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subject:"Time series analysis"
~accessRights:"restricted"
~type_genre:"Article in journal"
~type_genre:"Book section"
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Time series analysis
Theory
60,210
Theorie
60,133
Mathematical programming
6,069
Mathematische Optimierung
6,067
Estimation
3,630
Schätzung
3,623
Portfolio selection
3,555
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3,555
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3,177
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3,111
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2,928
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2,928
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2,809
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2,809
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2,800
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2,800
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2,412
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2,412
Geldpolitik
2,091
Monetary policy
2,091
Zeitreihenanalyse
1,863
Heuristics
1,858
Volatility
1,848
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1,845
Heuristik
1,839
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1,784
Börsenkurs
1,754
Share price
1,754
Welt
1,731
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1,731
Capital income
1,598
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1,597
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1,580
Pricing strategy
1,580
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1,506
Algorithmus
1,498
Asymmetric information
1,495
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1,493
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1,432
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1,861
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2
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1,819
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5
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Gil-Alaña, Luis A.
19
Assimakopoulos, V.
14
Petropoulos, Fotios
14
Spiliotis, Evangelos
14
Chan, Joshua
13
Makridakis, Spyros G.
12
Hyndman, Rob J.
11
Koopman, Siem Jan
11
Phillips, Peter C. B.
10
Gupta, Rangan
9
Kang, Yanfei
9
McElroy, Tucker
9
Perron, Pierre
9
Taylor, Robert
9
Hecq, Alain W. J.
8
Marcellino, Massimiliano
8
Athanasopoulos, George
7
Kourentzes, Nikolaos
7
Leybourne, Stephen James
7
Proietti, Tommaso
7
Ravazzolo, Francesco
7
Ruiz, Esther
7
Chang, Tsangyao
6
Ghysels, Eric
6
Hallin, Marc
6
Harvey, David I.
6
Herwartz, Helmut
6
Horváth, Lajos
6
Jawadi, Fredj
6
Kapetanios, George
6
Kim, Jong-Min
6
Koop, Gary
6
Li, Feng
6
Ranjbar, Omid
6
Rodriguez, Gabriel
6
Shang, Han Lin
6
Sibbertsen, Philipp
6
Weron, Rafał
6
Asai, Manabu
5
Barigozzi, Matteo
5
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International journal of forecasting
180
Journal of econometrics
115
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
92
Economics letters
70
Computational economics
62
Economic modelling
60
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Applied economics
42
Energy economics
41
Journal of forecasting
41
Econometric reviews
40
Finance research letters
38
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
Journal of empirical finance
29
Journal of time series econometrics
28
European journal of operational research : EJOR
27
Journal of economic dynamics & control
26
Econometric theory
24
Journal of financial econometrics
22
Quantitative finance
20
Applied economics letters
18
The North American journal of economics and finance : a journal of financial economics studies
18
International review of economics & finance : IREF
17
Empirical economics : a quarterly journal of the Institute for Advanced Studies
15
Insurance / Mathematics & economics
15
International journal of production research
15
Journal of banking & finance
13
International review of financial analysis
12
International journal of production economics
10
Journal of the Operational Research Society
10
Research in international business and finance
10
Journal of applied econometrics
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of quantitative economics
9
International journal of financial engineering
8
Journal of macroeconomics
8
Macroeconomic dynamics
8
Management science : journal of the Institute for Operations Research and the Management Sciences
8
Technological forecasting & social change : an international journal
8
International journal of computational economics and econometrics : IJCEE
7
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ECONIS (ZBW)
1,863
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1
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10
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1,863
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1
International capital flow in a period of high inflation : the case of China
Liu, Qiming
;
Liu, Zhenya
;
Moussa, Faten
;
Mu, Yuhao
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014451564
Saved in:
2
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
3
Dynamic circular network-based federated dual-view learning for multivariate time series anomaly detection
Zhang, Weishan
;
Wang, Yuqian
;
Chen, Leiming
;
Yuan, Yong
; …
- In:
Business & information systems engineering
66
(
2024
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10014470871
Saved in:
4
Statistical evaluation of deep learning models for stock return forecasting
Yilmaz, Firat Melih
;
Yildiztepe, Engin
- In:
Computational economics
63
(
2024
)
1
,
pp. 221-244
Persistent link: https://www.econbiz.de/10014472083
Saved in:
5
Stock price ranking by learning pairwise preferences
Tas, Engin
;
Atli, Ayca Hatice
- In:
Computational economics
63
(
2024
)
2
,
pp. 513-528
Persistent link: https://www.econbiz.de/10014472383
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6
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:
7
A hybrid approach of wavelet transform, ARIMA and LSTM model for the share price index futures forecasting
Zhang, Junting
;
Liu, Haifei
;
Bai, Wei
;
Li, Xiaojing
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10014445634
Saved in:
8
Fan charts in era of big data and learning
Baruník, Jozef
;
Hanus, Luboš
- In:
Finance research letters
61
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014490768
Saved in:
9
Public debt dynamics and fiscal sustainability in selected North African countries : new evidence from recurrent explosive behavior tests and quantile unit root analysis
Chekouri, Sidi Mohammed
;
Chibi, Abderrahim
; …
- In:
Economic change & restructuring
57
(
2024
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014491760
Saved in:
10
The effect of economic policy uncertainty under fractional integration
Ramirez, Carlos D.
- In:
Portuguese economic journal
23
(
2024
)
1
,
pp. 89-110
Persistent link: https://www.econbiz.de/10014513090
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