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Time series analysis
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Gil-Alaña, Luis A.
205
Caporale, Guglielmo Maria
181
Gupta, Rangan
68
Koopman, Siem Jan
50
Pesaran, M. Hashem
41
McAleer, Michael
31
Gao, Jiti
30
Koop, Gary
30
Tiwari, Aviral Kumar
30
Lux, Thomas
29
Sibbertsen, Philipp
29
Bollerslev, Tim
28
Chang, Tsangyao
28
Franses, Philip Hans
26
Kapetanios, George
26
Gil-Alana, Luis A.
24
Härdle, Wolfgang
24
Lütkepohl, Helmut
23
Swanson, Norman R.
23
Tauchen, George Eugene
23
Miller, Stephen M.
22
Lucas, André
21
Marcellino, Massimiliano
21
Moosa, Imad A.
21
Chan, Joshua
20
Teräsvirta, Timo
20
Timmermann, Allan
20
Watson, Mark W.
20
Pittis, Nikitas
18
Diebold, Francis X.
17
Engle, Robert F.
17
Kunst, Robert M.
17
Narayan, Paresh Kumar
17
Nielsen, Morten Ørregaard
17
Chang, Chia-Lin
16
Ravazzolo, Francesco
16
Österholm, Pär
16
Andersen, Torben
15
Balcilar, Mehmet
15
Breitung, Jörg
15
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National Bureau of Economic Research
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Christian-Albrechts-Universität zu Kiel
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Umeå universitet
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Gottfried Wilhelm Leibniz Universität Hannover
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Australien / Bureau of Statistics
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Bank of Canada
2
Centre for Analytical Finance <Århus>
2
Centre for Quantitative Economics & Computing
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Eric Cuvillier <Firma>
2
Federal Reserve Bank of St. Louis
2
Institut für Höhere Studien
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Institut für Weltwirtschaft
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Springer Fachmedien Wiesbaden
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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Umeå Universitet / Institutionen för Nationalekonomi
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University of Otago / Commerce Division
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Birkbeck College / Department of Economics
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Bundesanstalt für Geowissenschaften und Rohstoffe
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Carleton University / Department of Economics
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Center for Economic Research <Tilburg>
1
Centre for International Economic Studies
1
Chambre de commerce et d'industrie de Paris
1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
1
European University Institute / Department of Economics
1
European University Institute / Department of Law
1
Federal Reserve System / Division of Research and Statistics
1
Hamburgisches Welt-Wirtschafts-Archiv
1
Hamburgisches WeltWirtschaftsInstitut
1
IMF Institute
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Journal of econometrics
140
Economic modelling
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
113
Applied economics
112
Economics letters
85
International journal of forecasting
84
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
83
Applied economics letters
81
Discussion paper / Tinbergen Institute
78
CESifo working papers
76
Energy economics
70
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
65
Journal of forecasting
58
Journal of empirical finance
57
Working paper
56
International review of economics & finance : IREF
54
Finance research letters
53
Econometric reviews
45
Applied financial economics
43
Computational economics
41
Journal of economic dynamics & control
41
The North American journal of economics and finance : a journal of financial economics studies
41
Journal of applied econometrics
38
Journal of banking & finance
38
Economics and finance working paper series
35
Journal of risk and financial management : JRFM
34
The empirical economics letters : a monthly international journal of economics
34
International review of financial analysis
32
Journal of macroeconomics
32
Journal of international money and finance
31
Working paper / Department of Econometrics and Business Statistics, Monash University
31
Discussion papers / Deutsches Institut für Wirtschaftsforschung
30
NBER Working Paper
30
International journal of finance & economics : IJFE
29
Macroeconomic dynamics
29
CREATES research paper
28
NBER working paper series
28
Research in international business and finance
28
SFB 649 discussion paper
28
CAMA working paper series
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ECONIS (ZBW)
7,038
RePEc
2
EconStor
1
Other ZBW resources
1
Showing
1
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10
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7,042
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date (oldest first)
1
The real-life performance of market timing with moving average and
time
-series momentum rules
Zakamulin, Valeriy
- In:
The journal of asset management
15
(
2014
)
4
,
pp. 261-278
Persistent link: https://www.econbiz.de/10010476240
Saved in:
2
Breaking bad trends
Goulding, Christian L.
;
Harvey, Campbell R.
;
Mazzoleni, …
- In:
Financial analysts journal : FAJ
80
(
2024
)
1
,
pp. 84-98
Persistent link: https://www.econbiz.de/10014576152
Saved in:
3
Bidirectional relationship between investor sentiment and excess returns : new evidence from the wavelet perspective
Marczak, Martyna
;
Beissinger, Thomas
-
2015
additionally capable of identifying
time
-varying comovement patterns. By applying this concept to excess returns of the monthly S …
Persistent link: https://www.econbiz.de/10011325814
Saved in:
4
Bidirectional relationship between investor sentiment and excess returns : new evidence from the wavelet perspective
Marczak, Martyna
;
Beissinger, Thomas
- In:
Applied economics letters
23
(
2016
)
16/18
,
pp. 1305-1311
Persistent link: https://www.econbiz.de/10011702560
Saved in:
5
Technical and fundamental trading in the Chinese stock market : evidence based on
time
-series and panel data
Moosa, Imad A.
;
Li, Larry
- In:
Emerging markets finance & trade : a journal of the …
47
(
2011
),
pp. 23-31
Persistent link: https://www.econbiz.de/10009299040
Saved in:
6
Aggregate profit instability and
time
variations in momentum returns : evidence from China
Yin, Libo
;
Wei, Ya
- In:
Pacific-Basin finance journal
60
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012232699
Saved in:
7
The role of momentum, sentiment, and economic fundamentals in forecasting bear stock market
Chen, Yi-ting
;
Vincent, Kendro
- In:
Journal of forecasting
35
(
2016
)
6
,
pp. 504-527
Persistent link: https://www.econbiz.de/10011594746
Saved in:
8
Re-examining differences between momentum and
time
series momentum among individual stocks
Mu, Yuandong
;
He, Chaohua
- In:
Applied economics letters
26
(
2019
)
18
,
pp. 1537-1543
Persistent link: https://www.econbiz.de/10012204837
Saved in:
9
Time
-series and cross-sectional momentum in Indian stock market
Simarjeet Singh
;
Walia, Nidhi
- In:
Copernican Journal of Finance & Accounting : CJF&A
9
(
2020
)
3
,
pp. 161-176
Persistent link: https://www.econbiz.de/10012506310
Saved in:
10
Dual effects of investor sentiment and uncertainty in financial markets
Seok, Sangik
;
Cho, Hoon
;
Ryu, Doojin
- In:
The quarterly review of economics and finance
95
(
2024
),
pp. 300-315
Persistent link: https://www.econbiz.de/10014631540
Saved in:
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