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Time series analysis
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Gil-Alaña, Luis A.
209
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185
Gupta, Rangan
74
Koopman, Siem Jan
65
Teräsvirta, Timo
45
Pesaran, M. Hashem
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McAleer, Michael
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32
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Lanne, Markku
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23
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23
Swanson, Norman R.
23
Tauchen, George Eugene
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Timmermann, Allan
23
Dijk, Dick van
22
Miller, Stephen M.
22
Saikkonen, Pentti
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Engle, Robert F.
21
Marcellino, Massimiliano
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Medeiros, Marcelo C.
21
Watson, Mark W.
21
Andersen, Torben
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Chan, Joshua
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Chambre de commerce et d'industrie de Paris
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Eric Cuvillier <Firma>
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Center for Economic Research <Tilburg>
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Centre for International Economic Studies
1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
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Journal of econometrics
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Economic modelling
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Applied economics
118
International journal of forecasting
108
Economics letters
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Discussion paper / Tinbergen Institute
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
87
Journal of forecasting
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CESifo working papers
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Energy economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of empirical finance
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Working paper
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Econometric reviews
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Finance research letters
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International review of economics & finance : IREF
61
Applied financial economics
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Journal of applied econometrics
46
Computational economics
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Journal of banking & finance
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The North American journal of economics and finance : a journal of financial economics studies
44
International review of financial analysis
42
CREATES research paper
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Journal of economic dynamics & control
39
Economics and finance working paper series
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Journal of risk and financial management : JRFM
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Research in international business and finance
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The empirical economics letters : a monthly international journal of economics
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International journal of finance & economics : IJFE
33
Working paper / Department of Econometrics and Business Statistics, Monash University
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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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
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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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