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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Schätzung
129,723
Estimation
123,568
Theorie
67,149
Theory
65,805
Börsenkurs
51,566
Share price
50,031
Volatility
40,059
Volatilität
39,877
Kapitaleinkommen
38,721
Capital income
38,619
USA
35,326
United States
33,990
Aktienmarkt
29,431
Stock market
29,294
Time series analysis
28,320
Wechselkurs
27,483
Exchange rate
26,277
Welt
23,216
World
22,463
Deutschland
21,018
Germany
18,699
Pakistan
18,514
Zins
17,413
Interest rate
17,273
Prognoseverfahren
16,731
Forecasting model
16,407
Geldpolitik
14,359
Monetary policy
14,006
Portfolio-Management
12,157
Schätztheorie
12,065
Portfolio selection
12,061
Estimation theory
11,897
Wirtschaftswachstum
11,884
Economic growth
11,641
EU-Staaten
11,533
EU countries
11,012
ARCH-Modell
10,337
Wirkungsanalyse
10,233
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10,156
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Free
10,219
Undetermined
5,036
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Article
14,783
Book / Working Paper
14,600
Journal
20
Other
1
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Aufsatz in Zeitschrift
13,544
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Amtsdruckschrift
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Government document
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Konferenzbeitrag
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Undetermined
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Gil-Alaña, Luis A.
333
Caporale, Guglielmo Maria
275
Phillips, Peter C. B.
237
Koopman, Siem Jan
235
Franses, Philip Hans
221
McAleer, Michael
142
Gao, Jiti
133
Teräsvirta, Timo
133
Lütkepohl, Helmut
122
Kapetanios, George
121
Sibbertsen, Philipp
118
Gupta, Rangan
112
Pesaran, M. Hashem
110
Koop, Gary
102
Harvey, Andrew C.
100
Kunst, Robert M.
90
Hyndman, Rob J.
89
Lucas, André
89
Watson, Mark W.
89
Taylor, Robert
88
Stock, James H.
86
Johansen, Søren
85
Härdle, Wolfgang
84
Marcellino, Massimiliano
84
Swanson, Norman R.
83
Perron, Pierre
82
Hendry, David F.
80
Dijk, Herman K. van
78
Engle, Robert F.
77
Hassler, Uwe
76
Mills, Terence C.
73
Proietti, Tommaso
73
Granger, C. W. J.
72
Dijk, Dick van
71
Nielsen, Morten Ørregaard
70
Robinson, Peter M.
67
Maravall Herrero, Agustín
66
Ravazzolo, Francesco
66
Leybourne, Stephen James
63
Saikkonen, Pentti
62
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National Bureau of Economic Research
195
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
64
Ekonomiska forskningsinstitutet <Stockholm>
62
European University Institute / Department of Economics
34
Econometrisch Instituut <Rotterdam>
16
Umeå universitet
16
Centre for Quantitative Economics & Computing
13
Centre for Analytical Finance <Århus>
12
Escola de Pós-Graduação em Economia <Rio de Janeiro>
12
Umeå Universitet / Institutionen för Nationalekonomi
12
Federal Reserve Bank of St. Louis
11
European University Institute / Department of Law
10
London School of Economics and Political Science
10
University of Cambridge / Department of Applied Economics
10
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Gottfried Wilhelm Leibniz Universität Hannover
8
Aarhus Universitet / Afdeling for Nationaløkonomi
7
Europäische Kommission / Statistisches Amt
7
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
7
University of Strathclyde / Department of Economics
7
Christian-Albrechts-Universität zu Kiel
6
Institut für Weltwirtschaft
6
State University of New York at Albany / Department of Economics
6
University of Exeter / Department of Economics
6
Australien / Bureau of Statistics
5
Birkbeck College / Department of Economics
5
Center for Economic Research <Tilburg>
5
Institut für Wirtschaftswissenschaften <Wien>
5
Manchester Business School
5
Queen Mary College / Department of Economics
5
School of Finance and Business Economics <Perth, Western Australia>
5
University of Canterbury / Dept. of Economics and Finance
5
University of Southampton / Department of Economics
5
Australian National University / Faculty of Economics and Commerce
4
Centre for Growth and Business Cycle Research <Manchester>
4
Institut für Höhere Studien
4
Københavns Universitet / Økonomisk Institut
4
Loughborough University / Department of Economics
4
Norges Bank / Utredningsavdelingen
4
Organisation for Economic Co-operation and Development
4
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Journal of econometrics
675
International journal of forecasting
552
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
400
Journal of forecasting
331
Discussion paper / Tinbergen Institute
321
Applied economics
320
Econometric theory
315
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
227
Econometric reviews
218
Applied economics letters
216
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
203
Energy economics
197
Working paper / Department of Econometrics and Business Statistics, Monash University
190
Working paper
179
NBER Working Paper
165
CREATES research paper
164
NBER working paper series
157
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
CESifo working papers
133
Computational economics
126
Discussion paper / Centre for Economic Policy Research
111
Journal of economic dynamics & control
110
Econometrics : open access journal
106
Cowles Foundation discussion paper
105
Journal of empirical finance
105
Oxford bulletin of economics and statistics
102
Journal of macroeconomics
99
The econometrics journal
93
EUI working paper / ECO
84
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
International review of economics & finance : IREF
84
Finance research letters
83
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
Tinbergen Institute Discussion Paper
79
The North American journal of economics and finance : a journal of financial economics studies
76
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ECONIS (ZBW)
28,466
EconStor
623
USB Cologne (EcoSocSci)
266
USB Cologne (business full texts)
15
OLC EcoSci
13
RePEc
12
ArchiDok
5
BASE
4
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1
Exchange rate influences on stock market returns and
volatility
dynamics : empirical evidence from the Australian stock market
Karunanayake, Indika
- In:
Review of applied economics
10
(
2014
)
1/2
,
pp. 83-97
Persistent link: https://www.econbiz.de/10010506487
Saved in:
2
Exchange rate influences on stock market returns and
volatility
dynamics : empirical evidence from the Australian stock market
Karunanayake, Indika
- In:
Journal of international economic review
9
(
2016
)
2
,
pp. 225-239
Persistent link: https://www.econbiz.de/10011673059
Saved in:
3
Evaluating
volatility
forecasts with ultra-high-frequency data : evidence from the Australian equity market
Zhang, Kai
;
De Mello, Lurion
;
Sadeghi, Mehdi
- In:
Theoretical economics letters
8
(
2018
)
1
,
pp. 1-27
Persistent link: https://www.econbiz.de/10011842038
Saved in:
4
Determinants of the CNY/USD exchange rate : a simultaneous-equation model
Hsing, Yu
- In:
International journal of monetary economics and finance
8
(
2015
)
3
,
pp. 274-281
Persistent link: https://www.econbiz.de/10011502648
Saved in:
5
Volatility
nexus between Stock Market and macroeconomic variables in Bangladesh : an extended GARCH approach
Hasan, Md. Abu
;
Zaman, Anita
- In:
Scientific Annals of Economics and Business
64
(
2017
)
2
,
pp. 233-243
Persistent link: https://www.econbiz.de/10011865998
Saved in:
6
Conditional heteroskedasticity in the
volatility
of asset returns
Ding, Yashuang
-
2021
Persistent link: https://www.econbiz.de/10013262866
Saved in:
7
Stock and currency market linkages : new evidence from realized spillovers in higher moments
Do, Hung Xuan
;
Brooks, Robert
;
Sirimon Treepongkaruna
; …
- In:
International review of economics & finance : IREF
42
(
2016
),
pp. 167-185
Persistent link: https://www.econbiz.de/10011625106
Saved in:
8
Impact of exchange rate fluctuations on US stock market returns
Bhargava, Vivek
;
Konku, Daniel
- In:
Managerial finance
49
(
2023
)
10
,
pp. 1535-1557
Persistent link: https://www.econbiz.de/10014428700
Saved in:
9
Jumps in equilibrium prices and asymmetric news in foreign exchange markets
El Ouadghiri, Imane
;
Uctum, Remzi
- In:
Economic modelling
54
(
2016
),
pp. 218-234
Persistent link: https://www.econbiz.de/10011642112
Saved in:
10
Is intraday data useful for forecasting VaR? : the evidence from EUR/PLN exchange rate
Będowska-Sójka, Barbara
- In:
Risk management : a journal of risk, crisis and disaster
20
(
2018
)
4
,
pp. 326-346
Persistent link: https://www.econbiz.de/10011962183
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