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person:"Lux, Thomas"
subject:"Time series analysis"
~person:"Chang, Tsangyao"
~subject:"Share price"
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Time series analysis
Share price
Estimation
132
Schätzung
131
Kaufkraftparität
51
Purchasing power parity
51
Einheitswurzeltest
50
Unit root test
50
Zeitreihenanalyse
32
Statistischer Test
29
Statistical test
28
Theorie
28
Theory
27
Cointegration
26
Kointegration
26
Börsenkurs
25
Panel
24
Panel study
24
Structural break
18
Strukturbruch
18
Deutschland
15
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15
Nichtlineare Regression
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14
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12
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11
Fourier function
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11
Agent-based modeling
9
Agentenbasierte Modellierung
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Aktienmarkt
9
Causality analysis
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Article
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English
49
Author
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Lux, Thomas
Chang, Tsangyao
Gil-Alaña, Luis A.
204
Caporale, Guglielmo Maria
201
Gupta, Rangan
107
McAleer, Michael
53
Pesaran, M. Hashem
53
Koopman, Siem Jan
51
Pierdzioch, Christian
50
Tiwari, Aviral Kumar
45
Bohl, Martin T.
44
Hautsch, Nikolaus
44
McMillan, David G.
44
Narayan, Paresh Kumar
42
Bollerslev, Tim
38
Wohar, Mark E.
36
Zaremba, Adam
35
Härdle, Wolfgang
34
Kapetanios, George
31
Lettau, Martin
31
Todorov, Viktor
29
Herwartz, Helmut
28
Gao, Jiti
27
Gil-Alana, Luis A.
27
Weber, Enzo
27
Allen, David E.
26
Theissen, Erik
26
Cheung, Yin-Wong
25
Engle, Robert F.
25
Ludvigson, Sydney C.
25
Marcellino, Massimiliano
25
Timmermann, Allan
25
Koop, Gary
24
Lütkepohl, Helmut
24
Franses, Philip Hans
23
Balcilar, Mehmet
22
Bali, Turan G.
22
Döpke, Jörg
22
Salisu, Afees A.
22
Sibbertsen, Philipp
22
Stulz, René M.
22
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
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Applied economics letters
4
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4
Applied economics
3
Discussion paper / B
2
Economic systems
2
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2
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2
International review of economics & finance : IREF
2
Romanian journal of economic forecasting
2
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2
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2
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1
Applied economics quarterly
1
Applied financial economics
1
Economic change and restructuring : empirical and policy research on the transitional and emerging economies
1
Empirica : journal of european economics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Finance research letters
1
International Journal of Financial Studies : open access journal
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of forecasting
1
Iranian economic review : journal of University of Tehran
1
Journal of economic behavior & organization : JEBO
1
Journal of economic development
1
Journal of economic dynamics & control
1
Journal of empirical finance
1
The Manchester School
1
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1
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1
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ECONIS (ZBW)
49
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21
Testing hysteresis effect in U.S. state unemployment : new evidence using a nonlinear quantile unit root test
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics letters
25
(
2018
)
4
,
pp. 249-253
Persistent link: https://www.econbiz.de/10011854429
Saved in:
22
Revisiting purchasing power parity in G6 countries : an application of smooth time-varying cointegration approach
Wu, Jingfei
;
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
- In:
Empirica : journal of european economics
45
(
2018
)
1
,
pp. 187-196
Persistent link: https://www.econbiz.de/10011965805
Saved in:
23
Re-testing Prebisch-Singer hypothesis : new evidence using Fourier quantile unit root test
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Elmi, Zahra Mila
- In:
Applied economics
50
(
2018
)
4
,
pp. 441-454
Persistent link: https://www.econbiz.de/10011846997
Saved in:
24
The fourier quantile unit root test with an application to the PPP hypothesis in the OECD
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics quarterly
63
(
2017
)
3
,
pp. 295-317
Persistent link: https://www.econbiz.de/10011890423
Saved in:
25
Bringing an elementary agent-based model to the data : estimation via GMM and an application to forecasting of asset price volatility
Ghonghadze, Jaba
;
Lux, Thomas
- In:
Journal of empirical finance
37
(
2016
),
pp. 1-19
Persistent link: https://www.econbiz.de/10011662890
Saved in:
26
The Feldstein-Horioka puzzle in South Africa : a fractional cointegration approach
Gil-Alaña, Luis A.
;
André, Christophe
;
Gupta, Rangan
; …
- In:
The journal of international trade & economic development
25
(
2016
)
7/8
,
pp. 978-991
Persistent link: https://www.econbiz.de/10011709722
Saved in:
27
Purchasing power parity in emerging markets : a panel stationary test with both sharp and smooth breaks
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Lee, Kuei-Chiu
- In:
Economic systems
40
(
2016
)
3
,
pp. 453-460
Persistent link: https://www.econbiz.de/10011668458
Saved in:
28
Are stock prices related to the political uncertainty index in OECD countries? : evidence from the bootstrap panel causality test
Chang, Tsangyao
;
Chen, Wen-Yi
;
Gupta, Rangan
;
Nguyen, …
- In:
Economic systems
39
(
2015
)
2
,
pp. 288-300
Persistent link: https://www.econbiz.de/10011527538
Saved in:
29
Multifractal models, intertrade durations and return volatility
Segnon, Mawuli
-
2015
Persistent link: https://www.econbiz.de/10011299266
Saved in:
30
Income convergence in African countries : evidence from a stationary test with multiple structural breaks
Ranjbar, Omid
;
Lee, Chien-chiang
;
Chang, Tsangyao
; …
- In:
The South African journal of economics
82
(
2014
)
3
,
pp. 371-391
Persistent link: https://www.econbiz.de/10010502194
Saved in:
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