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~language:"eng"
~person:"Andersen, Torben"
~person:"Franses, Philip Hans"
~subject:"Autokorrelation"
~subject:"Großbritannien"
~subject:"Inflation"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Autokorrelation
Großbritannien
Inflation
Volatilität
Theorie
110
Theory
110
Time series analysis
87
Zeitreihenanalyse
87
Forecasting model
77
Prognoseverfahren
77
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Andersen, Torben
Franses, Philip Hans
Gupta, Rangan
224
Bouri, Elie
96
Ma, Feng
92
Gil-Alaña, Luis A.
91
Bahmani-Oskooee, Mohsen
90
Machin, Stephen
89
Tiwari, Aviral Kumar
82
Wohar, Mark E.
80
McAleer, Michael
79
McMillan, David G.
73
Caporale, Guglielmo Maria
71
Hammoudeh, Shawkat
71
Blundell, Richard W.
69
Wright, Mike
67
Taylor, Mark P.
62
Crafts, Nicholas
57
Apergēs, Nikolaos
56
Bollerslev, Tim
55
Kang, Sang Hoon
55
Pierdzioch, Christian
54
Mills, Terence C.
53
Mensi, Walid
52
Harris, Richard I. D.
50
Serletis, Apostolos
50
Balcilar, Mehmet
49
Bryson, Alex
49
Disney, Richard
49
Minford, Patrick
49
Salisu, Afees A.
48
Xuan Vinh Vo
48
Hall, Stephen G.
47
Lucey, Brian M.
47
Wang, Yudong
46
Corbet, Shaen
45
Jenkins, Stephen
45
MacDonald, Ronald
45
Peel, David
45
Arestis, Philip
44
Kumar, Dilip
44
Zhang, Yaojie
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Journal of econometrics
11
The journal of finance : the journal of the American Finance Association
6
Journal of applied econometrics
4
Econometric reviews
3
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
3
Applied economics letters
2
International economic review
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international financial markets, institutions & money
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Technological forecasting & social change : an international journal
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China economic journal : the official journal of the China Center for Economic Research (CCER) at Peking University
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Econometric theory
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Industrial marketing management : the international journal for industrial and high-tech firms
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Journal of empirical finance
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Journal of international economics
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Journal of risk and financial management : JRFM
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Macroeconomic dynamics
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Metrika : international journal for theoretical and applied statistics
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Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
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NBER reporter online
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Quantitative economics : QE ; journal of the Econometric Society
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Review of development economics : an essential resource for any development economist
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Review of finance : journal of the European Finance Association
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Special section on small-sample properties of generalized method of moments (GMM)
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Symposium on forecasting and empirical methods in macroeconomics and finance
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ECONIS (ZBW)
76
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1
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10
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76
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1
Forecasting annual inflation using weekly money supply
Ooft, Gavin
;
Bhaghoe, Sailesh
;
Franses, Philip Hans
- In:
Journal of quantitative economics
22
(
2024
)
1
,
pp. 25-43
Persistent link: https://www.econbiz.de/10014518674
Saved in:
2
Autoregressive conditional durations : an application to the Surinamese dollar versus the US dollar exchange rate
Ooft, Gavin
;
Franses, Philip Hans
;
Bhaghoe, Sailesh
- In:
Review of development economics : an essential resource …
27
(
2023
)
4
,
pp. 2618-2637
Persistent link: https://www.econbiz.de/10014427710
Saved in:
3
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
4
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
5
Local mispricing and microstructural noise : a parametric perspective
Andersen, Torben
;
Archakov, Ilya
;
Cebiroglu, Gökhan
; …
- In:
Journal of econometrics
230
(
2022
)
2
,
pp. 510-534
Persistent link: https://www.econbiz.de/10013464102
Saved in:
6
Testing for parameter instability and structural change in persistent predictive regressions
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
231
(
2022
)
2
,
pp. 361-386
Persistent link: https://www.econbiz.de/10013464808
Saved in:
7
Consistent inference for predictive regressions in persistent economic systems
Andersen, Torben
;
Varneskov, Rasmus Tangsgaard
- In:
Journal of econometrics
224
(
2021
)
1
,
pp. 215-244
Persistent link: https://www.econbiz.de/10013275373
Saved in:
8
A descriptive study of high-frequency trade and quote option data
Andersen, Torben
;
Archakov, Ilya
;
Grund, Leon
;
Hautsch, …
- In:
Journal of financial econometrics
19
(
2021
)
1
,
pp. 128-177
Persistent link: https://www.econbiz.de/10012504324
Saved in:
9
Forecasting annual inflation in Suriname
Ooft, Gavin
;
Bhaghoe, Sailesh
;
Franses, Philip Hans
- In:
Journal of international financial markets, …
73
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012802134
Saved in:
10
Inclusion of older annual data into time series models for recent quarterly data
Franses, Philip Hans
- In:
Applied economics letters
28
(
2021
)
19
,
pp. 1717-1721
Persistent link: https://www.econbiz.de/10012652580
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