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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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Koopman, Siem Jan
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Caporale, Guglielmo Maria
100
Lütkepohl, Helmut
72
Koop, Gary
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Teräsvirta, Timo
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63
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55
Maravall Herrero, Agustín
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53
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Kunst, Robert M.
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Engle, Robert F.
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Bauwens, Luc
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Taylor, Robert
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Kapetanios, George
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Lux, Thomas
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Perron, Pierre
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Timmermann, Allan
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Saikkonen, Pentti
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Hendry, David F.
39
Mills, Terence C.
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Stock, James H.
39
Feng, Yuanhua
38
Gupta, Rangan
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National Bureau of Economic Research
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
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Birkbeck College / Department of Economics
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Norges Bank / Utredningsavdelingen
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Organisation for Economic Co-operation and Development
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School of Finance and Business Economics <Perth, Western Australia>
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Shakai-Keizai-Kenkyūsho <Osaka>
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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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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University of Southampton / Department of Economics
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Université de Montréal / Département de sciences économiques
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Australien / Bureau of Statistics
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Center for Economic Research <Tilburg>
2
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
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Journal of econometrics
355
International journal of forecasting
324
Economics letters
286
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
248
Journal of forecasting
230
Econometric theory
191
Discussion paper / Tinbergen Institute
175
Econometric reviews
134
Economic modelling
129
Applied economics
118
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
106
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
102
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
99
Journal of applied econometrics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
87
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
78
Working paper
77
Computational economics
76
Applied economics letters
74
CREATES research paper
73
Journal of economic dynamics & control
69
Energy economics
66
Journal of empirical finance
65
NBER Working Paper
65
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER working paper series
60
EUI working paper / ECO
58
Working paper / National Bureau of Economic Research, Inc.
58
CESifo working papers
55
Cowles Foundation discussion paper
55
Oxford bulletin of economics and statistics
53
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
Econometrics : open access journal
48
European journal of operational research : EJOR
48
The econometrics journal
48
SFB 649 discussion paper
47
Discussion papers of interdisciplinary research project 373
45
Finance research letters
43
Discussion paper / Center for Economic Research, Tilburg University
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ECONIS (ZBW)
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91
Forecasting stock market volatility and the informational efficiency of the DAX-index options market
Claessen, Holger
-
1996
Persistent link: https://www.econbiz.de/10001410584
Saved in:
92
Some properties of absolute return : an alternative measure of risk
Granger, C. W. J.
- In:
Annales d'économie et de statistique
(
1995
),
pp. 67-91
Persistent link: https://www.econbiz.de/10001333819
Saved in:
93
Testing for non-linearity in intra-day financial series : the cases of two French stocks
Chauveau, Thierry
;
Damon, J.
;
Guégan, Dominique
-
1999
Persistent link: https://www.econbiz.de/10001353646
Saved in:
94
Essays in long memory and stock market volatility
Liu, Ming
-
1996
Persistent link: https://www.econbiz.de/10001353978
Saved in:
95
Scaling and criticality in a stochastic multi-agent model of a financial market
Lux, Thomas
;
Marchesi, Michele
-
1998
Persistent link: https://www.econbiz.de/10001372561
Saved in:
96
The impact of structural breaks on the integration of property and stock markets in South Africa and Australia
Wilson, P. J.
(
contributor
)
- In:
Tydskrif vir studies in ekonomie en ekonometrie : SEE
22
(
1998
)
3
,
pp. 43-70
Persistent link: https://www.econbiz.de/10001379792
Saved in:
97
Validation of volatility models
Magdon-Ismail, Malik
;
Abu-Mostafa, Yaser S.
- In:
Journal of forecasting
17
(
1998
)
5/6
,
pp. 349-368
Persistent link: https://www.econbiz.de/10001363172
Saved in:
98
Stock market prices and long-range dependence
Willinger, Walter
;
Taqqu, Murad S.
;
Teverovsky, Vadim
- In:
Finance and stochastics
3
(
1999
)
1
,
pp. 1-13
Persistent link: https://www.econbiz.de/10001367393
Saved in:
99
Time series multistep-ahead predictability estimation and ranking
Hong, X.
;
Billings, S. A.
- In:
Journal of forecasting
18
(
1999
)
2
,
pp. 139-149
Persistent link: https://www.econbiz.de/10001368237
Saved in:
100
The behavior of random variables with nonstationary variance and the distribution of security prices
Rosenberg, Barr
-
1972
Persistent link: https://www.econbiz.de/10001368376
Saved in:
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