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Time series analysis
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Franses, Philip Hans
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122
McAleer, Michael
87
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79
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64
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57
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54
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51
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51
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44
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43
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43
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42
Feng, Yuanhua
41
Watson, Mark W.
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39
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Conference Nonlinear Dynamics and Economics <1992, Florenz>
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
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Journal of econometrics
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Economics letters
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Energy economics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Journal of applied econometrics
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CREATES research paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Computational economics
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Applied economics letters
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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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Journal of empirical finance
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Journal of economic dynamics & control
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Finance research letters
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NBER Working Paper
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Working paper / National Bureau of Economic Research, Inc.
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
CESifo working papers
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NBER working paper series
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Cowles Foundation discussion paper
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Oxford bulletin of economics and statistics
55
The econometrics journal
55
Econometrics : open access journal
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SFB 649 discussion paper
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50
Discussion papers of interdisciplinary research project 373
48
European journal of operational research : EJOR
48
International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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RePEc
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EconStor
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1
Regression models for ordinal valued time series : estimation and applications in finance
Müller, Gernot
(
contributor
)
-
2004
Persistent link: https://www.econbiz.de/10002977333
Saved in:
2
Model-based estimation of high frequency jump diffusions with microstructure noise and stochastic
volatility
Bos, Charles S.
-
2008
Persistent link: https://www.econbiz.de/10003645209
Saved in:
3
Interest rate models -
theory
and practice : with smile, inflation and credit ; with 131 tables
Brigo, Damiano
;
Mercurio, Fabio
-
2006
-
2. ed.
Persistent link: https://www.econbiz.de/10002116360
Saved in:
4
On some classes of continuous time series models and their use in financial economics
Surulescu, Nicolae Mircea
-
2010
Persistent link: https://www.econbiz.de/10008935502
Saved in:
5
Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G.
;
Trevor, Robert G.
-
1997
Persistent link: https://www.econbiz.de/10000978435
Saved in:
6
Long term forecasts of
volatility
in the market for crude oil : do futures prices offer any clues?
Brochu, Stephen M.
-
2002
Persistent link: https://www.econbiz.de/10001875427
Saved in:
7
Limit moves as censored observations of equilibrium futures price in GARCH processes
Morgan, Ieuan G.
;
Trevor, Robert G.
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
4
,
pp. 397-408
Persistent link: https://www.econbiz.de/10001412844
Saved in:
8
A functional time series analysis of forward curves derived from commodity futures
Horváth, Lajos
;
Liu, Zhenya
;
Rice, Gregory
;
Wang, Shixuan
- In:
International journal of forecasting
36
(
2020
)
2
,
pp. 646-665
Persistent link: https://www.econbiz.de/10012415316
Saved in:
9
Dynamic hedging with futures : a copula-based GARCH model with high-frequency data
Lai, Yu-Sheng
- In:
Review of derivatives research
21
(
2018
)
3
,
pp. 307-329
Persistent link: https://www.econbiz.de/10012055744
Saved in:
10
Ordinal- and continuous-response stochastic
volatility
models for price changes : an empirical comparison
Czado, Claudia
;
Müller, Gernot
;
Nguyen, Thi-Ngoc-Giau
- In:
Statistical modelling and regression structures : …
,
(pp. 301-320)
.
2010
Persistent link: https://www.econbiz.de/10003964492
Saved in:
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