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~subject:"Time series analysis"
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Testing for the weak-form mark...
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Time series analysis
Schätzung
130,936
Estimation
124,813
Theorie
31,805
Theory
31,096
USA
18,398
Deutschland
17,680
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8,524
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Aktienmarkt
7,972
Efficient market hypothesis
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Prognoseverfahren
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Bourse
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Forecasting model
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Tanzania
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Panel
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Panel study
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Zeitreihenanalyse
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Großbritannien
5,784
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Geldpolitik
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Gil-Alaña, Luis A.
183
Caporale, Guglielmo Maria
157
Gupta, Rangan
54
Koopman, Siem Jan
47
Pesaran, M. Hashem
41
Gao, Jiti
29
Tiwari, Aviral Kumar
28
Kapetanios, George
26
Moosa, Imad A.
26
McAleer, Michael
25
Koop, Gary
24
Chang, Tsangyao
23
Franses, Philip Hans
23
Härdle, Wolfgang
22
Sibbertsen, Philipp
22
Marcellino, Massimiliano
21
Chan, Joshua
20
Gil-Alana, Luis A.
20
Lütkepohl, Helmut
20
Watson, Mark W.
20
Swanson, Norman R.
19
Lucas, André
18
Österholm, Pär
18
Bollerslev, Tim
17
Kunst, Robert M.
17
Nielsen, Morten Ørregaard
17
Linton, Oliver
16
Miller, Stephen M.
16
Tauchen, George Eugene
16
Taylor, Robert
16
Breitung, Jörg
15
Narayan, Paresh Kumar
15
Teräsvirta, Timo
15
Wolters, Maik H.
15
Bahmani-Oskooee, Mohsen
14
Chang, Chia-Lin
14
Huber, Florian
14
Kim, Donggyu
14
Pittis, Nikitas
14
Ravazzolo, Francesco
14
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National Bureau of Economic Research
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Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
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Ekonomiska forskningsinstitutet <Stockholm>
12
Umeå universitet
4
Escola de Pós-Graduação em Economia <Rio de Janeiro>
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Australien / Bureau of Statistics
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Bank of Canada
2
Centre for Analytical Finance <Århus>
2
Centre for Quantitative Economics & Computing
2
Christian-Albrechts-Universität zu Kiel
2
Eric Cuvillier <Firma>
2
Federal Reserve Bank of St. Louis
2
Institut für Höhere Studien
2
Institut für Weltwirtschaft
2
International Monetary Fund
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Springer Fachmedien Wiesbaden
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
2
Umeå Universitet / Institutionen för Nationalekonomi
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University of Otago / Commerce Division
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University of Strathclyde / Department of Economics
2
Banque de France / Direction des Etudes Economiques et de la Recherche
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Birkbeck College / Department of Economics
1
Bonn Graduate School of Economics
1
Bundesanstalt für Geowissenschaften und Rohstoffe
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Carleton University / Department of Economics
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Center for Economic Research <Tilburg>
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Centre for International Economic Studies
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Chambre de commerce et d'industrie de Paris
1
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
1
Conference State Space and Unobserved Component Models <2002, Amsterdam>
1
Conference on Econometric Models of Cyclical Behavior <1969, Cambridge, Mass.>
1
European University Institute / Department of Economics
1
European University Institute / Department of Law
1
Fachhochschule Stralsund / Fachbereich Wirtschaft
1
Federal Reserve System / Division of Research and Statistics
1
Hamburgisches Welt-Wirtschafts-Archiv
1
Hamburgisches WeltWirtschaftsInstitut
1
IMF Institute
1
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Journal of econometrics
119
Applied economics
107
Economic modelling
101
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
98
Applied economics letters
80
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
79
International journal of forecasting
77
Economics letters
73
CESifo working papers
69
Discussion paper / Tinbergen Institute
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
62
Energy economics
61
Working paper
53
Journal of forecasting
51
International review of economics & finance : IREF
44
Econometric reviews
42
Finance research letters
36
Journal of applied econometrics
36
The North American journal of economics and finance : a journal of financial economics studies
35
Journal of empirical finance
34
Economics and finance working paper series
32
Journal of economic dynamics & control
32
Macroeconomic dynamics
29
The empirical economics letters : a monthly international journal of economics
29
Applied financial economics
28
Discussion papers / Deutsches Institut für Wirtschaftsforschung
28
International journal of finance & economics : IJFE
28
Working paper / Department of Econometrics and Business Statistics, Monash University
28
Computational economics
27
Empirical economics : a quarterly journal of the Institute for Advanced Studies
27
Journal of banking & finance
27
CAMA working paper series
26
Journal of macroeconomics
26
CREATES research paper
25
Journal of international money and finance
25
Research in international business and finance
24
International review of financial analysis
23
Journal of financial econometrics
23
Journal of risk and financial management : JRFM
22
Cambridge working papers in economics
21
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ECONIS (ZBW)
5,804
RePEc
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Other ZBW resources
1
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1
Fractional integration in daily stock market indices at Jordan's Amman stock exchange
Al-Shboul, Mohammad
;
Anwar, Sajid
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 16-37
Persistent link: https://www.econbiz.de/10011672875
Saved in:
2
The random walk theory and stock prices : evidence from Johannesburg stock exchange
Chitenderu, Tafadzwa T.
;
Maredza, Andrew
;
Sibanda, Kin
- In:
International business and economics research journal
13
(
2014
)
6
,
pp. 1241-1249
Persistent link: https://www.econbiz.de/10011279840
Saved in:
3
How does electronic trading affect efficiency of stock market and conditional volatility? : evidence from Toronto Stock Exchange
Dutta, Shantanu
;
Essaddam, Naceur
;
Kumar, Vinod
;
Saadi, …
- In:
Research in international business and finance
39
(
2017
),
pp. 867-877
Persistent link: https://www.econbiz.de/10011912398
Saved in:
4
Return predictability and efficiency in Bombay stock exchange
Bhattacharya, Mousumi
;
Bhattacharya, Sharad Nath
- In:
The empirical economics letters : a monthly …
16
(
2017
)
5
,
pp. 387-399
Persistent link: https://www.econbiz.de/10011802078
Saved in:
5
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:
6
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:
7
Box-Jenkins modeling of Greek stock prices data
Dritsaki, Chaido
- In:
International journal of economics and financial issues …
5
(
2015
)
3
,
pp. 740-747
Persistent link: https://www.econbiz.de/10011454204
Saved in:
8
New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach
Tiwari, Aviral Kumar
;
Phouphet Kyophilavong
- In:
Economic modelling
43
(
2014
),
pp. 38-41
Persistent link: https://www.econbiz.de/10010500991
Saved in:
9
Long-memory models in testing the efficiency market hypothesis of the algerian exchange market
Benzai, Yassine
;
Aouad, Hadjar Soumia
;
Djellouli, Nassima
- In:
Management dynamics in the knowledge economy
10
(
2022
)
4/38
,
pp. 376-390
Persistent link: https://www.econbiz.de/10013499339
Saved in:
10
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
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