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~subject:"Time series analysis"
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Time series analysis
Theorie
730,902
Theory
715,992
Schätzung
34,934
Welt
34,785
Estimation
34,132
World
34,096
USA
32,398
United States
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Deutschland
24,409
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23,503
Germany
22,899
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22,654
Portfolio selection
22,462
Mathematische Optimierung
19,581
Mathematical programming
19,473
Prognoseverfahren
17,065
Wirtschaftswachstum
16,975
Forecasting model
16,802
Economic growth
16,313
Zeitreihenanalyse
14,082
Börsenkurs
13,957
Share price
13,748
Spieltheorie
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Konsumentenverhalten
13,041
Experiment
12,936
Consumer behaviour
12,890
Game theory
12,768
Innovation
12,409
Einkommensverteilung
12,350
Income distribution
11,972
Asymmetrische Information
11,958
Volatilität
11,903
Finanzmarkt
11,696
Asymmetric information
11,673
Volatility
11,656
Financial market
11,483
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Gil-Alaña, Luis A.
153
Phillips, Peter C. B.
147
Franses, Philip Hans
135
Caporale, Guglielmo Maria
116
Koopman, Siem Jan
109
Lütkepohl, Helmut
80
Härdle, Wolfgang
76
Harvey, Andrew C.
68
Teräsvirta, Timo
68
Pesaran, M. Hashem
63
Granger, C. W. J.
61
Taylor, Robert
58
Maravall Herrero, Agustín
57
Lucas, André
55
McAleer, Michael
55
Dijk, Herman K. van
54
Sibbertsen, Philipp
54
Swanson, Norman R.
53
Hyndman, Rob J.
52
Koop, Gary
52
Proietti, Tommaso
52
Engle, Robert F.
51
Saikkonen, Pentti
51
Kunst, Robert M.
50
Stock, James H.
49
Bauwens, Luc
45
Hassler, Uwe
45
Mills, Terence C.
45
Perron, Pierre
45
Timmermann, Allan
45
Dijk, Dick van
41
Ghysels, Eric
41
Leybourne, Stephen James
41
Diebold, Francis X.
40
Feng, Yuanhua
40
Gao, Jiti
40
Johansen, Søren
40
Watson, Mark W.
40
Breitung, Jörg
38
Haldrup, Niels
38
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National Bureau of Economic Research
89
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
57
Ekonomiska forskningsinstitutet <Stockholm>
47
European University Institute / Department of Economics
32
European Commission / Statistical Office of the European Communities
18
Umeå universitet
11
Centre for Analytical Finance <Århus>
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Econometrisch Instituut <Rotterdam>
7
European Commission / Statistical Office of the European Union
7
Centre for Quantitative Economics & Computing
6
European Commission / Joint Research Centre
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Umeå Universitet / Institutionen för Nationalekonomi
6
Aarhus Universitet / Afdeling for Nationaløkonomi
5
Birkbeck College / Department of Economics
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
European University Institute / Department of Law
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
5
University of Exeter / Department of Economics
5
Institut für Höhere Studien
4
Organisation for Economic Co-operation and Development
4
University of Cambridge / Department of Applied Economics
4
University of Warwick / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Australian National University / Faculty of Economics and Commerce
3
Christian-Albrechts-Universität zu Kiel
3
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
3
Eric Cuvillier <Firma>
3
Federal Reserve System / Board of Governors
3
Gottfried Wilhelm Leibniz Universität Hannover
3
Instituto Valenciano de Investigaciones Económicas
3
Internationaler Währungsfonds / Research Department
3
London School of Economics and Political Science
3
Norges Bank / Utredningsavdelingen
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
University of Southampton / Department of Economics
3
University of Strathclyde / Department of Economics
3
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Journal of econometrics
318
International journal of forecasting
292
Economics letters
260
Journal of forecasting
250
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
227
Econometric theory
210
Discussion paper / Tinbergen Institute
164
Econometric reviews
137
Economic modelling
119
Applied economics
116
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
101
Journal of applied econometrics
93
Applied economics letters
91
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
90
Computational economics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
83
NBER Working Paper
80
Journal of economic dynamics & control
78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
73
Working paper
73
CREATES research paper
72
NBER working paper series
67
Cowles Foundation discussion paper
63
Oxford bulletin of economics and statistics
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Energy economics
58
Journal of empirical finance
58
Working paper / National Bureau of Economic Research, Inc.
58
Discussion papers of interdisciplinary research project 373
57
Série des documents de travail / Centre de Recherche en Économie et Statistique
53
CESifo working papers
52
EUI working paper / ECO
52
Finance research letters
52
The econometrics journal
52
European journal of operational research : EJOR
50
Working papers
46
Journal of macroeconomics
45
Discussion paper / Center for Economic Research, Tilburg University
42
SFB 649 discussion paper
42
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ECONIS (ZBW)
13,704
ArchiDok
2
EconStor
1
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1
Volatility clustering : a nonlinear theoretical approach
He, Xue-zhong
;
Li, Kai
;
Wang, Chuncheng
-
2015
Persistent link: https://www.econbiz.de/10011777504
Saved in:
2
Modelling adaptive complex behaviour with an application to the stock market dynamics : (El Farol problem revisited)
Aparicio Acosta, Felipe M.
-
1998
Persistent link: https://www.econbiz.de/10001398372
Saved in:
3
Bounded rationality, very young financial markets and the EU enlargement
Agapie, Adriana
- In:
East European transition and EU enlargement : a …
,
(pp. 1-17)
.
2002
Persistent link: https://www.econbiz.de/10001686464
Saved in:
4
Volatility clustering : a nonlinear theoretical approach
He, Xue-zhong
;
Li, Kai
;
Wang, Chuncheng
- In:
Journal of economic behavior & organization : JEBO
130
(
2016
),
pp. 274-297
Persistent link: https://www.econbiz.de/10011701919
Saved in:
5
Long memory in financial markets : a heterogeneous agent model perspective
Zheng, Min
;
Liu, Ruipeng
;
Li, Youwei
- In:
International review of financial analysis
58
(
2018
),
pp. 38-51
Persistent link: https://www.econbiz.de/10012006389
Saved in:
6
Quantitative equity investing : techniques and strategies
Fabozzi, Frank J.
;
Focardi, Sergio M.
;
Kolm, Petter N.
-
2010
Persistent link: https://www.econbiz.de/10003898661
Saved in:
7
Is transaction price more value relevant compared to accounting information? : an investigation of a time-series approach
Tswei, Keshin
- In:
Pacific-Basin finance journal
21
(
2013
)
1
,
pp. 1062-1078
Persistent link: https://www.econbiz.de/10009693397
Saved in:
8
Detecting speculative bubbles under considerations of the sign asymmetry and size non-linearity : new international evidence
Chen, Shyh-Wei
;
Xie, Zixiong
- In:
International review of economics & finance : IREF
52
(
2017
),
pp. 188-209
Persistent link: https://www.econbiz.de/10011791338
Saved in:
9
Supplementary Material for 'Asset Pricing Restrictions on Predictability : Frictions Matter'
de Roon, Frans
-
2011
Persistent link: https://www.econbiz.de/10013129967
Saved in:
10
Reducing transaction costs using intraday forecasts of limit order book slopes
Ahabchane, Chahid
;
Cenesizoglu, Tolga
;
Grass, Gunnar
; …
-
2021
Persistent link: https://www.econbiz.de/10012615644
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