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Time series analysis
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Franses, Philip Hans
135
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Koopman, Siem Jan
115
Gil-Alaña, Luis A.
110
Caporale, Guglielmo Maria
88
Lütkepohl, Helmut
72
Härdle, Wolfgang
69
Koop, Gary
68
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64
Teräsvirta, Timo
61
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58
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56
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Swanson, Norman R.
52
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50
Kunst, Robert M.
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Dijk, Herman K. van
47
Lucas, André
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Hallin, Marc
45
Marcellino, Massimiliano
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Proietti, Tommaso
43
Taylor, Robert
42
Ghysels, Eric
41
Perron, Pierre
41
Gao, Jiti
40
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Stock, James H.
39
Feng, Yuanhua
37
Kapetanios, George
37
Timmermann, Allan
37
Johansen, Søren
36
Lux, Thomas
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Shakai-Keizai-Kenkyūsho <Osaka>
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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University of Chicago / Center for Research in Security Prices
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Australien / Bureau of Statistics
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Center for Economic Research <Tilburg>
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Conference Nonlinear Dynamics and Economics <1992, Florenz>
2
Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
De Gruyter Oldenbourg
2
Econometric Society
2
Eric Cuvillier <Firma>
2
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Journal of econometrics
327
International journal of forecasting
317
Economics letters
275
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
235
Journal of forecasting
224
Econometric theory
190
Discussion paper / Tinbergen Institute
168
Econometric reviews
131
Economic modelling
112
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Applied economics
102
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Journal of applied econometrics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Computational economics
77
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Working paper
73
Applied economics letters
70
CREATES research paper
70
Journal of economic dynamics & control
66
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER Working Paper
58
Working paper / National Bureau of Economic Research, Inc.
56
Cowles Foundation discussion paper
55
Energy economics
54
Journal of empirical finance
53
NBER working paper series
53
Oxford bulletin of economics and statistics
53
CESifo working papers
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
European journal of operational research : EJOR
47
The econometrics journal
47
Discussion papers of interdisciplinary research project 373
45
SFB 649 discussion paper
45
EUI working paper / ECO
44
Discussion paper / Center for Economic Research, Tilburg University
42
Econometrics : open access journal
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The review of economics and statistics
41
Finance research letters
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ECONIS (ZBW)
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Stochastische Abhängigkeiten in Aktienmarktzeitreihen : eine gleichgewichtstheoretische Erklärung
Schwaiger, Walter S. A.
-
1994
Persistent link: https://www.econbiz.de/10000886147
Saved in:
2
Quantitative financial economics : stocks, bonds and foreign exchange
Cuthbertson, Keith
;
Nitzsche, Dirk
-
2004
-
2. ed.
Persistent link: https://www.econbiz.de/10002114685
Saved in:
3
Markov switching in portfolio choice and asset pricing models : a survey
Guidolin, Massimo
-
2011
Persistent link: https://www.econbiz.de/10009698155
Saved in:
4
Long-run bulls and bears
Albuquerque, Rui
;
Eichenbaum, Martin S.
;
Papanikolaou, …
- In:
Journal of monetary economics
76
(
2015
),
pp. 21-36
Persistent link: https://www.econbiz.de/10011488090
Saved in:
5
Long-run bulls and bears
Albuquerque, Rui
;
Eichenbaum, Martin S.
;
Papanikolaou, …
-
2015
Persistent link: https://www.econbiz.de/10010483549
Saved in:
6
Long-run bulls and bears
Albuquerque, Rui
;
Eichenbaum, Martin S.
;
Papanikolaou, …
-
2015
Persistent link: https://www.econbiz.de/10010485608
Saved in:
7
When nonrandomness appears random : a challenge to financial economics
Malliaris, Anastasios G.
;
Malliaris, Mary E.
- In:
Progress in financial markets research
,
(pp. 71-82)
.
2012
Persistent link: https://www.econbiz.de/10009678568
Saved in:
8
Incomplete and asymmetric information in asset pricing
theory
Back, Kerry E.
- In:
Stochastic methods in finance : lectures given at the …
,
(pp. 1-25)
.
2004
Persistent link: https://www.econbiz.de/10002526402
Saved in:
9
Einführung in die Statistik der Finanzmärkte
Franke, Jürgen
;
Härdle, Wolfgang
;
Hafner, Christian M.
-
2001
Persistent link: https://www.econbiz.de/10001599509
Saved in:
10
Financial econometrics : problems, models, and methods
Gouriéroux, Christian
;
Jasiak, Joann
-
2001
Persistent link: https://www.econbiz.de/10001601613
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