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subject:"Time series analysis"
~isPartOf:"Economic modelling"
~subject:"Schätztheorie"
~subject:"Share price"
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Time series analysis
Schätztheorie
Share price
Theorie
1,666
Theory
1,666
Estimation
194
Schätzung
194
Geldpolitik
149
Monetary policy
149
Zeitreihenanalyse
112
Endogenes Wachstumsmodell
108
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Yang, Chunpeng
4
Caporale, Guglielmo Maria
3
Kim, Jong-Min
3
Xiong, Xiong
3
Chaiechi, Taha
2
Chang, Tsangyao
2
Gil-Alaña, Luis A.
2
Hall, Stephen G.
2
Kiani, Khurshid M.
2
Li, Yong
2
Long, Yunshen
2
Ma, Feng
2
Paradiso, Antonio
2
Pittis, Nikitas
2
Ranjbar, Omid
2
Seong, Byeongchan
2
Shang, Yuhuang
2
Su, Chi-Wei
2
Wu, Liang
2
Yoon, Gawon
2
Zhang, Yaojie
2
Zheng, Tingguo
2
Zhou, Liyun
2
Adeleke, Adegoke Ibrahim
1
Ahamada, Ibrahim
1
Alamoudi, L.
1
Alanya-Beltran, Willy
1
Alemany, Nuria
1
Amirkhalkhali, Saleh
1
An, Yunbi
1
Anatolyev, Stanislav
1
Andrieş, Alin Marius
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1
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1
Arndt, Channing
1
Arouri, Mohamed
1
Arčabić, Vladimir
1
Avdoulas, Christos
1
Bacchiocchi, Emanuele
1
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Economic modelling
Economics letters
662
Journal of econometrics
662
Econometric theory
419
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
401
International journal of forecasting
343
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
298
Journal of forecasting
271
Econometric reviews
258
Journal of applied econometrics
211
Applied economics
192
The journal of finance : the journal of the American Finance Association
168
The review of economics and statistics
160
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
157
Journal of economic dynamics & control
156
The review of financial studies
150
Journal of quantitative economics : official journal of the Indian Econometric Society
148
Oxford bulletin of economics and statistics
143
Journal of banking & finance
142
Journal of financial economics
134
Finance research letters
128
Applied economics letters
120
Journal of empirical finance
120
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
115
Computational economics
105
International review of financial analysis
101
International review of economics & finance : IREF
90
The review of economic studies
89
Statistical papers
88
International economic review
86
Management science : journal of the Institute for Operations Research and the Management Sciences
80
The econometrics journal
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Applied financial economics
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The North American journal of economics and finance : a journal of financial economics studies
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Annales d'économie et de statistique
73
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
71
Journal of international money and finance
71
The European journal of finance
71
American journal of agricultural economics
66
The American economic review
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ECONIS (ZBW)
174
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1
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174
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1
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:
2
Market price determination : Interpreting quote order imbalance under zero-profit equilibrium
Long, Yunshen
;
Yan, Jingzhou
;
Wu, Liang
;
Long, Xingchen
- In:
Economic modelling
134
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014548479
Saved in:
3
Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
4
Are low frequency macroeconomic variables important for high frequency electricity prices?
Foroni, Claudia
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384007
Saved in:
5
Forecasting dividend growth : the role of adjusted earnings yield
Yu, Deshui
;
Huang, Difang
;
Li, Chen
;
Li, Luyang
- In:
Economic modelling
120
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014384127
Saved in:
6
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
7
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
Saved in:
8
The impact of ambiguity-loving attitude on market participation and asset pricing
Sun, Yuzhe
;
Wang, Yanjie
;
Zhang, Shunming
;
Huang, Hui
- In:
Economic modelling
128
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014464409
Saved in:
9
Good and bad self-excitation : asymmetric self-exciting jumps in Bitcoin returns
Zhang, Chuanhai
;
Zhang, Zhengjun
;
Xu, Mengyu
;
Peng, Zhe
- In:
Economic modelling
119
(
2023
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014249483
Saved in:
10
A multifactor regime-switching model for inter-trade durations in the high-frequency limit order market
Li, Zhicheng
;
Chen, Xinyun
;
Xing, Haipeng
- In:
Economic modelling
118
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014229238
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