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~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Theorie
623,300
Theory
608,403
Schätzung
130,796
Estimation
124,673
USA
57,586
United States
55,574
Portfolio-Management
43,884
Portfolio selection
43,540
Deutschland
41,127
Niederlande
38,714
Welt
38,144
Germany
37,177
World
36,959
Geldpolitik
27,084
Monetary policy
26,063
Netherlands
24,263
Anlageverhalten
23,236
Behavioural finance
22,676
Risiko
22,501
Risk
22,265
Börsenkurs
21,783
Share price
21,405
Wirtschaftswachstum
20,637
Kapitaleinkommen
20,207
Capital income
20,147
Economic growth
19,592
Prognoseverfahren
18,481
Forecasting model
18,100
Volatilität
17,971
Volatility
17,576
Mathematische Optimierung
17,304
Mathematical programming
17,198
EU-Staaten
16,487
Time series analysis
15,926
EU countries
15,795
Schätztheorie
14,662
Estimation theory
14,249
Großbritannien
13,955
Experiment
13,932
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Free
5,554
Undetermined
3,121
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Article
8,267
Book / Working Paper
8,139
Journal
1
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Article in journal
7,679
Aufsatz in Zeitschrift
7,679
Working Paper
4,426
Graue Literatur
4,272
Non-commercial literature
4,272
Arbeitspapier
4,039
Hochschulschrift
617
Aufsatz im Buch
523
Book section
523
Thesis
519
Collection of articles of several authors
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Sammelwerk
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Lehrbuch
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125
Sammlung
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Textbook
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Bibliografie enthalten
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Bibliography included
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Aufsatzsammlung
78
Amtsdruckschrift
59
Government document
59
Konferenzschrift
57
Systematic review
54
Übersichtsarbeit
54
Forschungsbericht
43
Conference paper
37
Konferenzbeitrag
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33
Mehrbändiges Werk
20
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Festschrift
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Bibliografie
13
Handbook
11
Handbuch
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7
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English
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German
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French
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Spanish
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Italian
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Portuguese
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Polish
9
Dutch
8
Russian
5
Undetermined
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Czech
2
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Croatian
2
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Gil-Alaña, Luis A.
234
Caporale, Guglielmo Maria
208
Franses, Philip Hans
161
Koopman, Siem Jan
151
Phillips, Peter C. B.
129
Koop, Gary
85
Pesaran, M. Hashem
82
Sibbertsen, Philipp
82
Lütkepohl, Helmut
81
McAleer, Michael
79
Teräsvirta, Timo
78
Härdle, Wolfgang
76
Kunst, Robert M.
71
Gao, Jiti
66
Gupta, Rangan
65
Swanson, Norman R.
65
Lucas, André
62
Hassler, Uwe
59
Kapetanios, George
59
Harvey, Andrew C.
58
Maravall Herrero, Agustín
56
Lux, Thomas
55
Hyndman, Rob J.
54
Feng, Yuanhua
53
Taylor, Robert
52
Marcellino, Massimiliano
51
Dijk, Herman K. van
50
Granger, C. W. J.
50
Engle, Robert F.
48
Hallin, Marc
48
Bauwens, Luc
47
Ghysels, Eric
46
Beran, Jan
45
Breitung, Jörg
44
Stock, James H.
44
Proietti, Tommaso
43
Saikkonen, Pentti
43
Timmermann, Allan
43
Perron, Pierre
42
Ravazzolo, Francesco
42
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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
6
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
6
European University Institute / Department of Law
5
London School of Economics and Political Science
5
Institut für Höhere Studien
4
Institut für Weltwirtschaft
4
Organisation for Economic Co-operation and Development
4
University of Cambridge / Department of Applied Economics
4
University of Exeter / Department of Economics
4
Universität Basel / Institut für Statistik und Ökonometrie
4
Aarhus Universitet / Afdeling for Nationaløkonomi
3
Australian National University / Faculty of Economics and Commerce
3
Australien / Bureau of Statistics
3
Birkbeck College / Department of Economics
3
Center for Economic Research <Tilburg>
3
Federal Reserve Bank of St. Louis
3
Københavns Universitet / Økonomisk Institut
3
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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Published in...
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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
150
Applied economics letters
128
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
124
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
106
Working paper
106
Working paper / Department of Econometrics and Business Statistics, Monash University
105
Journal of applied econometrics
100
Energy economics
97
CESifo working papers
96
Computational economics
91
CREATES research paper
82
Journal of economic dynamics & control
82
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
NBER working paper series
61
Oxford bulletin of economics and statistics
61
Tinbergen Institute Discussion Paper
58
Cowles Foundation discussion paper
56
Econometrics : open access journal
56
Journal of macroeconomics
56
Finance research letters
55
SFB 649 discussion paper
54
The econometrics journal
54
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
All
ECONIS (ZBW)
15,992
EconStor
400
USB Cologne (EcoSocSci)
11
USB Cologne (business full texts)
2
ArchiDok
1
RePEc
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
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:
4
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:
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
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
Saved in:
7
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:
8
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:
9
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:
10
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:
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