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subject:"Schätzung"
~isPartOf:"Applied financial economics"
~subject:"Aktienindex"
~subject:"Wirtschaftswachstum"
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Search: subject_exact:"Time series analysis"
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Schätzung
Aktienindex
Wirtschaftswachstum
Time series analysis
80
Zeitreihenanalyse
80
Theorie
30
Theory
30
Estimation
26
USA
17
United States
17
Börsenkurs
15
Share price
15
Forecasting model
14
Prognoseverfahren
14
Volatility
14
Volatilität
14
Aktienmarkt
13
Capital income
13
Exchange rate
13
Kapitaleinkommen
13
Stock market
13
Wechselkurs
13
ARCH model
10
ARCH-Modell
10
Stock index
9
Großbritannien
7
United Kingdom
7
Cointegration
5
Kointegration
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Welt
5
World
5
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ARMA-Modell
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Deutschland
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Estimation theory
4
Germany
4
Schätztheorie
4
Australia
3
Australien
3
Devisenmarkt
3
Efficient market hypothesis
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Article
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32
Aufsatz in Zeitschrift
32
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English
32
Author
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Barkoulas, John T.
2
Baum, Christopher F.
2
Gil-Alaña, Luis A.
2
Ajmi, Ahdi Noomen
1
Alles, Lakshman
1
Armah, Nii Ayi
1
Asēmakopulos, Iōannēs
1
Awad, Mouawiya al-
1
Ayala, Astrid
1
Bahmani-Oskooee, Mohsen
1
Berg, Lennart
1
Beveridge, Steve
1
Bühlmann, Peter
1
Caporale, Guglielmo Maria
1
Chang, Tsangyao
1
Cheung, Yin-Wong
1
Chyi, Yih-luan
1
Clements, Adam
1
Collet, Jérôme
1
Cuñado Eizaguirre, Juncal
1
Dionísio, Andreia
1
Engsted, Tom
1
Ferreira, Paulo
1
Ferretti, Riccardo
1
Garcia, Márcio Gomes Pinto
1
Garg, S.
1
Goddard, John A.
1
Gordon, Danielle A.
1
Guerard, John Baynard
1
Gupta, Rangan
1
Harb, Nasri
1
Iyer, Sridhar
1
Johnson, Paul A.
1
Kammen, Daniel M.
1
Kanas, Angelos
1
Karfakis, Costas I.
1
Kunst, Robert M.
1
Lai, Kon S.
1
Li, Chulin
1
Li, Dong
1
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Applied financial economics
Journal of econometrics
117
Applied economics
109
Economic modelling
109
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
97
Applied economics letters
92
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
84
International journal of forecasting
84
Discussion paper / Tinbergen Institute
76
Economics letters
74
CESifo working papers
68
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
65
Energy economics
59
Journal of forecasting
55
Working paper
54
International review of economics & finance : IREF
44
Journal of applied econometrics
44
Econometric reviews
42
The North American journal of economics and finance : a journal of financial economics studies
38
Journal of empirical finance
34
Journal of economic dynamics & control
33
Journal of macroeconomics
33
Economics and finance working paper series
31
The empirical economics letters : a monthly international journal of economics
31
Macroeconomic dynamics
30
Discussion paper / Centre for Economic Policy Research
29
Discussion papers / Deutsches Institut für Wirtschaftsforschung
28
Finance research letters
28
International journal of economics and financial issues : IJEFI
27
Journal of banking & finance
27
CAMA working paper series
26
Computational economics
26
Journal of international money and finance
26
CREATES research paper
25
Empirical economics : a quarterly journal of the Institute for Advanced Studies
25
International journal of finance & economics : IJFE
25
Working paper / Department of Econometrics and Business Statistics, Monash University
25
International journal of economics and finance
24
Journal of financial econometrics
23
International Journal of Energy Economics and Policy : IJEEP
22
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ECONIS (ZBW)
32
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1
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
2
Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Wu, Tsungpao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
Saved in:
3
Revisiting serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece
Ferreira, Paulo
;
Dionísio, Andreia
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 319-331
Persistent link: https://www.econbiz.de/10010399410
Saved in:
4
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
5
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
6
Real convergence in Latin America : a fractionally integrated approach
Ayala, Astrid
;
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, …
- In:
Applied financial economics
22
(
2012
)
19/21
,
pp. 1713-1717
Persistent link: https://www.econbiz.de/10009715934
Saved in:
7
Some variables are more worthy than others : new diffusion index evidence on the monitoring of key economic indicators
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 43-60
Persistent link: https://www.econbiz.de/10009124680
Saved in:
8
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
9
A new test for simultaneous estimation of unit roots and GARCH risk in the presence of stationary conditional heteroscedasticity disturbances
Sjölander, Pär
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 527-558
Persistent link: https://www.econbiz.de/10003739218
Saved in:
10
Do common volatility models capture cyclical behaviour in volatility?
Clements, Adam
;
Collet, Jérôme
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 599-604
Persistent link: https://www.econbiz.de/10003739247
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