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~subject:"Time series analysis"
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Time series analysis
Theorie
625,586
Theory
610,684
Schätzung
131,057
Estimation
124,933
USA
62,721
United States
60,790
Börsenkurs
52,510
Share price
50,984
Prognoseverfahren
41,227
Forecasting model
40,233
Welt
39,869
Kapitaleinkommen
39,391
Capital income
39,291
World
38,667
Deutschland
38,039
Germany
34,861
Geldpolitik
28,359
Monetary policy
27,401
Portfolio-Management
25,501
Portfolio selection
25,237
Volatilität
24,797
Volatility
24,356
Risiko
22,270
Risk
22,062
Wirtschaftswachstum
21,088
Economic growth
20,184
Aktienmarkt
20,141
Stock market
19,882
Zeitreihenanalyse
19,250
Mathematische Optimierung
17,045
Mathematical programming
16,938
EU-Staaten
16,826
EU countries
16,118
Schätztheorie
15,991
Estimation theory
15,570
Wirkungsanalyse
14,530
CAPM
14,313
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6,220
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1
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Gil-Alaña, Luis A.
249
Caporale, Guglielmo Maria
203
Franses, Philip Hans
168
Koopman, Siem Jan
158
Phillips, Peter C. B.
136
Gupta, Rangan
98
Pesaran, M. Hashem
97
McAleer, Michael
93
Koop, Gary
91
Teräsvirta, Timo
87
Lütkepohl, Helmut
85
Kapetanios, George
80
Hyndman, Rob J.
79
Härdle, Wolfgang
79
Sibbertsen, Philipp
74
Gao, Jiti
66
Swanson, Norman R.
66
Harvey, Andrew C.
63
Marcellino, Massimiliano
61
Lucas, André
60
Kunst, Robert M.
59
Ravazzolo, Francesco
57
Maravall Herrero, Agustín
56
Dijk, Herman K. van
55
Engle, Robert F.
55
Granger, C. W. J.
53
Hassler, Uwe
53
Stock, James H.
53
Taylor, Robert
52
Ghysels, Eric
51
Hallin, Marc
51
Hendry, David F.
51
Timmermann, Allan
51
Bauwens, Luc
50
Proietti, Tommaso
50
Watson, Mark W.
49
Lux, Thomas
46
Dijk, Dick van
45
Perron, Pierre
43
Robinson, Peter M.
43
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National Bureau of Economic Research
95
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
52
Ekonomiska forskningsinstitutet <Stockholm>
47
European University Institute / Department of Economics
31
Umeå universitet
12
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Econometrisch Instituut <Rotterdam>
8
Escola de Pós-Graduação em Economia <Rio de Janeiro>
7
European University Institute / Department of Law
7
Gottfried Wilhelm Leibniz Universität Hannover
7
Umeå Universitet / Institutionen för Nationalekonomi
7
University of Strathclyde / Department of Economics
7
Centre for Analytical Finance <Århus>
6
Centre for Quantitative Economics & Computing
6
Christian-Albrechts-Universität zu Kiel
6
London School of Economics and Political Science
6
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
6
Federal Reserve Bank of St. Louis
4
Institut für Höhere Studien
4
Institut für Weltwirtschaft
4
Organisation for Economic Co-operation and Development
4
Rutgers University / Department of Economics
4
University of Cambridge / Department of Applied Economics
4
University of Canterbury / Dept. of Economics and Finance
4
University of Exeter / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Australien / Bureau of Statistics
3
Birkbeck College / Department of Economics
3
Center for Economic Research <Tilburg>
3
Københavns Universitet / Økonomisk Institut
3
Loughborough University / Department of Economics
3
Norges Bank / Utredningsavdelingen
3
Pontifícia Universidade Católica do Rio de Janeiro / Departamento de Economia
3
School of Finance and Business Economics <Perth, Western Australia>
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
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International journal of forecasting
497
Journal of econometrics
430
Economics letters
326
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
314
Journal of forecasting
301
Discussion paper / Tinbergen Institute
226
Economic modelling
204
Econometric theory
202
Applied economics
201
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
167
Econometric reviews
159
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
144
Applied economics letters
140
Energy economics
133
Working paper / Department of Econometrics and Business Statistics, Monash University
131
Working paper
126
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
113
CESifo working papers
109
Journal of applied econometrics
108
Computational economics
99
CREATES research paper
96
Journal of empirical finance
88
Journal of economic dynamics & control
84
Finance research letters
83
NBER Working Paper
80
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
79
NBER working paper series
79
Working paper / National Bureau of Economic Research, Inc.
72
International review of economics & finance : IREF
66
Econometrics : open access journal
64
Oxford bulletin of economics and statistics
63
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
62
Journal of macroeconomics
62
The North American journal of economics and finance : a journal of financial economics studies
61
Cowles Foundation discussion paper
60
The econometrics journal
60
Applied financial economics
59
Journal of risk and financial management : JRFM
59
CAMA working paper series
58
European journal of operational research : EJOR
58
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Source
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ECONIS (ZBW)
18,707
RePEc
2
EconStor
1
ArchiDok
1
Other ZBW resources
1
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1
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10
of
18,712
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date (oldest first)
1
Three essays on predictability and seasonality in the cross-section of stock returns
Bogousslavsky, Vincent
-
2017
Persistent link: https://www.econbiz.de/10011903110
Saved in:
2
Essays on financial time series with a focus on high-frequency data
Becker, Janis
-
2020
Persistent link: https://www.econbiz.de/10012225306
Saved in:
3
Stock market
bubbles
and the realized volatility of oil price returns
Gupta, Rangan
;
Nielsen, Joshua
;
Pierdzioch, Christian
- In:
Energy economics
132
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10015047521
Saved in:
4
Risk and return : long-run relations, fractional cointegration, and return predictability
Bollerslev, Tim
;
Osterrieder, Daniela
;
Sizova, Natalia
; …
- In:
Journal of financial economics
108
(
2013
)
2
,
pp. 409-424
Persistent link: https://www.econbiz.de/10009749332
Saved in:
5
The output gap and stock returns : do cyclical fluctuations predict portfolio returns?
Vivian, Andrew
;
Wohar, Mark E.
- In:
International review of financial analysis
26
(
2013
),
pp. 40-50
Persistent link: https://www.econbiz.de/10009717221
Saved in:
6
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:
7
A simple nonlinear predictive model for stock returns
Cai, Biqing
;
Gao, Jiti
-
2017
Persistent link: https://www.econbiz.de/10011782256
Saved in:
8
Examining the sources of excess return predictability : stochastic volatility or market inefficiency?
Lansing, Kevin J.
;
LeRoy, Stephen F.
;
Ma, Jun
-
2018
Persistent link: https://www.econbiz.de/10011977460
Saved in:
9
Tail risk and long memory in financial markets
Nguyen, Duc Binh Benno
-
2018
Persistent link: https://www.econbiz.de/10012173996
Saved in:
10
Examining the sources of excess return predictability : stochastic volatility or market inefficiency?
Lansing, Kevin J.
;
LeRoy, Stephen F.
;
Ma, Jun
- In:
Journal of economic behavior & organization : JEBO
197
(
2022
),
pp. 50-72
Persistent link: https://www.econbiz.de/10013383142
Saved in:
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