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~subject:"Time series analysis"
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Time series analysis
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Gil-Alaña, Luis A.
209
Caporale, Guglielmo Maria
185
Gupta, Rangan
74
Koopman, Siem Jan
65
Teräsvirta, Timo
45
Pesaran, M. Hashem
44
McAleer, Michael
38
Franses, Philip Hans
35
Sibbertsen, Philipp
35
Kapetanios, George
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Lucas, André
34
Phillips, Peter C. B.
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Bollerslev, Tim
32
Tiwari, Aviral Kumar
31
Koop, Gary
30
Chang, Tsangyao
29
Lux, Thomas
29
Gao, Jiti
27
Lütkepohl, Helmut
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Gil-Alana, Luis A.
25
Härdle, Wolfgang
25
Lanne, Markku
25
Nielsen, Morten Ørregaard
25
Chang, Chia-Lin
23
Moosa, Imad A.
23
Swanson, Norman R.
23
Tauchen, George Eugene
23
Timmermann, Allan
23
Dijk, Dick van
22
Miller, Stephen M.
22
Saikkonen, Pentti
22
Engle, Robert F.
21
Marcellino, Massimiliano
21
Medeiros, Marcelo C.
21
Watson, Mark W.
21
Andersen, Torben
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Chan, Joshua
20
Diebold, Francis X.
20
Taylor, Robert
20
Breitung, Jörg
18
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Christian-Albrechts-Universität zu Kiel
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Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
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London School of Economics and Political Science
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Umeå universitet
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Centre for Quantitative Economics & Computing
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Gottfried Wilhelm Leibniz Universität Hannover
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Bank of Canada
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Chambre de commerce et d'industrie de Paris
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Eric Cuvillier <Firma>
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European University Institute / Department of Law
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Institut für Weltwirtschaft
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Institut für Wirtschaftswissenschaften <Wien>
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International Monetary Fund
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Springer Fachmedien Wiesbaden
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Suntory-Toyota International Centre for Economics and Related Disciplines
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Banque de France / Direction des Etudes Economiques et de la Recherche
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Bonn Graduate School of Economics
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Bundesanstalt für Geowissenschaften und Rohstoffe
1
Carleton University / Department of Economics
1
Center for Economic Research <Tilburg>
1
Centre for International Economic Studies
1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
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Journal of econometrics
175
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
138
Economic modelling
125
Applied economics
118
International journal of forecasting
108
Economics letters
102
Discussion paper / Tinbergen Institute
96
Applied economics letters
93
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
87
Journal of forecasting
83
CESifo working papers
81
Energy economics
81
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of empirical finance
67
Working paper
65
Econometric reviews
63
Finance research letters
62
International review of economics & finance : IREF
61
Applied financial economics
47
Journal of applied econometrics
46
Computational economics
44
Journal of banking & finance
44
The North American journal of economics and finance : a journal of financial economics studies
44
International review of financial analysis
42
CREATES research paper
41
Journal of economic dynamics & control
39
Economics and finance working paper series
38
Journal of risk and financial management : JRFM
36
Research in international business and finance
36
The empirical economics letters : a monthly international journal of economics
35
International journal of finance & economics : IJFE
33
Working paper / Department of Econometrics and Business Statistics, Monash University
33
Discussion papers / Deutsches Institut für Wirtschaftsforschung
32
Econometric theory
32
Journal of macroeconomics
32
Journal of international money and finance
31
Macroeconomic dynamics
31
International journal of economics and financial issues : IJEFI
30
Quantitative finance
30
SFB 649 discussion paper
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ECONIS (ZBW)
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RePEc
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EconStor
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Other ZBW resources
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1
Time-series momentum in nearly 100 years of stock returns
Lim, Bryan Y.
;
Wang, Jiaguo
;
Yao, Yaqiong
- In:
Journal of banking & finance
97
(
2018
),
pp. 283-296
Persistent link: https://www.econbiz.de/10011968748
Saved in:
2
Testing of consistent trends in stock performance in the Nairobi securities exchange
Ndegwa, James N.
;
Kiweu, Josephat Mboya
- In:
DBA Africa management review
5
(
2015
)
2
,
pp. 212-221
Persistent link: https://www.econbiz.de/10012250738
Saved in:
3
Random walks and market efficiency : evidence from Indian stock market
Tripathy, Nalini Prava
- In:
International journal of economics and business research
6
(
2013
)
2
,
pp. 210-228
Persistent link: https://www.econbiz.de/10010351158
Saved in:
4
Non-linearity, persistence and spillover effects in stock returns : the role of the volatility index
Wu, Po-Chin
;
Pan, Sheng-Chieh
;
Tai, Xue-Ling
- In:
Empirica : journal of european economics
42
(
2015
)
3
,
pp. 597-613
Persistent link: https://www.econbiz.de/10011485602
Saved in:
5
Seasonalities in the German stock market
Hofmann, Daniel
;
Keiber, Karl Ludwig
- In:
Financial markets and portfolio management
35
(
2021
)
2
,
pp. 151-192
Persistent link: https://www.econbiz.de/10012588317
Saved in:
6
Modeling stock market returns under self-exciting threshold autoregressive model : evidence from West Africa
Gyamfi, Emmanuel Numapau
;
Kyei, Kwabena A.
- In:
International journal of economics and financial issues …
6
(
2016
)
3
,
pp. 1194-1199
Persistent link: https://www.econbiz.de/10011698077
Saved in:
7
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
8
Is there long memory in Indian stock market returns? : an empirical search
Hiremath, Gourishankar S.
;
Kumari, Jyoti
- In:
Journal of Asia Pacific business
16
(
2015
)
2
,
pp. 128-145
Persistent link: https://www.econbiz.de/10011289921
Saved in:
9
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
10
Are frontier stock markets more inefficient than emerging stock markets?
Dheeriya, Prakash L.
;
Torun, Erdost
- In:
International journal of monetary economics and finance
6
(
2013
)
4
,
pp. 271-284
Persistent link: https://www.econbiz.de/10010412983
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