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Time series analysis
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Gil-Alaña, Luis A.
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McAleer, Michael
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58
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58
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56
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55
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55
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53
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51
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50
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50
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49
Hallin, Marc
48
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48
Dijk, Herman K. van
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Hassler, Uwe
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Lux, Thomas
46
Bauwens, Luc
45
Dijk, Dick van
43
Ghysels, Eric
43
Proietti, Tommaso
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Perron, Pierre
42
Saikkonen, Pentti
41
Timmermann, Allan
41
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41
Feng, Yuanhua
40
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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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Center for Economic Research <Tilburg>
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Conference Nonlinear Dynamics and Economics <1992, Florenz>
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
2
De Gruyter Oldenbourg
2
Econometric Society
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Journal of econometrics
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Economics letters
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274
Journal of forecasting
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Discussion paper / Tinbergen Institute
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Econometric theory
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Econometric reviews
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Economic modelling
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Applied economics
134
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Energy economics
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
103
Journal of applied econometrics
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CREATES research paper
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Working paper
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Applied economics letters
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Working paper / Department of Econometrics and Business Statistics, Monash University
89
Computational economics
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Journal of empirical finance
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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
79
Finance research letters
77
Journal of economic dynamics & control
76
Working paper / National Bureau of Economic Research, Inc.
66
NBER Working Paper
65
NBER working paper series
63
CESifo working papers
62
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Cowles Foundation discussion paper
57
The econometrics journal
57
Oxford bulletin of economics and statistics
56
International review of financial analysis
55
Econometrics : open access journal
54
International review of economics & finance : IREF
54
The North American journal of economics and finance : a journal of financial economics studies
52
SFB 649 discussion paper
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
51
Discussion papers of interdisciplinary research project 373
48
European journal of operational research : EJOR
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ECONIS (ZBW)
14,944
RePEc
2
EconStor
1
ArchiDok
1
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1
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10
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14,948
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date (newest first)
date (oldest first)
1
Breaking bad trends
Goulding, Christian L.
;
Harvey, Campbell R.
;
Mazzoleni, …
- In:
Financial analysts journal : FAJ
80
(
2024
)
1
,
pp. 84-98
Persistent link: https://www.econbiz.de/10014576152
Saved in:
2
Momentum turning points
Goulding, Christian L.
;
Harvey, Campbell R.
;
Mazzoleni, …
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 378-406
Persistent link: https://www.econbiz.de/10014419608
Saved in:
3
Time
series reversal in trend-following strategies
Liu, Jiadong
;
Papailias, Fotis
- In:
European financial management : the journal of the …
29
(
2023
)
1
,
pp. 76-108
Persistent link: https://www.econbiz.de/10014253882
Saved in:
4
Risk factor exposure variation and mutual fund performance
Ammann, Manuel
;
Fischer, Sebastian
;
Weigert, Florian
-
2018
fund's forced trading through investor flows. We conclude that fund managers voluntarily attempt to
time
risk factors, but …
Persistent link: https://www.econbiz.de/10011906504
Saved in:
5
Zeitparametervariable Analyse und Visualisierung von Finanzdaten : Methoden der Investmentprozessbegleitung fondsgebundener Anlageformen
Schelwies, Norman
-
2008
-
1. Aufl.
Viele aktive Entscheidungen bei der Anlage in Wertpapieren werden auf Basis von Informationen getroffen, die mit Hilfe empirischer Analysen historischer Finanzdaten gewonnen wurden. Leider sind die meisten Ergebnisse dieser Analysen sehr anfällig gegenüber einer Änderung der Zeitparameter,...
Persistent link: https://www.econbiz.de/10003678800
Saved in:
6
The real-life performance of market timing with moving average and
time
-series momentum rules
Zakamulin, Valeriy
- In:
The journal of asset management
15
(
2014
)
4
,
pp. 261-278
Persistent link: https://www.econbiz.de/10010476240
Saved in:
7
Improving market timing of
time
series momentum in the Chinese stock market
Qin, Yafeng
;
Pan, Guoyao
;
Bai, Min
- In:
Applied economics
52
(
2020
)
43
,
pp. 4711-4725
Persistent link: https://www.econbiz.de/10012298683
Saved in:
8
Time
series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
9
Intraday
time
-series momentum and investor trading behavior
Onishchenko, Olena
;
Zhao, Jing
;
Kuruppuarachchi, Duminda
; …
- In:
Journal of behavioral and experimental finance
31
(
2021
),
pp. 1-8
Persistent link: https://www.econbiz.de/10012815827
Saved in:
10
Determinants of equity mutual fund flows : evidence from the fund flow dynamics between Hong Kong and global markets
Fong, Tom
;
Sze, Kin Wan
;
Ho, Ho Cheung
- In:
Journal of international financial markets, …
57
(
2018
),
pp. 231-247
Persistent link: https://www.econbiz.de/10012127630
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