Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
A model of stock price adjustm...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
622,115
Theory
607,029
Börsenkurs
51,985
Share price
50,450
USA
47,600
United States
46,377
Schätzung
35,803
Estimation
34,940
Welt
27,690
World
27,024
Deutschland
24,299
Geldpolitik
23,361
Germany
22,649
Monetary policy
22,604
Portfolio-Management
20,640
Portfolio selection
20,441
Kapitaleinkommen
19,870
Capital income
19,825
Risiko
18,777
Risk
18,575
Volatilität
17,356
Volatility
17,028
Mathematische Optimierung
16,762
Mathematical programming
16,657
Prognoseverfahren
16,109
Forecasting model
15,826
Aktienmarkt
15,629
Stock market
15,412
Zeitreihenanalyse
13,803
Wirtschaftswachstum
13,483
Economic growth
12,883
Spieltheorie
12,735
Game theory
12,017
CAPM
11,608
Asymmetrische Information
11,492
Experiment
11,401
Finanzmarkt
11,333
Asymmetric information
11,208
Financial market
11,107
more ...
less ...
Online availability
All
Free
4,065
Undetermined
2,415
Type of publication
All
Article
6,949
Book / Working Paper
6,462
Type of publication (narrower categories)
All
Article in journal
6,421
Aufsatz in Zeitschrift
6,421
Graue Literatur
3,532
Non-commercial literature
3,532
Working Paper
3,302
Arbeitspapier
3,301
Hochschulschrift
542
Aufsatz im Buch
475
Book section
475
Thesis
466
Collection of articles of several authors
142
Sammelwerk
142
Collection of articles written by one author
115
Sammlung
115
Lehrbuch
114
Textbook
102
Bibliografie enthalten
93
Bibliography included
93
Aufsatzsammlung
69
Amtsdruckschrift
58
Government document
58
Konferenzschrift
54
Systematic review
54
Übersichtsarbeit
54
Forschungsbericht
41
Conference proceedings
32
Conference paper
29
Konferenzbeitrag
29
Mehrbändiges Werk
21
Multi-volume publication
21
Rezension
16
Festschrift
15
Handbook
13
Handbuch
13
Bibliografie
12
Reprint
10
Einführung
8
Amtliche Publikation
6
Statistik
6
Mikroform
5
more ...
less ...
Language
All
English
12,848
German
374
French
78
Spanish
65
Italian
20
Portuguese
13
Polish
8
Dutch
5
Russian
5
Czech
2
Danish
2
Croatian
2
Slovenian
2
Undetermined
2
Valencian
1
Finnish
1
Japanese
1
Norwegian
1
Swedish
1
more ...
less ...
Author
All
Franses, Philip Hans
136
Gil-Alaña, Luis A.
126
Phillips, Peter C. B.
125
Koopman, Siem Jan
118
Caporale, Guglielmo Maria
101
Lütkepohl, Helmut
72
Koop, Gary
71
Härdle, Wolfgang
68
Pesaran, M. Hashem
68
Teräsvirta, Timo
67
McAleer, Michael
63
Sibbertsen, Philipp
60
Harvey, Andrew C.
55
Maravall Herrero, Agustín
55
Swanson, Norman R.
53
Granger, C. W. J.
51
Hyndman, Rob J.
50
Kunst, Robert M.
50
Engle, Robert F.
49
Lucas, André
49
Dijk, Herman K. van
48
Gao, Jiti
48
Hassler, Uwe
47
Marcellino, Massimiliano
46
Ghysels, Eric
45
Hallin, Marc
45
Bauwens, Luc
44
Proietti, Tommaso
43
Taylor, Robert
43
Kapetanios, George
42
Lux, Thomas
42
Perron, Pierre
42
Timmermann, Allan
42
Saikkonen, Pentti
41
Hendry, David F.
39
Mills, Terence C.
39
Robinson, Peter M.
39
Stock, James H.
39
Feng, Yuanhua
38
Gupta, Rangan
38
more ...
less ...
Institution
All
National Bureau of Economic Research
75
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
45
Ekonomiska forskningsinstitutet <Stockholm>
44
European University Institute / Department of Economics
31
Umeå universitet
11
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Econometrisch Instituut <Rotterdam>
8
Gottfried Wilhelm Leibniz Universität Hannover
7
Centre for Analytical Finance <Århus>
6
Umeå Universitet / Institutionen för Nationalekonomi
6
Centre for Quantitative Economics & Computing
5
Christian-Albrechts-Universität zu Kiel
5
European University Institute / Department of Law
5
London School of Economics and Political Science
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Strathclyde / Department of Economics
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
4
Institut für Höhere Studien
4
University of Cambridge / Department of Applied Economics
4
University of Exeter / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Birkbeck College / Department of Economics
3
Institut für Weltwirtschaft
3
Norges Bank / Utredningsavdelingen
3
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 Southampton / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
Australien / Bureau of Statistics
2
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
more ...
less ...
Published in...
All
Journal of econometrics
356
International journal of forecasting
324
Economics letters
286
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
248
Journal of forecasting
229
Econometric theory
191
Discussion paper / Tinbergen Institute
176
Econometric reviews
134
Economic modelling
129
Applied economics
119
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
101
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
99
Journal of applied econometrics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
87
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
78
Working paper
77
Applied economics letters
76
Computational economics
76
CREATES research paper
75
Journal of economic dynamics & control
69
Journal of empirical finance
68
Energy economics
66
NBER Working Paper
66
NBER working paper series
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Working paper / National Bureau of Economic Research, Inc.
59
EUI working paper / ECO
58
CESifo working papers
56
Cowles Foundation discussion paper
55
Oxford bulletin of economics and statistics
53
Finance research letters
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
Econometrics : open access journal
48
European journal of operational research : EJOR
48
The econometrics journal
48
SFB 649 discussion paper
47
Discussion papers of interdisciplinary research project 373
45
Journal of macroeconomics
43
Discussion paper / Center for Economic Research, Tilburg University
42
more ...
less ...
Source
All
ECONIS (ZBW)
13,409
EconStor
1
ArchiDok
1
Showing
1
-
10
of
13,411
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Financial market efficiency tests
Bollerslev, Tim
;
Hodrick, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000136709
Saved in:
2
Structural breaks, incomplete information and stock prices
Timmermann, Allan
-
1998
Persistent link: https://www.econbiz.de/10000168054
Saved in:
3
Inference for unit roots in dynamic panels in the presence of deterministic trends
Harris, Richard D. F.
;
Tzavalis, Elias
-
1997
Persistent link: https://www.econbiz.de/10000966505
Saved in:
4
The use of error components models in business finance : a review article and an application
Karathanassis, George A.
;
Philippas, N.
- In:
Spudai / University of Piraeus : journal of economics …
43
(
1993
)
2
,
pp. 95-110
Persistent link: https://www.econbiz.de/10001165020
Saved in:
5
Equity prices, dividends and gilt yields in the UK : cointegration, error correction and "confidence"
Mills, Terence C.
- In:
Scottish journal of political economy : the journal of …
38
(
1991
)
3
,
pp. 242-255
Persistent link: https://www.econbiz.de/10001108277
Saved in:
6
Time variations and covariations in the expectation and volatility of stock market returns
Whitelaw, Robert F.
- In:
The journal of finance : the journal of the American …
49
(
1994
)
2
,
pp. 515-541
Persistent link: https://www.econbiz.de/10001169032
Saved in:
7
Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 659-665
Persistent link: https://www.econbiz.de/10001240790
Saved in:
8
Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom
;
Lund, Jesper
-
1994
Persistent link: https://www.econbiz.de/10000894175
Saved in:
9
Asymmetric adjustment and smooth breaks in
dividend
yields : evidence from international stock markets
Chen, Shyh-Wei
;
Xie, Zixiong
- In:
International review of economics & finance : IREF
48
(
2017
),
pp. 339-354
Persistent link: https://www.econbiz.de/10011747311
Saved in:
10
Structural breaks, incomplete information, and stock prices
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
19
(
2001
)
3
,
pp. 299-314
Persistent link: https://www.econbiz.de/10001603250
Saved in:
1
2
3
4
5
6
7
8
9
10
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
