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~subject:"Time series analysis"
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Time series analysis
Capital income
99
Kapitaleinkommen
99
Forecasting model
85
Prognoseverfahren
85
Börsenkurs
83
Share price
83
Volatility
74
Volatilität
74
Estimation
66
Schätzung
66
Großbritannien
51
Theorie
51
Theory
51
United Kingdom
51
Aktienmarkt
48
Stock market
48
ARCH model
33
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33
USA
32
United States
32
Welt
27
World
27
Zeitreihenanalyse
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Exchange rate
25
Wechselkurs
25
Correlation
17
Korrelation
16
Stock returns
16
Dividend
15
Dividende
15
Japan
14
Cointegration
13
Kointegration
13
Nichtlineare Regression
13
Nonlinear regression
13
Portfolio selection
12
Portfolio-Management
12
Risikoprämie
12
Risk premium
12
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5
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22
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21
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2
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2
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1
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English
26
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McMillan, David G.
20
Speight, Alan E. H.
8
Guidolin, Massimo
4
Hyde, Stuart
4
Ono, Sadayuki
4
Peel, David
4
Wohar, Mark E.
2
Cook, Steven
1
Gong, Jinguo
1
Shi, Daimin
1
Thupayagale, Pako
1
Tiwari, Aviral Kumar
1
Wu, Weiou
1
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Applied economics
5
Research in international business and finance
2
Applied economics letters
1
Applied financial economics
1
Asian African journal of economics and econometrics
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Federal Reserve Bank of St. Louis Working Paper
1
Future of economic science
1
International journal of finance & economics : IJFE
1
Journal of forecasting
1
Journal of international financial markets, institutions & money
1
Journal of risk and financial management : JRFM
1
Journal of world economic review
1
Oxford bulletin of economics and statistics
1
Scottish journal of political economy : the journal of the Scottish Economic Society
1
Studies in economics and finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The Manchester School
1
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Working papers series / Manchester Business School
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ECONIS (ZBW)
26
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1
Testing for asymmetries in UK macroeconomic tome series
Speight, Alan E. H.
- In:
Scottish journal of political economy : the journal of …
45
(
1998
)
2
,
pp. 158-170
Persistent link: https://www.econbiz.de/10001240205
Saved in:
2
Daily FX volatility forecasts : can the GARCH (1,1) model be beaten using high-frequency data?
McMillan, David G.
;
Speight, Alan E. H.
- In:
Journal of forecasting
31
(
2012
)
4
,
pp. 330-343
Persistent link: https://www.econbiz.de/10009576375
Saved in:
3
Non-linear time series models in economics : a selective survey
Speight, Alan E. H.
- In:
Future of economic science
,
(pp. 615-632)
.
2009
Persistent link: https://www.econbiz.de/10009613553
Saved in:
4
Threshold nonlinearities in output : some international evidence
Peel, David
- In:
Applied economics
30
(
1998
)
3
,
pp. 323-333
Persistent link: https://www.econbiz.de/10001243873
Saved in:
5
The nonlinear time series properties of unemployment rates : some further evidence
Peel, David
- In:
Applied economics
30
(
1998
)
2
,
pp. 287-294
Persistent link: https://www.econbiz.de/10001241289
Saved in:
6
Is the US business cycle asymmetric? : Some further evidence
Peel, David
- In:
Applied economics
28
(
1996
)
4
,
pp. 405-415
Persistent link: https://www.econbiz.de/10001197854
Saved in:
7
Threshold nonlinearities in unemployment rates : further evidence for the UK and G3 economies
Peel, David
;
Speight, Alan E. H.
- In:
Applied economics
32
(
2000
)
6
,
pp. 705-715
Persistent link: https://www.econbiz.de/10001521059
Saved in:
8
Time deformation in UK consumers' expenditure : an empirical analysis of highly disaggregated data
Cook, Steven
;
Speight, Alan E. H.
- In:
Applied economics letters
13
(
2006
)
8
,
pp. 471-478
Persistent link: https://www.econbiz.de/10003348003
Saved in:
9
Stock return predictability : using the cyclical component of the price ratio
McMillan, David G.
- In:
Research in international business and finance
48
(
2019
),
pp. 228-242
Persistent link: https://www.econbiz.de/10012135904
Saved in:
10
Non-linear cointegration and adjustment : an asymmetric exponential smooth-transition model for US interest rates
McMillan, David G.
- In:
Empirical economics : a journal of the Institute for …
35
(
2008
)
3
,
pp. 591-606
Persistent link: https://www.econbiz.de/10003776781
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