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source:"econis"
~accessRights:"restricted"
~isPartOf:"Applied economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Risks : open access journal"
~subject:"Autokorrelation"
~subject:"Estimation"
~subject:"Stochastischer Prozess"
~subject:"Structural break"
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Search: subject_exact:"Time series analysis"
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Autokorrelation
Estimation
Stochastischer Prozess
Structural break
Time series analysis
182
Zeitreihenanalyse
182
Schätzung
77
Theorie
72
Theory
72
Volatility
58
Volatilität
58
Forecasting model
55
Prognoseverfahren
55
ARCH model
45
ARCH-Modell
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Capital income
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Kapitaleinkommen
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Börsenkurs
31
Share price
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Estimation theory
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Schätztheorie
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Strukturbruch
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Einheitswurzeltest
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Unit root test
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Aktienmarkt
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Stock market
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Cointegration
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Kointegration
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Portfolio selection
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Portfolio-Management
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Business cycle
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Konjunktur
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Multivariate Verteilung
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Multivariate distribution
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Correlation
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Inflation
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Korrelation
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long memory
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CAPM
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Moosa, Imad A.
5
Chang, Tsangyao
4
Gil-Alaña, Luis A.
4
Omay, Tolga
4
Ranjbar, Omid
3
Tiwari, Aviral Kumar
3
Bahmani-Oskooee, Mohsen
2
Chatzikonstanti, Vasiliki
2
Emirmahmutoglu, Furkan
2
Gupta, Rangan
2
Hasanov, Mübariz
2
Kim, Jong-Min
2
Ahmad, Yamin
1
Al-Jassar, Sulaiman A.
1
Albulescu, Claudiu Tiberiu
1
Allen, David E.
1
Arakelian, V.
1
Arteche, Josu
1
Aubin, Christian
1
Awe, Olushina Olawale
1
Bampinas, Georgios
1
Bee, Marco
1
Berens, Tobias
1
Bermejo Muñoz, Lorenzo
1
Billio, Monica
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Blazevic Buric, Sanja
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Brooks, Robert
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Brorsen, B. Wade
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Burns, Kelly
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Canarella, Giorgio
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Caporin, Massimiliano
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Chang, Chia-Lin
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Cheema, Muhammad A.
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Chen Zhou
1
Chen, Peng
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Chen, W. D.
1
Chen, Yixiang
1
Cheng, Jen-chi
1
Chávez, Pedro
1
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Applied economics
Journal of empirical finance
Risks : open access journal
Journal of econometrics
137
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
88
Economic modelling
70
Economics letters
70
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
70
Energy economics
63
International journal of forecasting
62
Applied economics letters
49
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
47
Econometric reviews
45
International review of economics & finance : IREF
39
Finance research letters
35
The North American journal of economics and finance : a journal of financial economics studies
31
Computational economics
29
Journal of economic dynamics & control
29
Journal of financial econometrics
28
Journal of forecasting
25
Empirical economics : a quarterly journal of the Institute for Advanced Studies
23
Journal of time series econometrics
23
Quantitative finance
23
Research in international business and finance
21
Econometric theory
20
Discussion paper / Centre for Economic Policy Research
19
Journal of banking & finance
18
Journal of macroeconomics
18
Discussion papers / CEPR
16
Journal of quantitative economics
16
International review of financial analysis
15
Macroeconomic dynamics
14
International journal of finance & economics : IJFE
13
International journal of economics and finance
11
SpringerLink / Bücher
11
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
10
Journal of applied econometrics
10
Journal of international financial markets, institutions & money
10
Journal of risk
10
Tourism economics : the business and finance of tourism and recreation
10
Journal of economics and finance
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ECONIS (ZBW)
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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
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
4
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:
5
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:
6
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
Saved in:
7
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
8
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
9
Time-series residual momentum strategies
Kim, Saejoon
- In:
Applied economics
54
(
2022
)
5
,
pp. 580-594
Persistent link: https://www.econbiz.de/10012874231
Saved in:
10
Re-Investigating the degree of persistence of U.S. economic policy uncertainty using the Fourier non-linear quantile unit root test
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
- In:
Applied economics
54
(
2022
)
39
,
pp. 4586-4595
Persistent link: https://www.econbiz.de/10013411001
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