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~subject:"Time series analysis"
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Time series analysis
Theorie
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Franses, Philip Hans
135
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Koopman, Siem Jan
115
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112
Caporale, Guglielmo Maria
88
Lütkepohl, Helmut
72
Härdle, Wolfgang
69
Koop, Gary
68
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64
McAleer, Michael
61
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61
Maravall Herrero, Agustín
56
Sibbertsen, Philipp
56
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55
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52
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51
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50
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50
Dijk, Herman K. van
47
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47
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47
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46
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46
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44
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43
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43
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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
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36
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36
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11
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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European University Institute / Department of Law
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Norges Bank / Utredningsavdelingen
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Organisation for Economic Co-operation and Development
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Shakai-Keizai-Kenkyūsho <Osaka>
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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
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University of Southampton / Department of Economics
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Université de Montréal / Département de sciences économiques
3
Australien / Bureau of Statistics
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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
Eric Cuvillier <Firma>
2
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Journal of econometrics
326
International journal of forecasting
317
Economics letters
275
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
237
Journal of forecasting
224
Econometric theory
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Discussion paper / Tinbergen Institute
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Econometric reviews
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Economic modelling
119
Applied economics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
97
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
95
Journal of applied econometrics
89
Energy economics
80
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Working paper
77
Computational economics
76
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Applied economics letters
73
CREATES research paper
71
Journal of economic dynamics & control
68
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER Working Paper
59
Cowles Foundation discussion paper
55
Working paper / National Bureau of Economic Research, Inc.
55
Journal of empirical finance
54
NBER working paper series
53
Oxford bulletin of economics and statistics
53
CESifo working papers
49
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
Finance research letters
44
Econometrics : open access journal
42
Discussion paper / Center for Economic Research, Tilburg University
41
The review of economics and statistics
41
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ECONIS (ZBW)
12,526
EconStor
1
ArchiDok
1
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1
Price
discovery in energy markets
Shrestha, Keshab
- In:
Energy economics
45
(
2014
),
pp. 229-233
Persistent link: https://www.econbiz.de/10010505388
Saved in:
2
Fractional integration in agricultural futures
price
volatilities revisited
Sephton, Peter S.
- In:
Agricultural economics : the journal of the …
40
(
2009
)
1
,
pp. 103-111
Persistent link: https://www.econbiz.de/10003817273
Saved in:
3
Realized volatility forecasting of agricultural commodity futures using long memory and regime switching
Tian, Fengping
;
Yang, Ke
;
Chen, Langnan
- In:
Journal of forecasting
36
(
2017
)
4
,
pp. 421-430
Persistent link: https://www.econbiz.de/10011860462
Saved in:
4
Long memory in oil and refined products markets
Choi, Kyongwook
;
Hammoudeh, Shawkat
- In:
The energy journal
30
(
2009
)
2
,
pp. 97-116
Persistent link: https://www.econbiz.de/10003842673
Saved in:
5
Commodity
price
forecasting via neural networks for coffee, corn, cotton, oats, soybeans, soybean oil, sugar, and wheat
Xu, Xiaojie
;
Zhang, Yun
- In:
Intelligent systems in accounting, finance & management
29
(
2022
)
3
,
pp. 169-181
Persistent link: https://www.econbiz.de/10013402100
Saved in:
6
Storage and commodity markets
Williams, Jeffrey
-
1991
-
1. publ.
Persistent link: https://www.econbiz.de/10013493565
Saved in:
7
Partially overlapping time series : a new model for volatility dynamics in commodity futures
Smith, Aaron D.
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10003729960
Saved in:
8
Out-of-sample hedge performances for risk management in China commodity futures markets
Chung, Sang-kuck
- In:
Asian economic journal : journal of the East Asian …
23
(
2009
)
3
,
pp. 349-372
Persistent link: https://www.econbiz.de/10003902569
Saved in:
9
Conditional correlations and volatility spillovers between crude oil and stock index returns
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669344
Saved in:
10
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
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