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Zeitreihenanalyse
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Franses, Philip Hans
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Gil-Alaña, Luis A.
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Caporale, Guglielmo Maria
98
Lütkepohl, Helmut
72
Koop, Gary
71
Sibbertsen, Philipp
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Härdle, Wolfgang
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Pesaran, M. Hashem
65
Teräsvirta, Timo
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Swanson, Norman R.
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59
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56
Maravall Herrero, Agustín
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55
Hassler, Uwe
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Feng, Yuanhua
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Granger, C. W. J.
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Hyndman, Rob J.
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Dijk, Herman K. van
47
Hallin, Marc
47
Lux, Thomas
47
Marcellino, Massimiliano
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Bauwens, Luc
46
Engle, Robert F.
46
Proietti, Tommaso
43
Kapetanios, George
42
Taylor, Robert
42
Beran, Jan
41
Ghysels, Eric
41
Perron, Pierre
41
Saikkonen, Pentti
41
Timmermann, Allan
41
Gao, Jiti
40
Hendry, David F.
39
Mills, Terence C.
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39
Stock, James H.
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University of Chicago / Center for Research in Security Prices
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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
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International journal of forecasting
317
Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
239
Journal of forecasting
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Econometric theory
190
Discussion paper / Tinbergen Institute
174
Econometric reviews
132
Economic modelling
114
Applied economics
106
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
95
Journal of applied econometrics
90
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Working paper
78
Computational economics
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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
70
CREATES research paper
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Journal of economic dynamics & control
68
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Energy economics
58
NBER Working Paper
58
Working paper / National Bureau of Economic Research, Inc.
57
Cowles Foundation discussion paper
56
Oxford bulletin of economics and statistics
56
Journal of empirical finance
54
NBER working paper series
53
Tinbergen Institute Discussion Paper
51
CESifo working papers
49
Série des documents de travail / Centre de Recherche en Économie et Statistique
49
European journal of operational research : EJOR
48
Finance research letters
48
The econometrics journal
47
Technical Report
46
Discussion papers of interdisciplinary research project 373
45
EUI working paper / ECO
45
SFB 649 discussion paper
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Econometrics : open access journal
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ECONIS (ZBW)
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EconStor
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USB Cologne (business full texts)
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ArchiDok
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RePEc
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USB Cologne (EcoSocSci)
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1
Financial contagion and the TIR-MIDAS model
Ye, Wuyi
;
Jiang, Kunliang
;
Liu, Xiaoquan
- In:
Finance research letters
39
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012805210
Saved in:
2
Multivariate FIAPARCH modelling of financial markets with dynamic correlations in times of crisis
Karanasos, Menelaos
;
Yfanti, Stavroula
;
Karoglou, Michail
- In:
International review of financial analysis
45
(
2016
),
pp. 332-349
Persistent link: https://www.econbiz.de/10011583871
Saved in:
3
Spatial contagion between financial markets : new evidence of asymmetric measures
Miled, Wafa
;
Ftiti, Zied
;
Sahut, Jean-Michel
- In:
Risk management decisions and value under uncertainty
,
(pp. 1183-1220)
.
2022
Persistent link: https://www.econbiz.de/10013342100
Saved in:
4
The contagion between corporate and personal bankruptcy
Pratt, Harlan
;
Demirkan, Sebahattin
- In:
Journal / The Capco Institute : journal of financial …
29
(
2010
),
pp. 115-121
Persistent link: https://www.econbiz.de/10008938260
Saved in:
5
Identification and estimation in an incoherent model of contagion
Massacci, Daniele
(
contributor
)
-
2007
Persistent link: https://www.econbiz.de/10003535851
Saved in:
6
Transmission of the global financial crisis to the East Asian equity markets
Tran Phuong Thao
;
Daly, Kevin James
;
Ellis, Craig
- In:
International journal of economics and finance
5
(
2013
)
5
,
pp. 171-183
Persistent link: https://www.econbiz.de/10009747365
Saved in:
7
Detecting contagion in a multivariate time series system : an application to sovereign bond markets in Europe
Blatt, Dominik
;
Candelon, Bertrand
;
Manner, Hans
- In:
Journal of banking & finance
59
(
2015
),
pp. 1-13
Persistent link: https://www.econbiz.de/10011544252
Saved in:
8
Contagion effect of the oil shock and US financial crisis on the GCC and BRIC countries
Ghorbel, Achraf
;
Boujelbene, Younes
- In:
International journal of energy sector management : IJESM
7
(
2013
)
4
,
pp. 430-447
Persistent link: https://www.econbiz.de/10010222996
Saved in:
9
Contagion among select global equity markets : a time-frequency analysis
Bhandari, Avishek
;
Kamaiah, Bandi
- In:
Global economy journal : GEJ
19
(
2019
)
4
,
pp. 1950023-1-29
Persistent link: https://www.econbiz.de/10012214476
Saved in:
10
A novel estimation of time-varying quantile correlation for financial contagion detection
Ye, Wuyi
;
Li, Mingge
;
Wu, Yuehua
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014225731
Saved in:
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