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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
728,422
Theory
713,510
Unternehmenserfolg
55,891
Firm performance
55,146
Schätzung
36,508
Estimation
35,734
Welt
35,214
World
34,581
USA
34,437
United States
32,992
Risiko
26,041
Deutschland
26,007
Risk
25,861
Germany
24,361
Geldpolitik
24,158
Monetary policy
23,362
Portfolio-Management
22,889
Portfolio selection
22,687
Mathematische Optimierung
19,541
Mathematical programming
19,432
Prognoseverfahren
17,617
Forecasting model
17,348
Wirtschaftswachstum
17,187
Economic growth
16,511
Innovation
16,317
Börsenkurs
14,814
Share price
14,603
Time series analysis
14,042
Konsumentenverhalten
12,881
Consumer behaviour
12,733
Spieltheorie
12,538
Volatilität
12,427
Einkommensverteilung
12,406
Experiment
12,339
Volatility
12,168
Income distribution
12,027
Produktivität
11,912
Prinzipal-Agent-Theorie
11,843
Game theory
11,813
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Free
4,847
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2,503
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189
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Book / Working Paper
7,403
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7,011
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11
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6,312
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6,312
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3,660
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3,516
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545
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French
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Gil-Alaña, Luis A.
153
Phillips, Peter C. B.
150
Franses, Philip Hans
139
Caporale, Guglielmo Maria
122
Koopman, Siem Jan
121
Lütkepohl, Helmut
81
Härdle, Wolfgang
80
Harvey, Andrew C.
75
Teräsvirta, Timo
72
Lucas, André
68
Sibbertsen, Philipp
68
Pesaran, M. Hashem
64
Swanson, Norman R.
62
Granger, C. W. J.
60
Kunst, Robert M.
59
Taylor, Robert
58
Dijk, Herman K. van
57
Maravall Herrero, Agustín
57
McAleer, Michael
56
Koop, Gary
55
Feng, Yuanhua
53
Hyndman, Rob J.
53
Saikkonen, Pentti
53
Proietti, Tommaso
52
Engle, Robert F.
51
Hassler, Uwe
51
Stock, James H.
49
Timmermann, Allan
49
Lux, Thomas
48
Bauwens, Luc
47
Dijk, Dick van
45
Mills, Terence C.
45
Perron, Pierre
45
Gao, Jiti
43
Beran, Jan
42
Breitung, Jörg
41
Ghysels, Eric
41
Herwartz, Helmut
41
Johansen, Søren
41
Leybourne, Stephen James
41
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National Bureau of Economic Research
91
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
59
Ekonomiska forskningsinstitutet <Stockholm>
47
European University Institute / Department of Economics
32
European Commission / Statistical Office of the European Communities
18
Umeå universitet
11
Centre for Analytical Finance <Århus>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Econometrisch Instituut <Rotterdam>
7
European Commission / Statistical Office of the European Union
7
Centre for Quantitative Economics & Computing
6
European Commission / Joint Research Centre
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Birkbeck College / Department of Economics
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
European University Institute / Department of Law
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Exeter / Department of Economics
5
Gottfried Wilhelm Leibniz Universität Hannover
4
Institut für Höhere Studien
4
Organisation for Economic Co-operation and Development
4
University of Cambridge / Department of Applied Economics
4
University of Warwick / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Australian National University / Faculty of Economics and Commerce
3
Christian-Albrechts-Universität zu Kiel
3
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
3
Eric Cuvillier <Firma>
3
Federal Reserve System / Board of Governors
3
Instituto Valenciano de Investigaciones Económicas
3
Internationaler Währungsfonds / Research Department
3
London School of Economics and Political Science
3
Norges Bank / Utredningsavdelingen
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
State University of New York at Albany / Department of Economics
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
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Journal of econometrics
342
International journal of forecasting
297
Economics letters
263
Journal of forecasting
254
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
233
Econometric theory
217
Discussion paper / Tinbergen Institute
180
Econometric reviews
141
Economic modelling
120
Applied economics
115
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
106
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
103
Journal of applied econometrics
98
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
98
Applied economics letters
94
Computational economics
91
Working paper / Department of Econometrics and Business Statistics, Monash University
91
Journal of economic dynamics & control
81
NBER Working Paper
81
Working paper
75
CREATES research paper
73
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
73
NBER working paper series
69
Cowles Foundation discussion paper
64
Oxford bulletin of economics and statistics
62
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Energy economics
60
Journal of empirical finance
60
Discussion papers of interdisciplinary research project 373
59
Working paper / National Bureau of Economic Research, Inc.
59
Finance research letters
55
The econometrics journal
54
Tinbergen Institute Discussion Paper
54
Série des documents de travail / Centre de Recherche en Économie et Statistique
53
CESifo working papers
52
EUI working paper / ECO
52
European journal of operational research : EJOR
50
Journal of macroeconomics
47
Working papers
47
Technical Report
46
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Source
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ECONIS (ZBW)
14,099
EconStor
322
ArchiDok
1
OLC EcoSci
1
RePEc
1
USB Cologne (EcoSocSci)
1
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1
ExploRing persistence in financial time series
Lee, David
-
2000
Persistent link: https://www.econbiz.de/10001509570
Saved in:
2
Simultaneous estimation of parameters for a generalized logistic distribution and application to time series models
Abberger, Klaus
;
Heiler, Siegfried
- In:
Allgemeines statistisches Archiv : AStA ; journal of …
84
(
2000
)
1
,
pp. 41-49
Persistent link: https://www.econbiz.de/10001473470
Saved in:
3
On business cycle variation in the mean, volatility and conditional distribution of stock returns
Pérez-Quirós, Gabriel
;
Timmermann, Allan
-
1996
Persistent link: https://www.econbiz.de/10000939555
Saved in:
4
Tail estimation and conditional modeling of heteroscedastic time-series
Paolella, Marc S.
-
1999
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001388258
Saved in:
5
Structural change in tail behavior and the Asian financial crisis
Quintos, Carmela E.
;
Fan, Zhenhong
;
Phillips, Peter C. B.
-
2000
Persistent link: https://www.econbiz.de/10001548868
Saved in:
6
Structural change tests in tail behaviour and the Asian crisis
Quintos, Carmela E.
;
Fan, Zhenhong
;
Phillips, Peter C. B.
- In:
The review of economic studies
68
(
2001
)
3
,
pp. 633-663
Persistent link: https://www.econbiz.de/10001608811
Saved in:
7
Testing the stable Paretian assumption
Paolella, Marc S.
-
1999
Persistent link: https://www.econbiz.de/10001557006
Saved in:
8
Is traditional capital market
theory
consistent with fat-tailed log returns?
Bamberg, Günter
;
Dorfleitner, Gregor
- In:
Journal of business economics : JBE
72
(
2002
)
8
,
pp. 865-878
Persistent link: https://www.econbiz.de/10001697901
Saved in:
9
Data-driven nonparametric spectral density estimators for economic time series : a Monte Carlo study
Birgean, Ionel
;
Kilian, Lutz
- In:
Econometric reviews
21
(
2002
)
4
,
pp. 449-476
Persistent link: https://www.econbiz.de/10001718225
Saved in:
10
Le phénomène leptokurtique sur les marchés financiers
Walter, Christian
- In:
Finance : revue de l'Association Française de Finance
23
(
2002
)
2
,
pp. 15-68
Persistent link: https://www.econbiz.de/10001702628
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