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~language:"eng"
~person:"Andersen, Torben"
~person:"Franses, Philip Hans"
~subject:"Autokorrelation"
~subject:"Inflation"
~subject:"Volatilität"
~type_genre:"Article in journal"
~type_genre:"Bibliografie"
~type_genre:"Sammelwerk"
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Autokorrelation
Inflation
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Theorie
111
Theory
111
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88
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88
Forecasting model
77
Prognoseverfahren
77
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Andersen, Torben
Franses, Philip Hans
Gupta, Rangan
210
Bouri, Elie
96
Ma, Feng
92
Tiwari, Aviral Kumar
81
Bahmani-Oskooee, Mohsen
78
McAleer, Michael
77
Hammoudeh, Shawkat
71
Wohar, Mark E.
68
Kang, Sang Hoon
55
Gil-Alaña, Luis A.
54
McMillan, David G.
53
Caporale, Guglielmo Maria
52
Mensi, Walid
52
Pierdzioch, Christian
52
Bollerslev, Tim
51
Xuan Vinh Vo
48
Salisu, Afees A.
47
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46
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46
Serletis, Apostolos
45
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44
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44
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43
Lee, Lung-fei
42
Demirer, Rıza
39
Wei, Yu
39
Chevallier, Julien
37
Hegerty, Scott W.
37
Liang, Chao
37
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37
Ji, Qiang
36
Roubaud, David
36
Hamori, Shigeyuki
35
Todorov, Viktor
35
Brooks, Robert
34
Zhang, Chengsi
32
Zhang, Jin E.
32
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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
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
3
Applied economics letters
2
International economic review
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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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Review of finance : journal of the European Finance Association
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Technological forecasting & social change : an international journal
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ECONIS (ZBW)
68
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1
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10
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68
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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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