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Time series analysis
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Franses, Philip Hans
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Gil-Alaña, Luis A.
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Caporale, Guglielmo Maria
89
Lütkepohl, Helmut
72
Pesaran, M. Hashem
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70
Koop, Gary
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Teräsvirta, Timo
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58
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52
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Dijk, Herman K. van
47
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Hallin, Marc
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Marcellino, Massimiliano
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Bauwens, Luc
43
Proietti, Tommaso
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Taylor, Robert
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Ghysels, Eric
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Perron, Pierre
41
Gao, Jiti
40
Kapetanios, George
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Mills, Terence C.
40
Hendry, David F.
39
Robinson, Peter M.
39
Saikkonen, Pentti
39
Stock, James H.
39
Feng, Yuanhua
37
Timmermann, Allan
37
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36
Lux, Thomas
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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University of Chicago / Center for Research in Security Prices
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Australien / Bureau of Statistics
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Center for Economic Research <Tilburg>
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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
Eric Cuvillier <Firma>
2
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Journal of econometrics
331
International journal of forecasting
318
Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
239
Journal of forecasting
223
Econometric theory
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Discussion paper / Tinbergen Institute
168
Econometric reviews
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Economic modelling
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Applied economics
106
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Journal of applied econometrics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
81
Computational economics
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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
76
Working paper
74
CREATES research paper
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Applied economics letters
70
Journal of economic dynamics & control
68
Working paper / National Bureau of Economic Research, Inc.
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER Working Paper
58
Cowles Foundation discussion paper
55
Energy economics
55
Journal of empirical finance
55
NBER working paper series
55
Oxford bulletin of economics and statistics
53
CESifo working papers
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
European journal of operational research : EJOR
47
The econometrics journal
47
SFB 649 discussion paper
46
Discussion papers of interdisciplinary research project 373
45
EUI working paper / ECO
44
Discussion paper / Center for Economic Research, Tilburg University
42
Econometrics : open access journal
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ECONIS (ZBW)
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RePEc
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EconStor
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ArchiDok
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1
Zeitreihenanalyse von Optionsscheinpreisen zur Beurteilung von Kurschancen und -risiken
Hehn, Elisabeth
-
1994
Persistent link: https://www.econbiz.de/10000893910
Saved in:
2
Long-memory inflation uncertainty : evidence from the term structure of interest rates
Backus, David
;
Zin, Stanley E.
-
1993
Persistent link: https://www.econbiz.de/10000857487
Saved in:
3
Options on stock indexes : a comparison of the black-scholes option pricing formula and an autogregressive model
Halpern, Marc
-
1985
Persistent link: https://www.econbiz.de/10000834665
Saved in:
4
Three essays on nonlinearity in economics
Paek, Ŭng-gi
-
1988
Persistent link: https://www.econbiz.de/10000840185
Saved in:
5
Schätzung von variierenden Beta-Koeffizienten mit dem Kalman-Filter
Boos, Anna Carri
-
1988
Persistent link: https://www.econbiz.de/10000746710
Saved in:
6
The ARCH model and the
CAPM
: a note
Kanniainen, Vesa
-
1989
Persistent link: https://www.econbiz.de/10000803051
Saved in:
7
Time-varying risk perceptions and the pricing of risky assets
Friedman, Benjamin M.
;
Kuttner, Kenneth N.
-
1988
Persistent link: https://www.econbiz.de/10000756009
Saved in:
8
Closing the GARCH gap : continuous time GARCH modeling
Drost, Feike C.
;
Werker, Bas J. M.
-
1994
Persistent link: https://www.econbiz.de/10000879810
Saved in:
9
Chaos and order in the capital markets : a new view of cycles, prices, and market volatility
Peters, Edgar E.
-
1996
-
2. ed.
Persistent link: https://www.econbiz.de/10000585045
Saved in:
10
Financial market efficiency tests
Bollerslev, Tim
;
Hodrick, Robert J.
-
1992
Persistent link: https://www.econbiz.de/10000136709
Saved in:
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