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~language:"eng"
~person:"Andersen, Torben"
~person:"Franses, Philip Hans"
~subject:"Autokorrelation"
~subject:"Inflation"
~subject:"Schätzung"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
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Autokorrelation
Inflation
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Theorie
110
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110
Time series analysis
87
Zeitreihenanalyse
87
Forecasting model
77
Prognoseverfahren
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Andersen, Torben
Franses, Philip Hans
Gupta, Rangan
302
Bahmani-Oskooee, Mohsen
200
Gil-Alaña, Luis A.
157
Tiwari, Aviral Kumar
135
Caporale, Guglielmo Maria
125
Wohar, Mark E.
118
Apergēs, Nikolaos
107
Bouri, Elie
107
Chang, Tsangyao
106
Hammoudeh, Shawkat
102
Ma, Feng
102
McAleer, Michael
93
Narayan, Paresh Kumar
93
McMillan, David G.
82
Serletis, Apostolos
81
Zaremba, Adam
78
Lee, Chien-chiang
76
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75
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73
Shahbaz, Muhammad
72
Xuan Vinh Vo
72
Belke, Ansgar
70
Salisu, Afees A.
69
Kang, Sang Hoon
68
Mensi, Walid
64
Wang, Yudong
64
Su, Chi-Wei
63
Hsing, Yu
61
Kutan, Ali Mustafa
61
Moosa, Imad A.
61
Hamori, Shigeyuki
59
Herwartz, Helmut
59
Bollerslev, Tim
58
Kumbhakar, Subal
57
Payne, James E.
57
Zhang, Yaojie
55
Brooks, Robert
54
Lee, Lung-fei
52
Lucey, Brian M.
52
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51
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Journal of econometrics
12
The journal of finance : the journal of the American Finance Association
6
Journal of applied econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Applied economics letters
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
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Econometric reviews
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International economic review
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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European economic review : EER
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Industrial marketing management : the international journal for industrial and high-tech firms
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Metrika : international journal for theoretical and applied statistics
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Review of development economics : an essential resource for any development economist
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ECONIS (ZBW)
87
Showing
1
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10
of
87
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date (oldest first)
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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