//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
source:"econis"
~isPartOf:"Applied economics"
~subject:"Börsenkurs"
~subject:"Volatilität"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Time series analysis"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Börsenkurs
Volatilität
Time series analysis
321
Zeitreihenanalyse
321
Theorie
102
Theory
102
Estimation
98
Schätzung
98
Forecasting model
51
Prognoseverfahren
51
USA
42
United States
42
Structural break
40
Strukturbruch
40
Einheitswurzeltest
35
Estimation theory
35
Schätztheorie
35
Unit root test
35
Volatility
33
Cointegration
32
Kointegration
32
ARCH model
27
ARCH-Modell
27
Business cycle
24
Inflation
24
Konjunktur
24
Capital income
21
Großbritannien
21
Kapitaleinkommen
21
United Kingdom
21
National income
17
Nationaleinkommen
17
Kaufkraftparität
16
Purchasing power parity
16
Share price
16
State space model
16
Zustandsraummodell
16
long memory
16
Economic growth
15
Exchange rate
15
more ...
less ...
Online availability
All
Undetermined
33
Type of publication
All
Article
40
Type of publication (narrower categories)
All
Article in journal
40
Aufsatz in Zeitschrift
40
Language
All
English
40
Author
All
Kim, Jong-Min
3
Allen, David E.
2
Cheema, Muhammad A.
2
Hwang, Sun Young
2
Ma, Feng
2
McAleer, Michael
2
Moosa, Imad A.
2
Nartea, Gilbert V.
2
Singh, Abhay Kumar
2
Abuzayed, Bana
1
Acosta-Gonzalez, Eduardo
1
Al-Fayoumi, Nedal
1
Al-Jassar, Sulaiman A.
1
Albulescu, Claudiu Tiberiu
1
Aloui, Chaker
1
Andrada Félix, Julián
1
Aubin, Christian
1
Ayala, Astrid
1
Bampinas, Georgios
1
Blazsek, Szabolcs
1
Caporin, Massimiliano
1
Chang, Chia-Lin
1
Charbonneau, Alain
1
Charfeddine, Lanouar
1
Chatzikonstanti, Vasiliki
1
Chen, Shujuan
1
Chen, Yixiang
1
Cheng, Jen-chi
1
Choo, Wei Chong
1
Costola, Michele
1
Cremaschini, Alessandro
1
Fang, Jiali
1
Fernández Rodríguez, Fernando
1
Ftiti, Zied
1
Gkonkas, Periklēs
1
Gomes, Fábio A.
1
Goyeau, Daniel
1
Gschwandtner, Adelina
1
Gupta, Rangan
1
Hauser, Michael A.
1
more ...
less ...
Published in...
All
Applied economics
Journal of econometrics
109
Discussion paper / Tinbergen Institute
79
Energy economics
72
Economic modelling
67
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
65
International journal of forecasting
64
Journal of empirical finance
61
Finance research letters
55
Economics letters
45
The North American journal of economics and finance : a journal of financial economics studies
41
Journal of forecasting
40
International review of economics & finance : IREF
39
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
39
Econometric reviews
35
International review of financial analysis
35
Journal of banking & finance
34
Journal of risk and financial management : JRFM
31
Quantitative finance
31
CREATES research paper
28
Computational economics
28
Journal of financial econometrics
28
Journal of financial econometrics : official journal of the Society for Financial Econometrics
28
Research in international business and finance
28
Working paper
28
Applied financial economics
26
CESifo working papers
23
SFB 649 discussion paper
22
Applied economics letters
20
Journal of economic dynamics & control
20
Journal of international financial markets, institutions & money
20
NBER working paper series
20
Econometrics : open access journal
19
Economics working paper
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Journal of financial economics
17
NBER Working Paper
17
Working paper / National Bureau of Economic Research, Inc.
17
CAMA working paper series
16
International journal of economics and financial issues : IJEFI
16
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
40
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
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
Reliability study of stock index forecasting in volatile and trending cities using public sentiment : based on word2Vec and LSTM models
Ma, Yuanyuan
;
Liu, Chenglong
;
Zhang, Jie Tian
;
Liu, Yanze
- In:
Applied economics
55
(
2023
)
43
,
pp. 5013-5032
Persistent link: https://www.econbiz.de/10014334940
Saved in:
3
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:
4
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:
5
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:
6
Time-series momentum in individual stocks : is it there and where to look?
Fang, Jiali
;
Wei, Hao
;
Wongchoti, Udomsak
- In:
Applied economics
54
(
2022
)
18
,
pp. 2048-2066
Persistent link: https://www.econbiz.de/10012875717
Saved in:
7
Functional ARCH directional dependence via copula for intraday volatility from high-frequency financial time series
Kim, Jong-Min
;
Hwang, Sun Young
- In:
Applied economics
53
(
2021
)
4
,
pp. 506-520
Persistent link: https://www.econbiz.de/10012416072
Saved in:
8
The risks of cryptocurrencies with long memory in volatility, non-normality and behavioural insights
Siu, Tak Kuen
- In:
Applied economics
53
(
2021
)
17
,
pp. 1991-2014
Persistent link: https://www.econbiz.de/10012500918
Saved in:
9
The role of high-frequency data in volatility forecasting : evidence from the China stock market
Liu, Min
;
Lee, Chien-chiang
;
Choo, Wei Chong
- In:
Applied economics
53
(
2021
)
22
,
pp. 2500-2526
Persistent link: https://www.econbiz.de/10012501284
Saved in:
10
Market returns and risk factors for the emerging economies
Talukdar, Bakhtear
;
Parhizgari, Ali M.
- In:
Applied economics
52
(
2020
)
48
,
pp. 5230-5243
Persistent link: https://www.econbiz.de/10012307212
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->