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isPartOf:"Reihe Ökonomie"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~isPartOf:"Economic modelling"
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Zeitreihenanalyse
Estimation
2,638
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2,638
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527
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527
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330
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330
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284
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284
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242
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Moosa, Imad A.
10
Gil-Alaña, Luis A.
8
Kunst, Robert M.
6
Jumah, Adusei
5
Costantini, Mauro
4
Gupta, Rangan
4
Tiwari, Aviral Kumar
4
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3
Burns, Kelly
3
Chang, Tsangyao
3
Kim, Jong-Min
3
Omay, Tolga
3
Papell, David H.
3
Paradiso, Antonio
3
Bahmani-Oskooee, Mohsen
2
Bekiros, Stelios
2
Donadelli, Michael
2
Harvey, David I.
2
Hasanov, Mübariz
2
Hatemi-J, Abdulnasser
2
Huang, Zhuo
2
Jung, Hojin
2
Kiani, Khurshid M.
2
Lee, Hyejin
2
Nazlıoğlu, Şaban
2
Nguyen, Duc Khuong
2
Pappalardo, Carmine
2
Peel, David
2
Polasek, Wolfgang
2
Ranjbar, Omid
2
Salisu, Afees A.
2
Speight, Alan E. H.
2
Tsui, Albert K.
2
Uctum, Remzi
2
Ventosa-Santaulària, Daniel
2
Wang, Tianyi
2
Zhang, Zhaoyong
2
Adeleke, Adegoke Ibrahim
1
Ahmad, Yamin
1
Aksoy, Emre
1
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Reihe Ökonomie
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Journal of econometrics
115
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
95
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
78
Applied economics letters
76
International journal of forecasting
76
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70
CESifo working papers
68
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67
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International review of economics & finance : IREF
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Finance research letters
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International journal of finance & economics : IJFE
24
The empirical economics letters : a monthly international journal of economics
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23
Journal of financial econometrics
22
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
21
Journal of risk and financial management : JRFM
21
SFB 649 discussion paper
21
CESifo Working Paper Series
20
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ECONIS (ZBW)
209
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209
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1
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
2
Estimates of Trade Based Money Laundering within the European Union
Saenz, Mariana
;
Lewer, Joshua J.
- In:
Applied economics
55
(
2023
)
51
,
pp. 5991-6003
Persistent link: https://www.econbiz.de/10014335882
Saved in:
3
Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
4
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:
5
Forecasting dividend growth : the role of adjusted earnings yield
Yu, Deshui
;
Huang, Difang
;
Li, Chen
;
Li, Luyang
- In:
Economic modelling
120
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014384127
Saved in:
6
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
7
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
Saved in:
8
On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
Saved in:
9
What drives trend-following profits in stocks? : the role of the trading signals' volatility
Zoicas-Ienciu, Adrian
;
Pochea, Maria Miruna
- In:
Applied economics
55
(
2023
)
32
,
pp. 3788-3805
Persistent link: https://www.econbiz.de/10014299215
Saved in:
10
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
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