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~subject:"Time series analysis"
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Time series analysis
Theorie
623,792
Theory
608,888
USA
52,779
Börsenkurs
52,357
United States
51,221
Share price
50,831
Schätzung
41,505
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40,810
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40,542
Estimation
40,515
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Welt
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26,184
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24,329
Kapitaleinkommen
23,225
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23,159
Portfolio-Management
22,460
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22,226
Risiko
20,820
Risk
20,660
Asymmetrische Information
20,629
Asymmetric information
20,525
Aktienmarkt
19,028
Stock market
18,776
Prognoseverfahren
18,249
Forecasting model
17,939
Mathematische Optimierung
16,944
Mathematical programming
16,839
Wirtschaftswachstum
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Economic growth
16,096
Zeitreihenanalyse
15,498
Spieltheorie
14,373
EU-Staaten
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Gil-Alaña, Luis A.
155
Caporale, Guglielmo Maria
140
Franses, Philip Hans
138
Koopman, Siem Jan
137
Phillips, Peter C. B.
129
McAleer, Michael
90
Härdle, Wolfgang
79
Teräsvirta, Timo
77
Koop, Gary
73
Lütkepohl, Helmut
72
Pesaran, M. Hashem
72
Sibbertsen, Philipp
65
Lucas, André
58
Harvey, Andrew C.
57
Engle, Robert F.
56
Maravall Herrero, Agustín
56
Swanson, Norman R.
54
Gupta, Rangan
52
Taylor, Robert
52
Gao, Jiti
51
Granger, C. W. J.
51
Hyndman, Rob J.
51
Kunst, Robert M.
50
Dijk, Herman K. van
48
Hallin, Marc
48
Marcellino, Massimiliano
48
Stock, James H.
48
Ghysels, Eric
47
Hassler, Uwe
47
Bauwens, Luc
46
Lux, Thomas
46
Dijk, Dick van
44
Kapetanios, George
43
Proietti, Tommaso
43
Mills, Terence C.
42
Perron, Pierre
42
Timmermann, Allan
42
Feng, Yuanhua
41
Robinson, Peter M.
41
Saikkonen, Pentti
41
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National Bureau of Economic Research
82
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
48
Ekonomiska forskningsinstitutet <Stockholm>
44
European University Institute / Department of Economics
31
Umeå universitet
11
Econometrisch Instituut <Rotterdam>
10
Centre for Analytical Finance <Århus>
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Escola de Pós-Graduação em Economia <Rio de Janeiro>
7
Gottfried Wilhelm Leibniz Universität Hannover
7
Centre for Quantitative Economics & Computing
6
Umeå Universitet / Institutionen för Nationalekonomi
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University of Strathclyde / Department of Economics
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Christian-Albrechts-Universität zu Kiel
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European University Institute / Department of Law
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London School of Economics and Political Science
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Centre for Growth and Business Cycle Research <Manchester>
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Institut für Höhere Studien
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University of Cambridge / Department of Applied Economics
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University of Exeter / Department of Economics
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Universität Basel / Institut für Statistik und Ökonometrie
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Australian National University / Faculty of Economics and Commerce
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Birkbeck College / Department of Economics
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Institut für Weltwirtschaft
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Norges Bank / Utredningsavdelingen
3
Organisation for Economic Co-operation and Development
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
University of Southampton / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
Australien / Bureau of Statistics
2
Carleton University / Department of Economics
2
Center for Economic Research <Tilburg>
2
Columbia University / Department of Economics
2
Conference Nonlinear Dynamics and Economics <1992, Florenz>
2
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Journal of econometrics
394
International journal of forecasting
337
Economics letters
299
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
271
Journal of forecasting
238
Discussion paper / Tinbergen Institute
207
Econometric theory
198
Economic modelling
153
Econometric reviews
151
Applied economics
140
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
122
Energy economics
117
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
105
Journal of applied econometrics
95
Working paper / Department of Econometrics and Business Statistics, Monash University
91
CREATES research paper
90
Working paper
89
Applied economics letters
86
Computational economics
85
Journal of empirical finance
84
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
79
Journal of economic dynamics & control
77
Finance research letters
71
NBER Working Paper
71
NBER working paper series
68
Working paper / National Bureau of Economic Research, Inc.
66
CESifo working papers
64
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
International review of economics & finance : IREF
58
Cowles Foundation discussion paper
57
Oxford bulletin of economics and statistics
56
The econometrics journal
55
Econometrics : open access journal
53
The North American journal of economics and finance : a journal of financial economics studies
53
Journal of banking & finance
52
SFB 649 discussion paper
52
International review of financial analysis
51
Journal of risk and financial management : JRFM
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
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Source
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ECONIS (ZBW)
15,067
RePEc
3
EconStor
1
ArchiDok
1
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1
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15,072
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1
Artificial long memory effects in two agent-based asset pricing models
Franke, Reiner
-
2008
long memory completely disappears. --
Volatility
clustering ; Autocorrelations of returns ; Fundamentalists and …
Persistent link: https://www.econbiz.de/10003738658
Saved in:
2
A nonlinear structural model for
volatility
clustering
Gaunersdorfer, Andrea
;
Hommes, Cars H.
- In:
Long memory in economics : with 50 tables
,
(pp. 265-288)
.
2006
Persistent link: https://www.econbiz.de/10003375647
Saved in:
3
Quantifying
volatility
clustering in financial time series
Tseng, Jie-jun
;
Li, Sai-ping
- In:
International review of financial analysis
23
(
2012
),
pp. 11-19
Persistent link: https://www.econbiz.de/10009690145
Saved in:
4
The distribution of index futures realised
volatility
under seasonality and microstructure noise
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
Economic modelling
93
(
2020
),
pp. 398-414
Persistent link: https://www.econbiz.de/10012430196
Saved in:
5
Filtration enlargement-based time series forecast in view of insider trading
Bennett, Luke M.
;
Hu, Wei
- In:
Journal of economic surveys
37
(
2023
)
1
,
pp. 112-140
Persistent link: https://www.econbiz.de/10014287808
Saved in:
6
Multifractal models, intertrade durations and return
volatility
Segnon, Mawuli
-
2015
Persistent link: https://www.econbiz.de/10011299266
Saved in:
7
On the correlation structure of microstructure noise : a financial economic approach
Diebold, Francis X.
;
Strasser, Georg
- In:
The review of economic studies
80
(
2013
)
4
,
pp. 1304-1337
Persistent link: https://www.econbiz.de/10010202113
Saved in:
8
Classification of flash crashes using the Hawkes(p,q) framework
Wehrli, Alexander
;
Sornette, Didier
- In:
Quantitative finance
22
(
2022
)
2
,
pp. 213-240
Persistent link: https://www.econbiz.de/10013167733
Saved in:
9
Autoregressive conditional duration models for high frequency financial data : an empirical study on mid cap exchange traded funds
Nunkoo, Houmera Bibi Sabera
;
Gonpot, Preethee Nunkoo
; …
- In:
Studies in economics and finance
39
(
2022
)
1
,
pp. 150-173
Persistent link: https://www.econbiz.de/10012798505
Saved in:
10
Nonparametric estimation of large spot
volatility
matrices for high-frequency financial data
Bu, Ruijun
;
Li, Degui
;
Linton, Oliver
;
Wang, Hanchao
-
2022
-
This version: March 16, 2022
Persistent link: https://www.econbiz.de/10013263439
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