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Time series analysis
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Robinson, Peter M.
39
Stock, James H.
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Feng, Yuanhua
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
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Econometric reviews
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Economic modelling
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105
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of applied econometrics
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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
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Applied economics letters
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Journal of economic dynamics & control
70
Energy economics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
NBER Working Paper
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Cowles Foundation discussion paper
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Working paper / National Bureau of Economic Research, Inc.
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Journal of empirical finance
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NBER working paper series
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Oxford bulletin of economics and statistics
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The econometrics journal
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CESifo working papers
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Finance research letters
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European journal of operational research : EJOR
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ECONIS (ZBW)
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1
Kombinierte Aktien-, Optionsstrategien im ein- und mehrperiodigen Fall : eine theoetische und empirische Untersuchung
Adam, Michael
;
Adam, Michael E. H.
-
2001
Persistent link: https://www.econbiz.de/10001629302
Saved in:
2
A multivariate stochastic unit root model with an application to derivative pricing
Lieberman, Offer
;
Phillips, Peter C. B.
- In:
Journal of econometrics
196
(
2017
)
1
,
pp. 99-110
Persistent link: https://www.econbiz.de/10011743783
Saved in:
3
Bitcoin and market-(in)efficiency : a systematic time series approach
Bundi, Nils
;
Wildi, Marc
- In:
Digital finance : smart data analytics, investment …
1
(
2019
)
1/4
,
pp. 47-65
Persistent link: https://www.econbiz.de/10012223862
Saved in:
4
Stochastische Abhängigkeiten in Aktienmarktzeitreihen : eine gleichgewichtstheoretische Erklärung
Schwaiger, Walter S. A.
-
1994
Persistent link: https://www.econbiz.de/10000886147
Saved in:
5
Cointegrated commodity markets and pricing of derivatives in a non-Gaussian framework
Benth, Fred Espen
- In:
Advanced modelling in mathematical finance : in honour …
,
(pp. 477-496)
.
2016
Persistent link: https://www.econbiz.de/10011800392
Saved in:
6
A Bayesian analysis of time-varying jump risk in S&P 500 returns and options
Carverhill, Andrew
;
Luo, Dan
- In:
Journal of financial markets
64
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014466112
Saved in:
7
Random walks in the UK pound US dollar exchange rates
Smoluk, Herbert J.
- In:
International review of financial analysis
7
(
1998
)
1
,
pp. 65-82
Persistent link: https://www.econbiz.de/10001252954
Saved in:
8
Fractal dynamics and wavelet analysis : deep volatility and return properties of Bitcoin, Ethereum and Ripple
Celeste, Valerio
;
Corbet, Shaen
;
Gurdgiev, Constantin
- In:
The quarterly review of economics and finance : journal …
76
(
2020
),
pp. 310-324
Persistent link: https://www.econbiz.de/10012417711
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9
Testing for multi-fractality and efficiency in selected sovereign bond markets : a multi-fractal detrended moving average (MF-DMA) analysis
Bayraci, Selçuk
- In:
International journal of computational economics and …
8
(
2018
)
1
,
pp. 95-120
Persistent link: https://www.econbiz.de/10011990365
Saved in:
10
Examining the sources of excess return predictability : stochastic volatility or market inefficiency?
Lansing, Kevin J.
;
LeRoy, Stephen F.
;
Ma, Jun
-
2018
Persistent link: https://www.econbiz.de/10011977460
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