//--> //--> //--> //-->
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:"Journal of banking & finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~type:"article"
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
Time series analysis
146
Zeitreihenanalyse
146
Estimation
59
Schätzung
59
Volatility
55
Volatilität
55
Theorie
51
Theory
51
Forecasting model
41
Prognoseverfahren
41
Capital income
37
Kapitaleinkommen
37
ARCH model
35
ARCH-Modell
35
Börsenkurs
30
Share price
30
Estimation theory
20
Schätztheorie
20
Aktienmarkt
17
Cointegration
17
Kointegration
17
Stock market
17
Portfolio selection
15
Portfolio-Management
15
Exchange rate
14
USA
14
United States
14
Wechselkurs
14
Risikomaß
12
Risk measure
12
Stochastic process
12
Stochastischer Prozess
12
Welt
12
World
12
Financial market
10
Finanzmarkt
10
State space model
10
VAR model
10
VAR-Modell
10
Zustandsraummodell
10
more ...
less ...
Online availability
All
Undetermined
89
Type of publication
All
Article
Type of publication (narrower categories)
All
Article in journal
145
Aufsatz in Zeitschrift
145
Conference paper
1
Konferenzbeitrag
1
Language
All
English
146
Author
All
Gupta, Rangan
3
Ma, Feng
3
Nonejad, Nima
3
Buncic, Daniel
2
Christiansen, Charlotte
2
Kirby, Chris
2
Liu, Li
2
Liu, Qiang
2
Perote, Javier
2
Poon, Ser-Huang
2
Sibbertsen, Philipp
2
Zhang, Yaojie
2
Ñíguez, Trino-Manuel
2
Addo, Peter Martey
1
Ahking, Francis W.
1
Ahmed, Shamim
1
Ahn, Dong-Hyun
1
Al-Shboul, Mohammad
1
Al-Yahyaee, Khamis Hamed
1
Allen, David E.
1
Alves, Isabel Fraga
1
Anderson, Heather M.
1
Andrada Félix, Julián
1
Anghel, Dan Gabriel
1
Anjum, Hassan
1
Anwar, Sajid
1
Aramonte, Sirio
1
Argyropoulos, Efthymios
1
Aste, T.
1
Audrino, Francesco
1
Avouyi-Dovi, Sanvi
1
Azam, Muhammad
1
Bai, Ye
1
Baik, Hyeoncheol
1
Balcilar, Mehmet
1
Bali, Turan G.
1
Bannouh, Karim
1
Baqaee, David
1
Barone-Adesi, Giovanni
1
Basse, Tobias
1
more ...
less ...
Published in...
All
Journal of banking & finance
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
662
International journal of forecasting
570
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
395
Journal of forecasting
331
Applied economics
321
Econometric theory
313
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
225
Applied economics letters
220
Econometric reviews
216
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
202
Energy economics
199
Journal of applied econometrics
147
Computational economics
131
Journal of economic dynamics & control
110
Journal of empirical finance
107
Econometrics : open access journal
106
Journal of macroeconomics
100
Oxford bulletin of economics and statistics
100
Finance research letters
96
The econometrics journal
93
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
85
International review of economics & finance : IREF
84
International Journal of Energy Economics and Policy : IJEEP
82
Applied financial economics
80
Journal of risk and financial management : JRFM
73
Journal of time series econometrics
72
Journal of international money and finance
70
International review of financial analysis
69
The empirical economics letters : a monthly international journal of economics
69
Journal of the American Statistical Association : JASA
67
The review of economics and statistics
67
European journal of operational research : EJOR
66
Macroeconomic dynamics
62
International journal of economics and financial issues : IJEFI
55
Journal of financial econometrics : official journal of the Society for Financial Econometrics
55
Journal of money, credit and banking : JMCB
54
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
10
of
146
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Cross-asset time-series momentum : crude oil volatility and global stock markets
Fernandez-Perez, Adrian
;
Indriawan, Ivan
;
Tse, Yiuman
; …
- In:
Journal of banking & finance
154
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014492117
Saved in:
2
Forecasting the realized volatility of Energy Stock Market : a multimodel comparison
Li, Houjian
;
Zhou, Deheng
;
Hu, Jiayu
;
Li, Junwen
;
Su, …
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014483435
Saved in:
3
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
4
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
Saved in:
5
Structural break in different stock index markets in China
Li, Boyan
;
Diao, Xundi
- In:
The North American journal of economics and finance : a …
65
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014309933
Saved in:
6
Momentum-managed equity factors
Flögel, Volker
;
Schlag, Christian
;
Zunft, Claudia
- In:
Journal of banking & finance
137
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013460200
Saved in:
7
Group penalized logistic regressions predict up and down trends for stock prices
Yang, Yanlin
;
Hu, Xuemei
;
Jiang, Huifeng
- In:
The North American journal of economics and finance : a …
59
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013413355
Saved in:
8
Further evidence on financial information and economic activity forecasts in the United States
Shi, Qi
;
Li, Bin
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013449134
Saved in:
9
Determining hedges and safe havens for stocks using interval analysis
Chang, Meng-Shiuh
;
Ju, Peijie
;
Liu, Yilei
;
Hsueh, Shao-Chieh
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-31
Persistent link: https://www.econbiz.de/10013449302
Saved in:
10
Out-of-sample prediction of Bitcoin realized volatility : do other cryptocurrencies help?
Yi, Yongsheng
;
He, Mengxi
;
Zhang, Yaojie
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-20
Persistent link: https://www.econbiz.de/10013534118
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->