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subject:"Time series analysis"
subject:"Unit root test"
~subject:"Risk"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
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Time series analysis
Unit root test
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Theory
237,694
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Phillips, Peter C. B.
67
Franses, Philip Hans
54
Gil-Alaña, Luis A.
48
Taylor, Robert
42
Leybourne, Stephen James
41
Eeckhoudt, Louis R.
38
Gupta, Rangan
38
Gollier, Christian
34
Perron, Pierre
33
Caporale, Guglielmo Maria
29
Newbold, Paul
29
Koopman, Siem Jan
26
Koop, Gary
25
McAleer, Michael
24
Harvey, Andrew C.
23
Hecq, Alain W. J.
23
Lütkepohl, Helmut
23
Granger, C. W. J.
22
Jarrow, Robert A.
22
Chang, Tsangyao
21
Ghysels, Eric
21
Harvey, David I.
21
Herwartz, Helmut
21
Mills, Terence C.
21
Viscusi, W. Kip
21
Wang, Ruodu
21
Wong, Wing Keung
21
Hassler, Uwe
20
Hendry, David F.
19
Hong, Yongmiao
19
Lee, Junsoo
19
Pesaran, M. Hashem
19
Engle, Robert F.
18
Makridakis, Spyros G.
18
Petropoulos, Fotios
18
Satchell, Stephen
18
Swanson, Norman R.
18
Teräsvirta, Timo
18
Timmermann, Allan
18
Westerlund, Joakim
18
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Conference on Risks Involving Derivatives and Other New Financial Instruments <1996, Siena>
1
Conférence Internationale sur la Décision face au Risque et à l'Incertitude <1992, La Garde>
1
Convegno La Dinamica Complessa dell'Economia Italiana: Cicli e Trend <1996, Urbino>
1
Deutsche Bundesbank
1
European Economic Association
1
Federal Reserve Bank of Atlanta
1
Federal Reserve Bank of Cleveland
1
Financial Markets Conference, Credit Derivatives: Where's the Risk? <2007, Atlanta, Ga.>
1
Foundations of Utility and Risk Conference <2018, York>
1
International Conference on the Foundations and Applications of Utility, Risk and Decision Theories <5, 1990, Durham, NC>
1
International Seminar on Macroeconomics <25, 2002, Frankfurt, Main>
1
Internationaler Währungsfonds
1
Sir Clive Granger Memorial Conference <2010, Nottingham>
1
Spectral and Cubature Methods in Finance and Econometrics, an Interdisciplinary International Research Workshop <2009, Leicester>
1
University of Durham
1
Weltbank
1
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Economics letters
519
Journal of econometrics
411
International journal of forecasting
329
Insurance / Mathematics & economics
282
European journal of operational research : EJOR
280
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
270
Journal of forecasting
260
Economic modelling
240
Journal of economic dynamics & control
237
Econometric theory
223
Journal of banking & finance
217
Applied economics
213
The review of financial studies
176
Applied economics letters
175
Journal of economic theory
174
Finance research letters
173
Journal of financial economics
171
The journal of finance : the journal of the American Finance Association
166
Econometric reviews
163
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
161
Management science : journal of the Institute for Operations Research and the Management Sciences
152
Journal of empirical finance
146
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
131
International review of economics & finance : IREF
130
International review of financial analysis
129
Risks : open access journal
129
Journal of risk and uncertainty : JRU
128
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
123
Computational economics
122
Journal of economic behavior & organization : JEBO
122
Journal of applied econometrics
119
Energy economics
113
Journal of monetary economics
110
The American economic review
99
The North American journal of economics and finance : a journal of financial economics studies
99
Quantitative finance
90
American journal of agricultural economics
89
Journal of international money and finance
87
Macroeconomic dynamics
85
International economic review
81
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ECONIS (ZBW)
17,758
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1
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17,758
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
Learning about the consumption risk exposure of firms
Kim, Yongjin
;
Kuehn, Lars-Alexander
;
Li, Kai
- In:
Journal of financial economics
152
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014452125
Saved in:
3
Do risk, time and prosocial preferences predict risky sexual behaviour of youths in a low-income, high-risk setting?
Thomas, Ranjeeta
;
Galizzi, Matteo M.
;
Moorhouse, Louisa
; …
- In:
Journal of health economics
93
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014451295
Saved in:
4
The effect of the 1-in-X numerical format on choices
Pighin, Stefania
;
Bogani, Alessandro
;
Castro Davalos, …
- In:
Journal of behavioral decision making
37
(
2024
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10014473511
Saved in:
5
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
6
Export-platform foreign direct investment and trade policy uncertainty : evidence from Brexit
Tamberi, Nicolò
- In:
Economica
91
(
2024
)
361
,
pp. 33-69
Persistent link: https://www.econbiz.de/10014438345
Saved in:
7
Handling uncertainty in the quay crane scheduling problem : a unified distributionally robust decision model
Rodrigues, Filipe
;
Agra, Agostinho
- In:
International transactions in operational research : a …
31
(
2024
)
2
,
pp. 721-748
Persistent link: https://www.econbiz.de/10014441121
Saved in:
8
Local prediction pools
Oelrich, Oscar
;
Villani, Mattias
;
Ankargren, Sebastian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
Saved in:
9
The dual role of insurance in input use : mitigating risk versus curtailing incentives
Pietrobon, Davide
- In:
Journal of development economics
166
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014454493
Saved in:
10
Adjustable robust optimization with objective uncertainty
Detienne, Boris
;
Lefebvre, Henri
;
Malaguti, Enrico
; …
- In:
European journal of operational research : EJOR
312
(
2024
)
1
,
pp. 373-384
Persistent link: https://www.econbiz.de/10014456270
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