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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
620,009
Theory
604,933
Finanzkrise
58,353
Financial crisis
57,948
USA
51,590
United States
50,095
Welt
45,158
World
44,285
Volatility
40,059
Volatilität
39,877
Schätzung
38,734
Estimation
37,794
Geldpolitik
31,308
Monetary policy
30,357
Wechselkurs
27,483
Exchange rate
26,278
Deutschland
25,507
Germany
23,860
Börsenkurs
20,699
Portfolio-Management
20,631
Portfolio selection
20,419
Share price
20,393
Risiko
20,075
Risk
19,922
EU-Staaten
17,750
EU countries
17,295
Wirtschaftswachstum
17,010
Prognoseverfahren
16,986
Forecasting model
16,685
Mathematische Optimierung
16,555
Mathematical programming
16,450
Economic growth
16,416
Finanzmarkt
15,797
Financial market
15,518
Finanzmarktregulierung
15,452
Financial market regulation
15,263
Time series analysis
14,517
Kapitaleinkommen
14,385
Capital income
14,328
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Free
4,875
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2,747
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Article
7,581
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7,348
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Article in journal
7,013
Aufsatz in Zeitschrift
7,013
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3,930
Graue Literatur
3,808
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3,808
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3,591
Hochschulschrift
574
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510
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510
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492
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Lehrbuch
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117
Sammlung
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110
Bibliografie enthalten
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Aufsatzsammlung
74
Amtsdruckschrift
59
Government document
59
Konferenzschrift
56
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41
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20
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17
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12
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7
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English
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German
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French
78
Spanish
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Italian
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9
Russian
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4
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2
Croatian
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2
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Koopman, Siem Jan
148
Franses, Philip Hans
144
Caporale, Guglielmo Maria
140
Gil-Alaña, Luis A.
135
Phillips, Peter C. B.
133
McAleer, Michael
90
Teräsvirta, Timo
79
Härdle, Wolfgang
78
Sibbertsen, Philipp
77
Koop, Gary
75
Lütkepohl, Helmut
72
Pesaran, M. Hashem
69
Swanson, Norman R.
62
Kunst, Robert M.
61
Lucas, André
61
Lux, Thomas
59
Harvey, Andrew C.
57
Feng, Yuanhua
55
Maravall Herrero, Agustín
55
Marcellino, Massimiliano
55
Hassler, Uwe
54
Taylor, Robert
52
Engle, Robert F.
51
Granger, C. W. J.
50
Hallin, Marc
48
Hyndman, Rob J.
48
Kapetanios, George
48
Stock, James H.
48
Bauwens, Luc
47
Dijk, Herman K. van
47
Beran, Jan
45
Dijk, Dick van
45
Gao, Jiti
43
Ghysels, Eric
43
Gupta, Rangan
43
Proietti, Tommaso
43
Perron, Pierre
42
Saikkonen, Pentti
41
Watson, Mark W.
41
Timmermann, Allan
40
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National Bureau of Economic Research
70
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
48
Ekonomiska forskningsinstitutet <Stockholm>
43
European University Institute / Department of Economics
31
Umeå universitet
12
Econometrisch Instituut <Rotterdam>
10
Centre for Analytical Finance <Århus>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Centre for Quantitative Economics & Computing
7
European University Institute / Department of Law
7
Gottfried Wilhelm Leibniz Universität Hannover
7
Umeå Universitet / Institutionen för Nationalekonomi
7
University of Strathclyde / Department of Economics
7
Christian-Albrechts-Universität zu Kiel
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Exeter / Department of Economics
5
Aarhus Universitet / Afdeling for Nationaløkonomi
4
Centre for Growth and Business Cycle Research <Manchester>
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
4
University of Cambridge / Department of Applied Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Institut für Weltwirtschaft
3
Norges Bank / Utredningsavdelingen
3
Organisation for Economic Co-operation and Development
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
University of Southampton / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
Australien / Bureau of Statistics
2
Center for Economic Research <Tilburg>
2
Conference Nonlinear Dynamics and Economics <1992, Florenz>
2
Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
Econometric Society
2
Eric Cuvillier <Firma>
2
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Journal of econometrics
390
International journal of forecasting
323
Economics letters
297
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
263
Journal of forecasting
239
Discussion paper / Tinbergen Institute
208
Econometric theory
197
Economic modelling
149
Econometric reviews
148
Applied economics
136
Energy economics
114
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
114
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
108
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Journal of applied econometrics
95
Working paper
90
CREATES research paper
88
Working paper / Department of Econometrics and Business Statistics, Monash University
84
Applied economics letters
83
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
79
Computational economics
78
Journal of empirical finance
78
Journal of economic dynamics & control
77
CESifo working papers
63
Working paper / National Bureau of Economic Research, Inc.
63
EUI working paper / ECO
62
NBER Working Paper
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Cowles Foundation discussion paper
58
Oxford bulletin of economics and statistics
58
NBER working paper series
57
The econometrics journal
54
Finance research letters
53
International review of economics & finance : IREF
52
Tinbergen Institute Discussion Paper
52
SFB 649 discussion paper
51
Econometrics : open access journal
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
The North American journal of economics and finance : a journal of financial economics studies
49
Discussion papers of interdisciplinary research project 373
48
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Source
All
ECONIS (ZBW)
14,572
EconStor
348
USB Cologne (EcoSocSci)
4
USB Cologne (business full texts)
3
ArchiDok
1
RePEc
1
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1
The application of multivariate GARCH models to turbulent financial markets
Zahnd, Edy
-
2002
-
Als Ms. gedr.
Persistent link: https://www.econbiz.de/10001659873
Saved in:
2
Portfolio balance approach to asymmetries, structural breaks and financial crisis : testing a model for Nigeria
Adekoya, Oluwasegun B.
- In:
CBN journal of applied statistics
11
(
2020
)
1
,
pp. 87-110
This study tests the Portfolio Balance
Theory
(PBT) for Nigeria for the period starting from September, 1997 to …
Persistent link: https://www.econbiz.de/10012297508
Saved in:
3
Time-varying effects of macroeconomic news on euro-dollar returns
Ben Omrane, Walid
;
Savaser, Tanseli
;
Welch, Robert L.
; …
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012201385
Saved in:
4
The US dollar/euro exchange rate : structural modeling and forecasting during the recent financial crises
Morana, Claudio
- In:
Journal of forecasting
36
(
2017
)
8
,
pp. 919-935
Persistent link: https://www.econbiz.de/10011860924
Saved in:
5
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate
volatility
? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
6
Some stylised facts about the exchange rate behaviour of Central European currencies
Vejmělek, Jan
- In:
Acta oeconomica Pragensia : vědecký časopis Vysoke …
24
(
2016
)
2
,
pp. 3-17
Persistent link: https://www.econbiz.de/10011537495
Saved in:
7
Assessing the exchange rate
volatility
as an external shock to Chinese economy
Azimi, Mohammad Naim
- In:
International journal of economics and finance
8
(
2016
)
5
,
pp. 277-285
Persistent link: https://www.econbiz.de/10011487622
Saved in:
8
Detecting scapegoat effects in the relationship between exchange rates and macroeconomic fundamentals : a new approach
Pozzi, Lorenzo
;
Sadaba, Barbara
- In:
Macroeconomic dynamics
24
(
2020
)
4
,
pp. 951-994
Persistent link: https://www.econbiz.de/10012241042
Saved in:
9
The recent effects of exchange rate on international trade
Choi, Myoung Shik
- In:
Prague economic papers : a bimonthly journal of …
26
(
2017
)
6
,
pp. 661-689
Persistent link: https://www.econbiz.de/10011780227
Saved in:
10
Modelling exchange rate
volatility
of Somali Shilling against US Dollar by utilizing GARCH models
Ali, Abdullahi Osman
- In:
International journal of economics and financial issues …
11
(
2021
)
2
,
pp. 35-39
Persistent link: https://www.econbiz.de/10012509707
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