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Caporale, Guglielmo Maria
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389
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248
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Koopman, Siem Jan
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107
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107
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103
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Zaremba, Adam
100
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97
Stock, James H.
95
Watson, Mark W.
95
McMillan, David G.
94
Allen, David E.
93
Stulz, René M.
93
Hautsch, Nikolaus
92
Hyndman, Rob J.
91
Taylor, Robert
90
Tiwari, Aviral Kumar
89
Wohar, Mark E.
88
Lucas, André
87
Lux, Thomas
87
Bollerslev, Tim
86
Ghysels, Eric
84
Marcellino, Massimiliano
84
Johansen, Søren
83
Perron, Pierre
83
Dijk, Herman K. van
82
Pierdzioch, Christian
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Econometrisch Instituut <Rotterdam>
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Federal Reserve Bank of St. Louis
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Zentrum für Europäische Wirtschaftsforschung
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Applied economics
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NBER Working Paper
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International review of financial analysis
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The journal of finance : the journal of the American Finance Association
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International journal of forecasting
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Applied economics letters
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571
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506
International review of economics & finance : IREF
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Pacific-Basin finance journal
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Energy economics
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Discussion paper / Tinbergen Institute
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Journal of forecasting
395
Applied financial economics
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Journal of financial and quantitative analysis : JFQA
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The North American journal of economics and finance : a journal of financial economics studies
366
Journal of empirical finance
361
The review of financial studies
356
Discussion paper / Centre for Economic Policy Research
346
Research in international business and finance
331
Review of quantitative finance and accounting
320
Econometric theory
318
Journal of international financial markets, institutions & money
317
Working paper
317
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
299
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
299
CESifo working papers
279
The journal of futures markets
247
International journal of economics and financial issues : IJEFI
245
Journal of risk and financial management : JRFM
243
International journal of economics and finance
242
Econometric reviews
240
The European journal of finance
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ECONIS (ZBW)
EconStor
1,192
RePEc
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USB Cologne (EcoSocSci)
355
BASE
33
USB Cologne (business full texts)
24
OLC EcoSci
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1
Deterministic chaos and forecasting in Amazon's share prices
Hanias, Michael
;
Tsakonas, Stefanos
;
Magafas, Lykourgos
; …
- In:
Equilibrium : quarterly journal of economics and …
15
(
2020
)
2
,
pp. 253-273
Persistent link: https://www.econbiz.de/10012259965
Saved in:
2
Application of the moving Lyapunov exponent to the S&P 500 index to predict major declines
Tsakonas, Stefanos
;
Hanias, Michael
;
Magafas, Lykourgos
; …
- In:
Journal of risk
24
(
2022
)
5
,
pp. 33-49
Persistent link: https://www.econbiz.de/10014546349
Saved in:
3
Chaos and order in the capital markets : a new view of cycles, prices, and market volatility
Peters, Edgar E.
-
1996
-
2. ed.
Persistent link: https://www.econbiz.de/10000585045
Saved in:
4
Fraktale, Long Memory und Aktienkurse : eine statistische Analyse für den deutschen Aktienmarkt
Barth, Wolfgang
-
1996
Persistent link: https://www.econbiz.de/10000930705
Saved in:
5
Financial markets and the theory of chaos
Gilmore, Claire Gilbert
-
1992
Persistent link: https://www.econbiz.de/10000896128
Saved in:
6
Chaos und Zufall am deutschen Aktienmarkt : eine Studie über nichtlineare Dynamiken, Volatilität und Effizienz
Elsner, Jürgen
-
1996
Persistent link: https://www.econbiz.de/10000927877
Saved in:
7
Evidence of microstructure variables' nonlinear dynamics from noised high-frequency data
Andreev, Nikolay
;
Lapshin, Victor
- In:
Financial econometrics and empirical market microstructure
,
(pp. 13-23)
.
2015
Persistent link: https://www.econbiz.de/10011326759
Saved in:
8
Is the German stock market chaotic? : Some NEGM- and BDS-test results for the DAX
Moritz, Oliver
-
2001
Persistent link: https://www.econbiz.de/10001639806
Saved in:
9
Stock price clustering and discreteness : the "compass rose" and complex dynamics
Vorlow, Costantinos E.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002723360
Saved in:
10
Klassifikation und Analyse finanzwirtschaftlicher Zeitreihen mit Hilfe von fraktalen Brownschen Bewegungen
Hafner, Michael
-
2005
Persistent link: https://www.econbiz.de/10002553526
Saved in:
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