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~subject:"Time series analysis"
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Time series analysis
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Franses, Philip Hans
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Stock, James H.
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Feng, Yuanhua
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Shakai-Keizai-Kenkyūsho <Osaka>
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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Columbia University / Department of Economics
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Conference Nonlinear Dynamics and Economics <1992, Florenz>
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
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De Gruyter Oldenbourg
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Journal of econometrics
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International journal of forecasting
320
Economics letters
277
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242
Journal of forecasting
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Econometric theory
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Discussion paper / Tinbergen Institute
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Econometric reviews
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Economic modelling
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Applied economics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
99
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
98
Journal of applied econometrics
90
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Computational economics
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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
76
Working paper
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Applied economics letters
70
CREATES research paper
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Journal of economic dynamics & control
68
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER Working Paper
59
Working paper / National Bureau of Economic Research, Inc.
57
Cowles Foundation discussion paper
55
Energy economics
54
NBER working paper series
54
Oxford bulletin of economics and statistics
54
Journal of empirical finance
53
CESifo working papers
51
Finance research letters
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
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European journal of operational research : EJOR
47
SFB 649 discussion paper
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The econometrics journal
47
Discussion papers of interdisciplinary research project 373
45
Econometrics : open access journal
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ECONIS (ZBW)
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Fractional differentiation and its use in machine learning
Gajda, Janusz
;
Walasek, Rafał
-
2020
Persistent link: https://www.econbiz.de/10012322246
Saved in:
2
Are financial investors prone to exogenous (cricket) sentiments that affects equity investment decision and induces volatility in stock market?
Kashif, Muhammad
;
Shaikh, Asra
;
Ur Rehman, Mobeen
- In:
Estudios de economía aplicada : revista promovida por …
38
(
2020
)
2
,
pp. 203-216
Persistent link: https://www.econbiz.de/10012616899
Saved in:
3
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:
4
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:
5
Modellierung von Handelsprozessen mit der Mastergleichung
Wurster, Markus
-
2019
Persistent link: https://www.econbiz.de/10012030574
Saved in:
6
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:
7
Quantitative equity investing : techniques and strategies
Fabozzi, Frank J.
;
Focardi, Sergio M.
;
Kolm, Petter N.
-
2010
Persistent link: https://www.econbiz.de/10003898661
Saved in:
8
Is transaction price more value relevant compared to accounting information? : an investigation of a time-series approach
Tswei, Keshin
- In:
Pacific-Basin finance journal
21
(
2013
)
1
,
pp. 1062-1078
Persistent link: https://www.econbiz.de/10009693397
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9
Transaction fee economics in the Ethereum blockchain
Donmez, Anil
;
Karajvanov, Alexander K.
- In:
Economic inquiry
60
(
2022
)
1
,
pp. 265-292
Persistent link: https://www.econbiz.de/10012796491
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10
Reducing transaction costs using intraday forecasts of limit order book slopes
Ahabchane, Chahid
;
Cenesizoglu, Tolga
;
Grass, Gunnar
; …
-
2021
Persistent link: https://www.econbiz.de/10012615644
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