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~subject:"Time series analysis"
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Time series analysis
Theorie
622,210
Theory
607,123
Schätzung
130,373
Estimation
124,215
USA
57,515
United States
55,507
Portfolio-Management
43,694
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41,071
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38,025
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22,509
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22,422
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22,178
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21,664
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21,286
Wirtschaftswachstum
20,570
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20,086
Capital income
20,026
Economic growth
19,526
Prognoseverfahren
18,408
Forecasting model
18,027
Volatilität
17,876
Volatility
17,479
Mathematische Optimierung
17,180
Mathematical programming
17,074
EU-Staaten
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Zeitreihenanalyse
16,358
EU countries
15,755
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14,629
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Gil-Alaña, Luis A.
232
Caporale, Guglielmo Maria
193
Franses, Philip Hans
155
Koopman, Siem Jan
139
Phillips, Peter C. B.
129
Koop, Gary
82
Pesaran, M. Hashem
81
Lütkepohl, Helmut
80
McAleer, Michael
77
Härdle, Wolfgang
75
Teräsvirta, Timo
74
Sibbertsen, Philipp
67
Gao, Jiti
66
Gupta, Rangan
64
Kunst, Robert M.
59
Harvey, Andrew C.
58
Lucas, André
57
Swanson, Norman R.
57
Maravall Herrero, Agustín
55
Hyndman, Rob J.
54
Kapetanios, George
54
Hassler, Uwe
53
Taylor, Robert
52
Dijk, Herman K. van
50
Granger, C. W. J.
50
Marcellino, Massimiliano
49
Engle, Robert F.
48
Hallin, Marc
46
Bauwens, Luc
45
Ghysels, Eric
45
Stock, James H.
44
Proietti, Tommaso
43
Perron, Pierre
42
Lux, Thomas
41
Mills, Terence C.
41
Robinson, Peter M.
41
Breitung, Jörg
40
Hendry, David F.
40
Ravazzolo, Francesco
40
Saikkonen, Pentti
40
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National Bureau of Economic Research
75
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
51
Ekonomiska forskningsinstitutet <Stockholm>
46
European University Institute / Department of Economics
31
Umeå universitet
12
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
8
Econometrisch Instituut <Rotterdam>
8
Escola de Pós-Graduação em Economia <Rio de Janeiro>
7
Gottfried Wilhelm Leibniz Universität Hannover
7
Umeå Universitet / Institutionen för Nationalekonomi
7
University of Strathclyde / Department of Economics
7
Centre for Analytical Finance <Århus>
6
Centre for Quantitative Economics & Computing
6
Christian-Albrechts-Universität zu Kiel
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Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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European University Institute / Department of Law
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London School of Economics and Political Science
5
Institut für Höhere Studien
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Institut für Weltwirtschaft
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Organisation for Economic Co-operation and Development
4
University of Cambridge / Department of Applied Economics
4
University of Exeter / Department of Economics
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Universität Basel / Institut für Statistik und Ökonometrie
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Aarhus Universitet / Afdeling for Nationaløkonomi
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Australian National University / Faculty of Economics and Commerce
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Australien / Bureau of Statistics
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Birkbeck College / Department of Economics
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Center for Economic Research <Tilburg>
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Federal Reserve Bank of St. Louis
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Københavns Universitet / Økonomisk Institut
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Loughborough University / Department of Economics
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 New England / Department of Econometrics
3
University of Southampton / Department of Economics
3
Université de Montréal / Département de sciences économiques
3
Bank of Canada
2
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Journal of econometrics
390
International journal of forecasting
344
Economics letters
309
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
280
Journal of forecasting
243
Discussion paper / Tinbergen Institute
209
Econometric theory
198
Applied economics
173
Economic modelling
173
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
154
Econometric reviews
149
Applied economics letters
128
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
123
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
106
Working paper
105
Working paper / Department of Econometrics and Business Statistics, Monash University
105
Journal of applied econometrics
100
CESifo working papers
95
Energy economics
93
Computational economics
89
CREATES research paper
82
Journal of economic dynamics & control
79
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
78
Journal of empirical finance
71
NBER Working Paper
67
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
62
Working paper / National Bureau of Economic Research, Inc.
62
EUI working paper / ECO
61
NBER working paper series
61
Oxford bulletin of economics and statistics
60
Cowles Foundation discussion paper
56
Journal of macroeconomics
56
Econometrics : open access journal
55
Finance research letters
54
SFB 649 discussion paper
54
The econometrics journal
53
Discussion papers of interdisciplinary research project 373
51
International review of economics & finance : IREF
51
The North American journal of economics and finance : a journal of financial economics studies
51
Série des documents de travail / Centre de Recherche en Économie et Statistique
50
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Source
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ECONIS (ZBW)
15,872
RePEc
2
EconStor
1
ArchiDok
1
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1
Measuring the speed of convergence of stock prices : a nonparametric and nonlinear approach
Kim, Hyeongwoo
;
Ryu, Deockhyun
- In:
Economic modelling
51
(
2015
),
pp. 227-241
Persistent link: https://www.econbiz.de/10011475887
Saved in:
2
Three essays in applied empirical economics : the financing of governments, corporations and households
Ebner, André
-
2009
Persistent link: https://www.econbiz.de/10003959165
Saved in:
3
Examining the sources of excess return predictability : stochastic volatility or market inefficiency?
Lansing, Kevin J.
;
LeRoy, Stephen F.
;
Ma, Jun
-
2018
Persistent link: https://www.econbiz.de/10011977460
Saved in:
4
Risk adjusted momentum strategies : a comparison between constant and dynamic volatility scaling approaches
Fan, Minyou
;
Li, Youwei
;
Liu, Jiadong
- In:
Research in international business and finance
46
(
2018
),
pp. 131-140
Persistent link: https://www.econbiz.de/10011983588
Saved in:
5
Determinants of equity mutual fund flows : evidence from the fund flow dynamics between Hong Kong and global markets
Fong, Tom
;
Sze, Kin Wan
;
Ho, Ho Cheung
- In:
Journal of international financial markets, …
57
(
2018
),
pp. 231-247
Persistent link: https://www.econbiz.de/10012127630
Saved in:
6
Re-examining differences between momentum and time series momentum among individual stocks
Mu, Yuandong
;
He, Chaohua
- In:
Applied economics letters
26
(
2019
)
18
,
pp. 1537-1543
Persistent link: https://www.econbiz.de/10012204837
Saved in:
7
The trend is your friend : time-series momentum strategies across equity and commodity markets
Georgopoulou, Athina
;
Wang, Jiaguo
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
4
,
pp. 1557-1592
Persistent link: https://www.econbiz.de/10011804328
Saved in:
8
The real-life performance of market timing with moving average and time-series momentum rules
Zakamulin, Valeriy
- In:
The journal of asset management
15
(
2014
)
4
,
pp. 261-278
Persistent link: https://www.econbiz.de/10010476240
Saved in:
9
Dynamic time series momentum of cryptocurrencies
Borgards, Oliver
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822211
Saved in:
10
The role of momentum, sentiment, and economic fundamentals in forecasting bear stock market
Chen, Yi-ting
;
Vincent, Kendro
- In:
Journal of forecasting
35
(
2016
)
6
,
pp. 504-527
Persistent link: https://www.econbiz.de/10011594746
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