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~isPartOf:"Applied financial economics"
~subject:"Time series analysis"
~subject:"Zeitreihenanalyse"
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Time series analysis
Zeitreihenanalyse
Estimation
444
Schätzung
444
USA
385
United States
385
Capital income
355
Kapitaleinkommen
355
Theorie
330
Theory
330
Börsenkurs
324
Share price
324
Aktienmarkt
298
Stock market
298
Volatility
265
Volatilität
265
Großbritannien
198
United Kingdom
198
Bank
111
Portfolio selection
111
Portfolio-Management
111
Exchange rate
110
Forecasting model
110
Prognoseverfahren
110
Wechselkurs
110
ARCH model
101
ARCH-Modell
101
Welt
100
World
100
Aktienindex
95
Stock index
95
Japan
86
Australia
81
Australien
81
Deutschland
78
Financial crisis
78
Finanzkrise
78
Germany
78
CAPM
77
Interest rate
76
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80
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80
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English
80
Author
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Gil-Alaña, Luis A.
4
Barkoulas, John T.
2
Baum, Christopher F.
2
Caporale, Guglielmo Maria
2
Cuñado Eizaguirre, Juncal
2
Gupta, Rangan
2
Kunst, Robert M.
2
Aguirre, Maria Sophia
1
Ajmi, Ahdi Noomen
1
Akgül, Işıl
1
Alles, Lakshman
1
Aparicio, Teresa
1
Armah, Nii Ayi
1
Asēmakopulos, Iōannēs
1
Awad, Mouawiya al-
1
Ayala, Astrid
1
Aye, Goodness C.
1
Bahmani-Oskooee, Mohsen
1
Balcilar, Mehmet
1
Berg, Lennart
1
Beveridge, Steve
1
Boyd, Roy
1
Brooks, Chris
1
Brooks, Robert
1
Bühlmann, Peter
1
Cellini, Roberto
1
Chang, Tsangyao
1
Chang, Yuanchen
1
Cheung, Yin-Wong
1
Chirwa, Ephraim Wadonda
1
Chyi, Yih-luan
1
Clements, Adam
1
Collet, Jérôme
1
Cuccia, Tiziana
1
Davradakis, Emmanuel
1
Dijk, Dick van
1
Dionísio, Andreia
1
Dufrénot, Gilles
1
Engsted, Tom
1
Ferreira, Paulo
1
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Applied financial economics
Economics letters
447
Applied economics
321
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
227
Applied economics letters
220
Energy economics
204
CREATES research paper
164
Computational economics
135
Working paper
114
Oxford bulletin of economics and statistics
102
International review of economics & finance : IREF
84
International Journal of Energy Economics and Policy : IJEEP
82
The North American journal of economics and finance : a journal of financial economics studies
76
The empirical economics letters : a monthly international journal of economics
67
The review of economics and statistics
67
Cowles Foundation discussion paper
66
EUI working paper / ECO
63
Cambridge working papers in economics
62
Empirical economics : a quarterly journal of the Institute for Advanced Studies
59
Discussion paper / Department of Economics, University of California San Diego
57
International journal of economics and financial issues : IJEFI
57
Economics and finance working paper series
53
International journal of finance & economics : IJFE
51
Tourism economics : the business and finance of tourism and recreation
50
International journal of economics and finance
49
Journal of monetary economics
49
Econometric Institute research papers
47
Economics discussion papers
47
Working Paper
47
Discussion papers / Department of Economics, University of Copenhagen
46
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
Finance and economics discussion series
43
IHS economics series : working paper
40
Jahrbücher für Nationalökonomie und Statistik
40
Working paper series in economics and finance
40
Discussion papers in economics
39
Working paper series
38
Discussion paper / Centre for Economic Policy Research
37
Umeå economic studies
37
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ECONIS (ZBW)
80
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80
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1
A comparison of ARIMA forecasting and heuristic modelling
Wang, Chi-chen
;
Hsu, Yun-sheng
;
Liou, Cheng-hwai
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1095-1102
Persistent link: https://www.econbiz.de/10009317433
Saved in:
2
Some variables are more worthy than others : new diffusion index evidence on the monitoring of key economic indicators
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 43-60
Persistent link: https://www.econbiz.de/10009124680
Saved in:
3
Revisiting serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece
Ferreira, Paulo
;
Dionísio, Andreia
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 319-331
Persistent link: https://www.econbiz.de/10010399410
Saved in:
4
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
5
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
6
Predicting BRICS stock returns using ARFIMA models
Aye, Goodness C.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936
Saved in:
7
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
8
Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Wu, Tsungpao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
Saved in:
9
Gold prices and exchange rates : a time-varying copula analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 41-50
Persistent link: https://www.econbiz.de/10010389374
Saved in:
10
Seasonal processes in the Euro-US Dollar daily exchange rate
Cellini, Roberto
;
Cuccia, Tiziana
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 161-174
Persistent link: https://www.econbiz.de/10010391453
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