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Time series analysis
Theorie
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Börsenkurs
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USA
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Zeitreihenanalyse
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Wirtschaftswachstum
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Franses, Philip Hans
136
Gil-Alaña, Luis A.
131
Phillips, Peter C. B.
126
Koopman, Siem Jan
121
Caporale, Guglielmo Maria
104
Lütkepohl, Helmut
73
Koop, Gary
71
Härdle, Wolfgang
69
Pesaran, M. Hashem
68
Teräsvirta, Timo
67
McAleer, Michael
63
Sibbertsen, Philipp
60
Harvey, Andrew C.
57
Maravall Herrero, Agustín
57
Swanson, Norman R.
53
Granger, C. W. J.
51
Hyndman, Rob J.
51
Kunst, Robert M.
51
Lucas, André
50
Engle, Robert F.
49
Dijk, Herman K. van
48
Gao, Jiti
48
Hassler, Uwe
47
Marcellino, Massimiliano
47
Hallin, Marc
46
Bauwens, Luc
45
Ghysels, Eric
45
Proietti, Tommaso
44
Perron, Pierre
43
Taylor, Robert
43
Timmermann, Allan
43
Kapetanios, George
42
Lux, Thomas
42
Saikkonen, Pentti
41
Gupta, Rangan
39
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Stock, James H.
39
Feng, Yuanhua
38
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National Bureau of Economic Research
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European University Institute / Department of Economics
31
Umeå universitet
11
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Econometrisch Instituut <Rotterdam>
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Gottfried Wilhelm Leibniz Universität Hannover
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Centre for Analytical Finance <Århus>
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Centre for Quantitative Economics & Computing
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Christian-Albrechts-Universität zu Kiel
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European University Institute / Department of Law
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London School of Economics and Political Science
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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University of Strathclyde / Department of Economics
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Institut für Höhere Studien
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University of Cambridge / Department of Applied Economics
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University of Exeter / Department of Economics
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Universität Basel / Institut für Statistik und Ökonometrie
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Australian National University / Faculty of Economics and Commerce
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Birkbeck College / Department of Economics
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Institut für Weltwirtschaft
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Norges Bank / Utredningsavdelingen
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Organisation for Economic Co-operation and Development
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School of Finance and Business Economics <Perth, Western Australia>
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Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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University of Chicago / Center for Research in Security Prices
3
University of Southampton / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
Australien / Bureau of Statistics
2
Center for Economic Research <Tilburg>
2
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
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Journal of econometrics
366
International journal of forecasting
325
Economics letters
292
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
253
Journal of forecasting
229
Econometric theory
191
Discussion paper / Tinbergen Institute
178
Econometric reviews
135
Economic modelling
129
Applied economics
119
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
102
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
99
Journal of applied econometrics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
88
Computational economics
82
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
78
Working paper
78
Applied economics letters
76
CREATES research paper
74
Energy economics
70
Journal of economic dynamics & control
70
Journal of empirical finance
67
NBER Working Paper
65
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER working paper series
60
Finance research letters
59
Working paper / National Bureau of Economic Research, Inc.
58
CESifo working papers
57
Cowles Foundation discussion paper
55
Oxford bulletin of economics and statistics
53
Econometrics : open access journal
49
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
European journal of operational research : EJOR
48
The econometrics journal
48
SFB 649 discussion paper
47
Discussion papers of interdisciplinary research project 373
45
EUI working paper / ECO
45
Journal of macroeconomics
44
Discussion paper / Center for Economic Research, Tilburg University
42
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ECONIS (ZBW)
13,537
EconStor
1
ArchiDok
1
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1
Using time series methods to assess information and inventory effects in a dealer market in illiquid stocks
Snell, Andy
;
Tonks, Ian
-
1996
Persistent link: https://www.econbiz.de/10000621793
Saved in:
2
Predicting liquidity of BSE by using ARIMA model
Jaiswal, Isha
- In:
Journal of commerce & business studies
2
(
2015
)
1
,
pp. 69-77
Persistent link: https://www.econbiz.de/10011492652
Saved in:
3
Dependence structure of volatility and illiquidity on Vienna and Warsaw stock exchanges
Gurgul, Henryk
;
Syrek, Robert
- In:
Finance a úvěr
69
(
2019
)
3
,
pp. 198-221
Persistent link: https://www.econbiz.de/10012137438
Saved in:
4
The random walk
theory
and stock prices : evidence from Johannesburg stock exchange
Chitenderu, Tafadzwa T.
;
Maredza, Andrew
;
Sibanda, Kin
- In:
International business and economics research journal
13
(
2014
)
6
,
pp. 1241-1249
Persistent link: https://www.econbiz.de/10011279840
Saved in:
5
Large-scale empirical study on pairs trading for all possible pairs of stocks listed in the first section of the Tokyo Stock Exchange
Murota, Mitsuaki
;
Inoue, Jun-ichi
- In:
Evolutionary and institutional economics review
12
(
2015
)
1
,
pp. 61-79
Persistent link: https://www.econbiz.de/10011300172
Saved in:
6
Testing for profit persistence of listed manufacturing companies in Istanbul Stock Exchange
Zeren, Feyyaz
;
Öztürk, Erkan
- In:
Ekonomika : međunarodni časopis za ekonomsku teoriju …
61
(
2015
)
2
,
pp. 1-10
Persistent link: https://www.econbiz.de/10011347288
Saved in:
7
A study to examine time-varying effectiveness of stock returns on Tehran stock exchange
SiamiNamini, Rahele
;
RahnamaRoudposhti, Fereydoun
; …
- In:
International journal of financial research
4
(
2013
)
2
,
pp. 154-161
Persistent link: https://www.econbiz.de/10010205102
Saved in:
8
Long run and short run linkages between stock indices in Bombay stock exchange : a structural cointegration approach
Suresh K. G.
;
Tiwari, Aviral Kumar
- In:
Journal of quantitative economics : official journal of …
10
(
2012
)
1
,
pp. 177-181
Persistent link: https://www.econbiz.de/10010338423
Saved in:
9
Discrete wavelet transform-based prediction of stock index : a study on national stock exchange fifty index
Jothimani, Dhanya
;
Shankar, Ravi
;
Yadav, Surendra S.
- In:
Journal of financial management and analysis : …
28
(
2015
)
2
,
pp. 35-49
Persistent link: https://www.econbiz.de/10011535334
Saved in:
10
Stock exchange mergers and return co-movement : a flexible dynamic component correlations model
Hellström, Jörgen
;
Liu, Yuna
;
Sjögren, Tomas
- In:
Economics letters
121
(
2013
)
3
,
pp. 511-515
Persistent link: https://www.econbiz.de/10010393039
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