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~subject:"United States"
~subject:"Zeitreihenanalyse"
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United States
Zeitreihenanalyse
Volatility
40,027
Volatilität
39,033
Theorie
11,643
Theory
11,632
Börsenkurs
9,506
Share price
9,480
Schätzung
8,970
Estimation
8,939
Kapitaleinkommen
7,207
Capital income
7,206
ARCH-Modell
6,285
ARCH model
6,277
Aktienmarkt
5,894
Stock market
5,879
Welt
5,683
World
5,654
Public finance
5,580
Öffentliche Finanzen
5,575
Finance
5,214
USA
5,171
Ägypten
5,107
Egypt
5,088
Exchange rate
4,553
Wechselkurs
4,552
Rohstoffderivat
4,228
Commodity derivative
4,226
Prognoseverfahren
4,015
Forecasting model
3,999
Optionspreistheorie
3,961
Option pricing theory
3,945
Stochastischer Prozess
3,858
Stochastic process
3,850
Time series analysis
3,270
Risk
2,761
Oil price
2,686
Ölpreis
2,681
Risiko
2,666
volatility
2,594
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Online availability
All
Free
2,382
Undetermined
1,864
Type of publication
All
Article
4,953
Book / Working Paper
3,218
Journal
16
Other
5
Type of publication (narrower categories)
All
Article in journal
4,669
Aufsatz in Zeitschrift
4,669
Graue Literatur
2,050
Non-commercial literature
2,050
Working Paper
1,878
Arbeitspapier
1,865
Aufsatz im Buch
250
Book section
250
Hochschulschrift
205
Thesis
166
Collection of articles written by one author
78
Sammlung
78
Collection of articles of several authors
63
Sammelwerk
63
Amtsdruckschrift
51
Government document
51
Lehrbuch
42
Textbook
42
Aufsatzsammlung
32
Conference paper
26
Konferenzbeitrag
26
Glossar enthalten
24
Glossary included
24
Bibliografie enthalten
19
Bibliography included
19
Bibliographie
17
Konferenzschrift
9
Systematic review
8
Übersichtsarbeit
8
Statistics
7
Statistik
7
Conference proceedings
6
Forschungsbericht
6
Handbook
5
Handbuch
5
Rezension
5
Book Part
4
Dissertation u.a. Prüfungsschriften
4
Guidebook
4
Market information
4
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English
8,039
German
88
Undetermined
39
French
18
Spanish
9
Italian
2
Russian
2
Czech
1
Danish
1
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Author
All
McAleer, Michael
101
Gupta, Rangan
75
Bollerslev, Tim
54
Caporale, Guglielmo Maria
54
Koopman, Siem Jan
45
Andersen, Torben
43
Lux, Thomas
38
Gil-Alaña, Luis A.
37
Bahmani-Oskooee, Mohsen
34
Chang, Chia-Lin
34
Härdle, Wolfgang
34
Asai, Manabu
31
Diebold, Francis X.
27
Hammoudeh, Shawkat
25
Hautsch, Nikolaus
25
Dijk, Dick van
24
Lucas, André
24
Todorov, Viktor
24
Engle, Robert F.
22
Chan, Joshua
21
Ma, Feng
21
Tauchen, George Eugene
21
Fernández-Villaverde, Jesús
20
Hansen, Peter Reinhard
20
Caporin, Massimiliano
19
Pierdzioch, Christian
19
Wohar, Mark E.
19
Bali, Turan G.
18
Hafner, Christian M.
18
Irwin, Scott H.
18
Moffitt, Robert A.
18
Mumtaz, Haroon
18
Rodriguez, Gabriel
18
Sibbertsen, Philipp
18
Bekaert, Geert
17
Chatrath, Arjun
17
Davis, Steven J.
17
Ghysels, Eric
17
Tse, Yiuman
17
Baruník, Jozef
16
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Institution
All
National Bureau of Economic Research
36
Federal Reserve Bank of St. Louis
10
USA / General Accounting Office
9
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
7
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
6
Princeton University Press
6
Centre for Growth and Business Cycle Research <Manchester>
5
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Federal Reserve Bank of New York
5
USA / Congress / Senate / Committee on Agriculture, Nutrition and Forestry
5
Centre for Analytical Finance <Århus>
4
Ekonomiska forskningsinstitutet <Stockholm>
4
European University Institute / Department of Economics
4
University of Canterbury / Dept. of Economics and Finance
4
Center for Economic Research <Tilburg>
3
EcoMod Network
3
Federal Reserve Bank of Cleveland
3
Gottfried Wilhelm Leibniz Universität Hannover
3
New York Stock Exchange
3
Rodney L. White Center for Financial Research
3
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
3
American Enterprise Institute for Public Policy Research
2
Brown University / Department of Economics
2
Chambre de commerce et d'industrie de Paris
2
Christian-Albrechts-Universität zu Kiel
2
Commodity Research Bureau
2
Econometrisch Instituut <Rotterdam>
2
Edward Elgar Publishing
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Board of Governors
2
Federal Reserve System / Division of Research and Statistics
2
Institute for Research in the Behavioral, Economic, and Management Sciences
2
Institute of Finance and Accounting <London>
2
International Monetary Fund (IMF)
2
Internationale Vereinigung der Textilindustrie
2
Internationaler Währungsfonds / Research Department
2
Krannert Graduate School of Management
2
Massachusetts Institute of Technology / Department of Economics
2
Research Seminar in International Economics
2
School of Accounting, Economics and Finance <Geelong>
2
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Published in...
All
Working paper / National Bureau of Economic Research, Inc.
206
The journal of futures markets
205
Energy economics
127
Journal of econometrics
124
Discussion paper / Tinbergen Institute
91
The review of financial studies
91
Journal of banking & finance
89
Economic modelling
87
Journal of empirical finance
85
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
79
The North American journal of economics and finance : a journal of financial economics studies
74
Discussion paper / Centre for Economic Policy Research
73
Applied economics
71
Applied financial economics
68
Working paper
68
International journal of forecasting
67
Finance research letters
65
Economics letters
64
The journal of finance : the journal of the American Finance Association
64
International review of financial analysis
63
International review of economics & finance : IREF
60
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
59
Journal of financial and quantitative analysis : JFQA
51
Journal of financial economics
48
Econometric reviews
44
Applied economics letters
43
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
42
Journal of risk and financial management : JRFM
41
Journal of international financial markets, institutions & money
40
Journal of forecasting
39
Research in international business and finance
39
CESifo working papers
38
Journal of international money and finance
38
Econometric Institute research papers
36
Journal of financial econometrics : official journal of the Society for Financial Econometrics
36
American journal of agricultural economics
35
NBER working paper series
35
Finance and economics discussion series
34
The review of economics and statistics
32
CREATES research paper
31
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Source
All
ECONIS (ZBW)
8,067
USB Cologne (EcoSocSci)
62
RePEc
36
EconStor
22
BASE
5
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61
Using high, low, open and closing prices to estimate the effects of cash settlement on futures prices
Chan, Leo Tak-hung
;
Lien, Da-hsiang Donald
- In:
International review of financial analysis
12
(
2003
)
1
,
pp. 35-47
Persistent link: https://www.econbiz.de/10001769951
Saved in:
62
Forecasting changes in copper futures
volatility
with GARCH models using an iterated algorithm
Smith, Kenneth L.
;
Bracker, Kevin
- In:
Review of quantitative finance and accounting
20
(
2003
)
3
,
pp. 245-265
Persistent link: https://www.econbiz.de/10001773901
Saved in:
63
Fractional integration in agricultural futures price volatilities
Jin, Hyun J.
;
Frechette, Darren L.
- In:
American journal of agricultural economics
86
(
2004
)
2
,
pp. 432-443
Persistent link: https://www.econbiz.de/10002036301
Saved in:
64
Sheep in wolves' clothing? : Speculators and price
volatility
in petroleum futures
Weiner, Robert J.
- In:
The quarterly review of economics and finance : journal …
42
(
2002
)
2
,
pp. 391-400
Persistent link: https://www.econbiz.de/10001712155
Saved in:
65
An empirical examination of the relation between futures spreads
volatility
,
volume
, and open interest
Girma, Paul Berhanu
;
Mougoué, Mbodja
- In:
The journal of futures markets
22
(
2002
)
11
,
pp. 1083-11102
Persistent link: https://www.econbiz.de/10001713578
Saved in:
66
Essays in corporate bonds and futures markets
Taksler, Glen Barry
-
2002
Persistent link: https://www.econbiz.de/10001717890
Saved in:
67
The dynamics of commodity spot and futures markets : a primer
Pindyck, Robert S.
- In:
The energy journal
22
(
2001
)
3
,
pp. 1-29
Persistent link: https://www.econbiz.de/10001594337
Saved in:
68
A Markov switching model of the conditional
volatility
of crude oil futures prices
Fong, Wai-mun
;
See, Kim Hock
- In:
Energy economics
24
(
2002
)
1
,
pp. 71-95
Persistent link: https://www.econbiz.de/10001652763
Saved in:
69
The effects of dollar/sterling exchange rate
volatility
on futures markets for coffee and cocoa
Jumah, Adusei
;
Kunst, Robert M.
- In:
European review of agricultural economics : ERAE
28
(
2001
)
3
,
pp. 307-328
Persistent link: https://www.econbiz.de/10001613439
Saved in:
70
Stochastic
volatility
and seasonality in commodity futures and options : the case of soybeans
Richter, Martin
(
contributor
); …
-
2002
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001673520
Saved in:
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