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~isPartOf:"Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse"
~isPartOf:"Economics and finance working paper series"
~isPartOf:"Umeå economic studies"
~subject:"Zeitreihenanalyse"
~type_genre:"Einführung"
~type_genre:"Graue Literatur"
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Search: subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Time series analysis
158
Theorie
94
Theory
94
Estimation
55
Schätzung
55
Estimation theory
38
Schätztheorie
38
Volatility
22
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fractional integration
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158
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152
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152
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Gil-Alaña, Luis A.
51
Caporale, Guglielmo Maria
46
Brännäs, Kurt
19
Härdle, Wolfgang
10
Lütkepohl, Helmut
7
Saikkonen, Pentti
7
Hellström, Jörgen
6
Breitung, Jörg
5
Lönnbark, Carl
5
Carcel, Hector
4
Lanne, Markku
4
Nordström, Jonas
4
Plastun, Alex
4
Spokojnyj, Vladimir G.
4
Tschernig, Rolf
4
Westerberg, Thomas
4
Balparda, Borja
3
Bask, Mikael
3
Candelon, Bertrand
3
DeLuna, Xavier
3
Hunter, John
3
Kleinow, Torsten
3
Quoreshi, Shahiduzzaman
3
Simonsen, Ola
3
Yang, Lijian
3
Barros, Carlos Pestana
2
Beirne, John
2
Chen, Song Xi
2
Cuñado Eizaguirre, Juncal
2
Gooijer, Jan G. de
2
Herwartz, Helmut
2
Holmberg, Ulf
2
Johansson, Per-Olov
2
Lovcha, Yuliya
2
Lundström, Christian
2
Löfström, Åsa
2
Nakano, Junji
2
Salau, M. O.
2
Soultanaeva, Albina
2
Tjostheim, Dag
2
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Umeå universitet
12
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
Economics and finance working paper series
Umeå economic studies
Discussion paper / Tinbergen Institute
292
Working paper / Department of Econometrics and Business Statistics, Monash University
190
CREATES research paper
164
Working paper
161
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
141
CESifo working papers
131
Discussion paper / Centre for Economic Policy Research
103
Working paper / National Bureau of Economic Research, Inc.
103
Cowles Foundation discussion paper
81
CAMA working paper series
75
SFB 649 discussion paper
70
Discussion papers of interdisciplinary research project 373
64
Discussion paper
61
Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
58
Working paper series / European Central Bank
58
Working papers
58
Working paper series
57
EUI working paper / ECO
54
Econometric Institute research papers
53
Série des documents de travail / Centre de Recherche en Économie et Statistique
52
Cambridge working papers in economics
50
Discussion paper / Center for Economic Research, Tilburg University
49
Discussion papers / Department of Economics, University of Copenhagen
46
Economics discussion papers
43
Discussion papers / Deutsches Institut für Wirtschaftsforschung
42
IHS economics series : working paper
40
Documentos de trabajo / Banco de España, Servicio de Estudios
37
Finance and economics discussion series
35
Department of Economics discussion paper series / University of Oxford
33
Bank of Finland research discussion papers
30
Economics working paper
30
SSE EFI working paper series in economics and finance
30
CORE discussion paper : DP
29
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
29
Discussion papers in economics
29
Report / Econometric Institute, Erasmus University Rotterdam
29
Discussion papers / CEPR
28
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ECONIS (ZBW)
158
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1
On the profitability of momentum strategies and optimal leverage rules
Lundström, Christian
-
2020
Persistent link: https://www.econbiz.de/10012498357
Saved in:
2
Persistence, non-linearities and structural breaks in European stock market indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
-
2019
Persistent link: https://www.econbiz.de/10011996362
Saved in:
3
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
-
2018
Persistent link: https://www.econbiz.de/10011995632
Saved in:
4
Prospects for a monetary union in the East Africa community : some empirical evidence
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2018
Persistent link: https://www.econbiz.de/10011995640
Saved in:
5
Persistence in the Russian stock market volatility indices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2018
Persistent link: https://www.econbiz.de/10011995731
Saved in:
6
UK overseas visitors : seasonality and persistence
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995763
Saved in:
7
Fractional integration and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995775
Saved in:
8
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893067
Saved in:
9
Trends and cycles in macro series : the case of US real GDP
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2017
Persistent link: https://www.econbiz.de/10011893395
Saved in:
10
Persistence in the cryptocurrency market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2017
Persistent link: https://www.econbiz.de/10011893899
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