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subject:"Time series analysis"
subject:"Zeitreihenanalyse"
~isPartOf:"Quantitative finance"
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Time series analysis
Zeitreihenanalyse
Estimation
79
Schätzung
78
Volatility
35
Volatilität
35
Theorie
33
Theory
33
Börsenkurs
31
Share price
31
Capital income
26
Kapitaleinkommen
26
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21
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21
Portfolio selection
16
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16
Estimation theory
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Statistical distribution
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Stochastischer Prozess
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Sornette, Didier
3
Wehrli, Alexander
3
Sun, Yuying
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Wang, Shouyang
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Wheatley, Spencer
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Alemany, N.
1
Anagnostou, I.
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Aragó Manzana, Vicent
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Chen, May-Ru
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1
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1
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1
Li, Wai Keung
1
Liu, Fei
1
Lu, Quanying
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Mettenheim, Hans-Jörg von
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Quantitative finance
Journal of econometrics
115
Economic modelling
100
Applied economics
98
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
75
Economics letters
70
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Energy economics
58
Journal of forecasting
49
Econometric reviews
41
International review of economics & finance : IREF
40
Journal of applied econometrics
35
Journal of empirical finance
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The North American journal of economics and finance : a journal of financial economics studies
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Finance research letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Applied financial economics
26
Computational economics
26
International journal of finance & economics : IJFE
25
Journal of banking & finance
25
Journal of international money and finance
25
Journal of macroeconomics
25
The empirical economics letters : a monthly international journal of economics
24
Journal of financial econometrics
23
Journal of risk and financial management : JRFM
21
International journal of economics and financial issues : IJEFI
20
International review of financial analysis
19
Econometrics : open access journal
18
International journal of economics and finance
18
Research in international business and finance
18
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international financial markets, institutions & money
17
The econometrics journal
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Econometric theory
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International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
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11
Stock market trend prediction using a functional time series approach
Huang, Shih-Feng
;
Guo, Meihui
;
Chen, May-Ru
- In:
Quantitative finance
20
(
2020
)
1
,
pp. 69-79
Persistent link: https://www.econbiz.de/10012194855
Saved in:
12
The endo-exo problem in high frequency financial price fluctuations and rejecting criticality
Wheatley, Spencer
;
Wehrli, Alexander
;
Sornette, Didier
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1165-1178
Persistent link: https://www.econbiz.de/10012194752
Saved in:
13
The influence of intraday seasonality on volatility transmission pattern
Alemany, N.
;
Aragó Manzana, Vicent
;
Salvador, E.
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1179-1197
Persistent link: https://www.econbiz.de/10012194754
Saved in:
14
On the seasonality in the implied volatility of electricity options
Fanelli, Viviana
;
Schmeck, Maren Diane
- In:
Quantitative finance
19
(
2019
)
8
,
pp. 1321-1337
Persistent link: https://www.econbiz.de/10012194790
Saved in:
15
Consumption, aggregate wealth and expected stock returns : a fractional cointegration approach
Ren, Yu
;
Xie, Tian
- In:
Quantitative finance
18
(
2018
)
12
,
pp. 2101-2112
Persistent link: https://www.econbiz.de/10012262986
Saved in:
16
Sequential Monte Carlo for fractional stochastic volatility models
Chronopoulou, Alexandra
;
Spiliopoulos, Konstantinos
- In:
Quantitative finance
18
(
2018
)
3
,
pp. 507-517
Persistent link: https://www.econbiz.de/10011906404
Saved in:
17
Forecasting and trading high frequency volatility on large indices
Liu, Fei
;
Pantelous, Athanasios A.
;
Mettenheim, …
- In:
Quantitative finance
18
(
2018
)
5
,
pp. 737-748
Persistent link: https://www.econbiz.de/10011907914
Saved in:
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