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~subject:"Time series analysis"
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Time series analysis
Theorie
626,270
Theory
611,367
USA
330,298
United States
291,717
Schätzung
51,410
Estimation
49,880
Volatility
40,965
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40,697
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39,443
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39,423
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30,831
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30,521
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29,422
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23,478
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23,073
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21,087
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20,721
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Wirtschaftswachstum
18,875
Großbritannien
18,370
Economic growth
18,036
Aktienmarkt
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Stock market
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Mathematische Optimierung
17,375
Mathematical programming
17,271
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16,798
United Kingdom
16,036
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Gil-Alaña, Luis A.
192
Caporale, Guglielmo Maria
159
Koopman, Siem Jan
152
Franses, Philip Hans
148
Phillips, Peter C. B.
133
McAleer, Michael
91
Teräsvirta, Timo
81
Härdle, Wolfgang
79
Gupta, Rangan
77
Koop, Gary
75
Pesaran, M. Hashem
74
Lütkepohl, Helmut
73
Sibbertsen, Philipp
66
Harvey, Andrew C.
64
Lucas, André
62
Stock, James H.
61
Dijk, Herman K. van
58
Engle, Robert F.
57
Maravall Herrero, Agustín
56
Swanson, Norman R.
56
Kunst, Robert M.
55
Granger, C. W. J.
54
Marcellino, Massimiliano
54
Gao, Jiti
53
Watson, Mark W.
53
Taylor, Robert
52
Hassler, Uwe
50
Hyndman, Rob J.
50
Dijk, Dick van
48
Hallin, Marc
48
Kapetanios, George
46
Lux, Thomas
46
Timmermann, Allan
46
Bauwens, Luc
45
Ghysels, Eric
45
Perron, Pierre
44
Proietti, Tommaso
44
Diebold, Francis X.
42
Saikkonen, Pentti
41
Feng, Yuanhua
40
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National Bureau of Economic Research
87
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48
Ekonomiska forskningsinstitutet <Stockholm>
44
European University Institute / Department of Economics
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Econometrisch Instituut <Rotterdam>
12
Umeå universitet
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Federal Reserve Bank of St. Louis
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Centre for Analytical Finance <Århus>
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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Gottfried Wilhelm Leibniz Universität Hannover
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Centre for Quantitative Economics & Computing
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European University Institute / Department of Law
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University of Strathclyde / Department of Economics
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Christian-Albrechts-Universität zu Kiel
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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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 Cambridge / Department of Applied Economics
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University of Exeter / Department of Economics
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Centre for Growth and Business Cycle Research <Manchester>
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Institut für Höhere Studien
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Norges Bank / Utredningsavdelingen
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Universität Basel / Institut für Statistik und Ökonometrie
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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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Federal Reserve Bank of New York
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Institut für Weltwirtschaft
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Organisation for Economic Co-operation and Development
3
School of Finance and Business Economics <Perth, Western Australia>
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
University of Otago / Commerce Division
3
University of Southampton / Department of Economics
3
University of Toronto / Department of Economics
3
Australien / Bureau of Statistics
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Journal of econometrics
405
International journal of forecasting
366
Economics letters
320
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
300
Journal of forecasting
248
Discussion paper / Tinbergen Institute
221
Econometric theory
197
Applied economics
167
Economic modelling
156
Econometric reviews
151
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
133
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
130
Energy economics
125
Working paper
115
Journal of applied econometrics
108
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
108
Applied economics letters
99
CREATES research paper
97
Working paper / National Bureau of Economic Research, Inc.
96
Working paper / Department of Econometrics and Business Statistics, Monash University
91
Journal of empirical finance
89
Computational economics
88
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
82
Finance research letters
81
Journal of economic dynamics & control
81
NBER working paper series
73
CESifo working papers
72
NBER Working Paper
72
Journal of macroeconomics
67
Oxford bulletin of economics and statistics
63
International review of financial analysis
62
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
61
The review of economics and statistics
61
Discussion paper / Centre for Economic Policy Research
60
Cowles Foundation discussion paper
59
International review of economics & finance : IREF
58
The econometrics journal
56
The North American journal of economics and finance : a journal of financial economics studies
55
Applied financial economics
54
Econometrics : open access journal
53
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ECONIS (ZBW)
16,329
Other ZBW resources
5
ArchiDok
2
RePEc
2
EconStor
1
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16,339
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1
Intraday time-series momentum and investor trading behavior
Onishchenko, Olena
;
Zhao, Jing
;
Kuruppuarachchi, Duminda
; …
- In:
Journal of behavioral and experimental finance
31
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012815827
Saved in:
2
Time Series Momentum and Reversal : Intraday Information from Realized Semivariance
Liu, Zhenya
-
2020
The presence of time series momentum effect has been widely documented in the financial markets across asset classes and countries. We find a predictable pattern of the realized semi-variance to the future individual asset return, especially during the stressed states of time series momentum...
Persistent link: https://www.econbiz.de/10012836027
Saved in:
3
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
4
Fourier analysis for stock price forecasting : assumption and evidence
Stádník, Bohumil
;
Raudeliūnienė, Jurgita
; …
- In:
Journal of business economics and management
17
(
2016
)
3
,
pp. 365-380
Persistent link: https://www.econbiz.de/10011517950
Saved in:
5
The Markov switching multi-fractal model of asset returns : estimation and forecasting of dynamic volatitility with multinomial specifications
Lee, Hwa Taek
-
2007
Persistent link: https://www.econbiz.de/10003767966
Saved in:
6
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:
7
Extreme observations and non-normality in ARCH and GARCH
Bali, Rakesh
;
Guirguis, Hany S.
- In:
International review of economics & finance : IREF
16
(
2007
)
3
,
pp. 332-346
Persistent link: https://www.econbiz.de/10003613144
Saved in:
8
Conditional correlations and
volatility
spillovers between crude oil and stock index returns
Tansuchat, Roengchai
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987330
Saved in:
9
Long memory analysis : an empirical investigation
Nazarian, Rafik
;
Naderi, Esmaeil
;
Gandali Alikhani, Nadiya
- In:
International journal of economics and financial issues …
4
(
2014
)
1
,
pp. 16-26
Persistent link: https://www.econbiz.de/10010519739
Saved in:
10
Nonlinear risk
Chauvet, Marcelle
;
Potter, Simon M.
- In:
Macroeconomic dynamics
5
(
2001
)
4
,
pp. 621-646
Persistent link: https://www.econbiz.de/10001625178
Saved in:
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