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Time series analysis
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Franses, Philip Hans
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92
Härdle, Wolfgang
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Lütkepohl, Helmut
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68
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58
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57
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46
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Hallin, Marc
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44
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43
Taylor, Robert
42
Ghysels, Eric
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Perron, Pierre
41
Gao, Jiti
40
Hendry, David F.
40
Timmermann, Allan
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Mills, Terence C.
39
Robinson, Peter M.
39
Saikkonen, Pentti
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Stock, James H.
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Feng, Yuanhua
37
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37
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Shakai-Keizai-Kenkyūsho <Osaka>
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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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Australien / Bureau of Statistics
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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>
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De Gruyter Oldenbourg
2
Econometric Society
2
Eric Cuvillier <Firma>
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Journal of econometrics
329
International journal of forecasting
320
Economics letters
278
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
240
Journal of forecasting
225
Econometric theory
190
Discussion paper / Tinbergen Institute
174
Econometric reviews
133
Applied economics
117
Economic modelling
114
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
96
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
96
Journal of applied econometrics
89
Computational economics
79
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Applied economics letters
74
CREATES research paper
74
Working paper
74
Journal of economic dynamics & control
68
Energy economics
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
NBER Working Paper
60
Journal of empirical finance
58
Working paper / National Bureau of Economic Research, Inc.
58
NBER working paper series
57
Cowles Foundation discussion paper
55
Oxford bulletin of economics and statistics
53
CESifo working papers
52
The econometrics journal
50
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
European journal of operational research : EJOR
48
SFB 649 discussion paper
48
Discussion papers of interdisciplinary research project 373
45
EUI working paper / ECO
44
Econometrics : open access journal
43
Discussion paper / Center for Economic Research, Tilburg University
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Finance research letters
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ECONIS (ZBW)
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Risk
, mispricing, and asset allocation : conditioning on
dividend
yield
Shanken, Jay
;
Tamayo, Ane
-
2001
Persistent link: https://www.econbiz.de/10001632875
Saved in:
2
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10008669351
Saved in:
3
Crude oil hedging strategies using dynamic multivariate GARCH
Roengchai Tansuchat
;
Chang, Chia-Lin
;
McAleer, Michael
-
2010
Persistent link: https://www.econbiz.de/10003987324
Saved in:
4
Non-stationarity as a central aspect of financial markets
Schmitt, Thilo A.
-
2014
Persistent link: https://www.econbiz.de/10010526646
Saved in:
5
Crude oil hedging strategies using dynamic multivariate GARCH
Chang, Chia-Lin
;
McAleer, Michael
;
Roengchai Tansuchat
- In:
Energy economics
33
(
2011
)
5
,
pp. 912-923
Persistent link: https://www.econbiz.de/10009382992
Saved in:
6
Computational finance 1999 : selection of papers presented at Computational Finance '99 at the Stern School of Business, New York University, in January 1999
Abu-Mostafa, Yaser S.
(
ed.
)
-
2000
Persistent link: https://www.econbiz.de/10001387916
Saved in:
7
Special issue: Symposium on computational finance
Jensen, Bjarne Astrup
(
contributor
)
-
2000
Persistent link: https://www.econbiz.de/10001653140
Saved in:
8
Applying hybrid ARIMA-SGARCH in algorithmic investment strategies on S&P 500 Index
Nguyen Vo
;
Ślepaczuk, Robert
-
2021
Persistent link: https://www.econbiz.de/10012816706
Saved in:
9
Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
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10
Stock market portfolio construction : a four-stage model based on Fractal analysis
Ghosh, Indranil
;
Chaudhuri, Tamal D.
- In:
South Asian journal of management : SAJM
25
(
2018
)
4
,
pp. 117-149
Persistent link: https://www.econbiz.de/10012011628
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