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~subject:"Time series analysis"
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Time series analysis
Börsenkurs
52,509
Share price
50,983
Schätztheorie
35,894
Estimation theory
35,267
Aktienmarkt
30,008
Stock market
29,901
Theorie
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Theory
22,142
Finnland
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Kapitaleinkommen
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Schätzung
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Estimation
15,944
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13,227
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13,067
Finland
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USA
11,309
United States
10,991
Zeitreihenanalyse
7,876
Anlageverhalten
6,250
Behavioural finance
6,173
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6,090
Forecasting model
6,005
Ankündigungseffekt
5,832
Announcement effect
5,784
Welt
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CAPM
5,268
World
5,208
Portfolio-Management
4,988
Portfolio selection
4,960
Regressionsanalyse
4,537
Regression analysis
4,524
Finanzmarkt
4,245
Financial market
4,187
ARCH-Modell
4,132
Deutschland
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ARCH model
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Finanzkrise
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Collection of articles of several authors
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French
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Phillips, Peter C. B.
97
Gao, Jiti
76
Caporale, Guglielmo Maria
62
Koopman, Siem Jan
59
Gil-Alaña, Luis A.
50
Lütkepohl, Helmut
47
Johansen, Søren
43
Franses, Philip Hans
41
Teräsvirta, Timo
41
Nielsen, Morten Ørregaard
40
Sibbertsen, Philipp
38
Gupta, Rangan
37
Engle, Robert F.
36
Kapetanios, George
36
Swanson, Norman R.
33
Linton, Oliver
32
Harvey, Andrew C.
30
Koop, Gary
30
Härdle, Wolfgang
29
Lucas, André
28
Lux, Thomas
28
Pesaran, M. Hashem
28
McAleer, Michael
27
Nelson, Daniel B.
27
Perron, Pierre
27
Taylor, Robert
27
Brännäs, Kurt
26
Leybourne, Stephen James
26
Li, Degui
25
Maravall Herrero, Agustín
25
Peng, Bin
25
Stock, James H.
25
Watson, Mark W.
25
Bollerslev, Tim
24
Nielsen, Bent
23
Robinson, Peter M.
23
Chambers, Marcus J.
22
Diebold, Francis X.
22
Haldrup, Niels
22
Tauchen, George Eugene
22
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National Bureau of Economic Research
64
Ekonomiska forskningsinstitutet <Stockholm>
25
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
17
Umeå universitet
12
European University Institute / Department of Economics
11
Centre for Quantitative Economics & Computing
8
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
5
Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
Umeå Universitet / Institutionen för Nationalekonomi
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Birkbeck College / Department of Economics
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State University of New York at Albany / Department of Economics
4
University of Exeter / Department of Economics
4
European University Institute / Department of Law
3
Gottfried Wilhelm Leibniz Universität Hannover
3
London School of Economics and Political Science
3
School of Finance and Business Economics <Perth, Western Australia>
3
University of New England / Department of Econometrics
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Center for Economic Research <Tilburg>
2
Christian-Albrechts-Universität zu Kiel
2
Econometrisch Instituut <Rotterdam>
2
Federal Reserve Bank of San Francisco
2
Federal Reserve System / Board of Governors
2
Federal Reserve System / Division of Research and Statistics
2
International Symposium in Economic Theory and Econometrics <5, 1988, Durham, NC>
2
Internationaler Währungsfonds / Western Hemisphere Department
2
Københavns Universitet / Økonomisk Institut
2
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
2
Nationalekonomiska Institutionen <Lund>
2
Suntory-Toyota International Centre for Economics and Related Disciplines
2
Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
2
University of Chicago / Center for Research in Security Prices
2
University of Chicago / Graduate School of Business
2
University of Warwick / Department of Economics
2
Universität Basel / Institut für Statistik und Ökonometrie
2
Amsterdams Instituut voor ArbeidsStudies
1
Australasian Economic Modelling Conference <1992, Cairns>
1
Australian National University / Faculty of Economics and Commerce
1
Banque de France / Direction des Etudes Economiques et de la Recherche
1
Centre for Analytical Finance <Århus>
1
Centre for International Economic Studies
1
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Journal of econometrics
322
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
164
Econometric theory
161
Economics letters
153
Discussion paper / Tinbergen Institute
114
Econometric reviews
92
International journal of forecasting
77
Working paper / Department of Econometrics and Business Statistics, Monash University
71
Journal of forecasting
67
CREATES research paper
64
Economic modelling
63
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Applied economics letters
58
Econometrics : open access journal
57
Applied economics
56
Journal of empirical finance
55
NBER Working Paper
49
Computational economics
48
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
42
NBER working paper series
42
Cowles Foundation discussion paper
41
Finance research letters
41
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
SFB 649 discussion paper
40
The econometrics journal
40
Journal of time series econometrics
39
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
38
Journal of risk and financial management : JRFM
35
Journal of applied econometrics
34
Journal of the American Statistical Association : JASA
34
Energy economics
32
Working paper / National Bureau of Economic Research, Inc.
32
Working paper
30
Journal of financial econometrics : official journal of the Society for Financial Econometrics
29
Applied financial economics
28
CESifo working papers
28
Discussion paper / Centre for Economic Forecasting
28
EUI working paper / ECO
27
Journal of economic dynamics & control
27
Série des documents de travail / Centre de Recherche en Économie et Statistique
27
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ECONIS (ZBW)
7,742
EconStor
1
ArchiDok
1
Other ZBW resources
1
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1
Cointegration and causality of stock markets in two small open economies and their major trading partner nations
Malkamäki, Markku
-
1992
Persistent link: https://www.econbiz.de/10000136069
Saved in:
2
Elements of volatility at high frequency
Vuorenmaa, Tommi A.
-
2008
Persistent link: https://www.econbiz.de/10003752381
Saved in:
3
Cointegration and causality of stock markets in two small open economies and their major trading partner nations
Malkamäki, Markku R. J.
-
1992
Persistent link: https://www.econbiz.de/10000839839
Saved in:
4
Tests for market model instability : an empirical comparison of tests using recursive residuals
Knif, Johan
-
1988
Persistent link: https://www.econbiz.de/10000126783
Saved in:
5
Long-run relationship between Islamic stock returns and macroeconomic variables : an application of the autoregressive distributed lag model
Majid, Muhammad Shabri Abdul
;
Rosylin Mohd. Yusof
- In:
Humanomics
25
(
2009
)
2
,
pp. 127-141
Persistent link: https://www.econbiz.de/10003903018
Saved in:
6
Comparison of alternative ACD models via density and interval forecasts : evidence from the Australian stock market
Allen, David E.
;
Lazarov, Zdravetz N.
;
McAleer, Michael
; …
-
2007
Persistent link: https://www.econbiz.de/10003477122
Saved in:
7
Co-movements of the Indian stock market
Sudhakar, Aare
;
Sireesha, P. Bhanu
- In:
GITAM journal of management : a quarterly publication …
13
(
2015
)
2
,
pp. 40-59
Persistent link: https://www.econbiz.de/10011398114
Saved in:
8
Relationship between conditional volatility of domestic macroeconomic factors and conditional stock market volatility : some further evidence from India
Kumari, Jyoti
;
Mahakud, Jitendra
- In:
Asia-Pacific financial markets
22
(
2015
)
1
,
pp. 87-111
Persistent link: https://www.econbiz.de/10010511544
Saved in:
9
Common trends and common cycles in stock markets
Narayan, Paresh Kumar
;
Thuraisamy, Kannan Sivananthan
- In:
Economic modelling
35
(
2013
),
pp. 472-476
Persistent link: https://www.econbiz.de/10010336775
Saved in:
10
Random walks and market efficiency : evidence from Indian stock market
Tripathy, Nalini Prava
- In:
International journal of economics and business research
6
(
2013
)
2
,
pp. 210-228
Persistent link: https://www.econbiz.de/10010351158
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