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Time series analysis
103
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30
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time series
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Kunst, Robert M.
22
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17
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Costantini, Mauro
9
Linton, Oliver
9
Hyndman, Rob J
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Dong, Chaohua
6
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6
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5
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4
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4
Jumah, Adusei
4
Onatski, Alexei
4
Pick, Andreas
4
Shang, Han Lin
4
Timmermann, Allan
4
Busetti, Fabio
3
Gunter, Ulrich
3
Nagaev, Sergei A.
3
Ord, J. Keith
3
Polasek, Wolfgang
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Poskitt, D.S.
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Thiele, Stephen
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Yin, Jiying
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2
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2
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2
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2
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53
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10
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171
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167
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154
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55
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47
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40
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ECONIS (ZBW)
103
RePEc
53
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1
Dynamic autoregressive liquidity (DArLiQ)
Hafner, Christian M.
;
Linton, Oliver
;
Wang, Linqi
-
2022
Persistent link: https://www.econbiz.de/10013263369
Saved in:
2
Revisiting the great ratios hypothesis
Chudik, Alexander
;
Pesaran, M. Hashem
;
Smith, Ron
-
2022
Persistent link: https://www.econbiz.de/10013263388
Saved in:
3
Nonparametric estimation of large spot volatility matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
Saved in:
4
Forecasting with panel data : estimation uncertainty versus parameter heterogeneity
Pasaran, M. Hashem
;
Pick, Andreas
;
Timmermann, Allan
-
2022
Persistent link: https://www.econbiz.de/10013263441
Saved in:
5
Do consumption-based asset pricing models explain own-history predictability in stock market returns?
Ashby, Michael F.
;
Linton, Oliver
-
2022
Persistent link: https://www.econbiz.de/10013486082
Saved in:
6
Estimating time-varying networks for high-dimensional
time
series
Chen, Jia
;
Li, Degui
;
Li, Yuning
;
Linton, Oliver
-
2022
-
Version: December 13, 2022
Persistent link: https://www.econbiz.de/10013503856
Saved in:
7
Testing and modelling
time
series
with time varying tails
Palumbo, Dario
-
2021
Persistent link: https://www.econbiz.de/10013254110
Saved in:
8
Time
series
modeling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013254171
Saved in:
9
Score-driven
time
series
models
Harvey, Andrew C.
-
2021
Persistent link: https://www.econbiz.de/10013257426
Saved in:
10
Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model
Li, Yu-Ning
;
Chen, Jia
;
Linton, Oliver
-
2021
Persistent link: https://www.econbiz.de/10013259517
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