Kim, Young Shin
- In:
Applied mathematical finance
23
(
2016
)
3/4
,
pp. 309-322
Persistent link: https://www.econbiz.de/10011704246
Saved in:
10
Multifractality in finance : a deep understanding and review of Mandelbrot's MMAR
Maglione, Federico
-
2015
Persistent link: https://www.econbiz.de/10011632222
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