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subject:"Time series analysis"
subject:"United States"
~subject:"Prognoseverfahren"
~subject:"Share price"
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Time series analysis
United States
Prognoseverfahren
Share price
Estimation
123,566
Schätzung
123,395
Theorie
27,945
Theory
27,936
USA
15,955
Deutschland
14,802
Germany
14,740
Welt
11,984
World
11,983
Börsenkurs
8,277
Volatilität
8,196
Volatility
8,181
Wirtschaftswachstum
7,858
Economic growth
7,797
Capital income
7,791
Kapitaleinkommen
7,790
Wirkungsanalyse
6,374
Impact assessment
6,368
EU countries
6,123
EU-Staaten
6,114
Panel
5,858
Panel study
5,830
Forecasting model
5,789
Schätztheorie
5,499
Estimation theory
5,486
Zeitreihenanalyse
5,457
Kointegration
5,391
Cointegration
5,384
Geldpolitik
5,309
Monetary policy
5,255
Aktienmarkt
4,922
Großbritannien
4,916
Stock market
4,884
United Kingdom
4,884
Business cycle
4,663
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4,654
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14,572
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1,364
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1,156
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69
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69
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49
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39
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39
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38
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38
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29
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18
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17
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10
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Caporale, Guglielmo Maria
242
Gil-Alaña, Luis A.
221
Gupta, Rangan
187
McAleer, Michael
93
Pesaran, M. Hashem
82
Pierdzioch, Christian
75
Marcellino, Massimiliano
71
Koopman, Siem Jan
69
Heckman, James J.
66
Wohar, Mark E.
58
Bollerslev, Tim
55
Hautsch, Nikolaus
55
McMillan, David G.
52
Narayan, Paresh Kumar
52
Timmermann, Allan
51
Belke, Ansgar
50
Engle, Robert F.
50
Härdle, Wolfgang
50
Tiwari, Aviral Kumar
50
Zaremba, Adam
50
Bahmani-Oskooee, Mohsen
47
Bohl, Martin T.
47
Cheung, Yin-Wong
47
Diebold, Francis X.
47
Balcilar, Mehmet
46
Kapetanios, George
46
Herwartz, Helmut
44
Kilian, Lutz
43
Hamermesh, Daniel S.
42
Miller, Stephen M.
42
Schorfheide, Frank
42
Ghysels, Eric
40
Chinn, Menzie David
39
Gil-Alana, Luis A.
39
Weber, Enzo
39
Döpke, Jörg
38
Stulz, René M.
38
Franses, Philip Hans
37
Koop, Gary
36
Allen, David E.
35
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National Bureau of Economic Research
298
Forschungsinstitut zur Zukunft der Arbeit
65
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
32
Federal Reserve Bank of St. Louis
22
Federal Reserve Bank of San Francisco
18
Ekonomiska forskningsinstitutet <Stockholm>
16
Institut für Weltwirtschaft
15
Federal Reserve Bank of Cleveland
14
Johns Hopkins University / Department of Economics
13
Federal Reserve System / Division of Research and Statistics
12
Federal Reserve Bank of New York
11
Springer Fachmedien Wiesbaden
10
Federal Reserve Bank of Chicago
9
Verlag Dr. Kovač
9
Charles A. Dice Center for Research in Financial Economics <Columbus, Ohio>
8
USA / Bureau of Labor Statistics
8
University of Chicago / Center for Research in Security Prices
8
University of Glasgow / Department of Economics
8
Birkbeck College / Department of Economics
7
Federal Reserve Bank of Richmond
7
Institute of Finance and Accounting <London>
7
Queen Mary College / Department of Economics
7
The Wharton Financial Institutions Center
7
Zentrum für Europäische Wirtschaftsforschung
7
Bonn Graduate School of Economics
6
Boston College / Department of Economics
6
Center for the Study of Industrial Organisation
6
Christian-Albrechts-Universität zu Kiel
6
Rodney L. White Center for Financial Research
6
Rutgers University / Department of Economics
6
University of Hong Kong / School of Economics and Finance
6
Center for Economic Research <Tilburg>
5
Centre for Quantitative Economics & Computing
5
European University Institute / Department of Economics
5
Georgetown University / Economics Department
5
Gottfried Wilhelm Leibniz Universität Hannover
5
Innocenzo Gasparini Institute for Economic Research <Mailand>
5
Institut für Höhere Studien
5
John F. Kennedy School of Government
5
Massachusetts Institute of Technology / Department of Economics
5
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Working paper / National Bureau of Economic Research, Inc.
1,541
Applied economics
460
Discussion paper series / IZA
439
Discussion paper / Centre for Economic Policy Research
434
Applied economics letters
329
NBER working paper series
288
Economic modelling
255
CESifo working papers
253
NBER Working Paper
218
Journal of econometrics
212
Working paper
205
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
202
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
202
Finance research letters
200
Finance and economics discussion series
196
Journal of banking & finance
195
Applied financial economics
192
International review of economics & finance : IREF
181
Economics letters
176
The review of economics and statistics
175
International journal of forecasting
166
Energy economics
164
International review of financial analysis
159
The journal of finance : the journal of the American Finance Association
158
The North American journal of economics and finance : a journal of financial economics studies
156
The American economic review
154
Journal of empirical finance
149
Journal of applied econometrics
142
Journal of international money and finance
140
Discussion paper / Tinbergen Institute
130
Journal of financial economics
128
Journal of forecasting
123
The journal of futures markets
122
Journal of international financial markets, institutions & money
113
Discussion paper
112
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
103
Journal of money, credit and banking : JMCB
100
The review of financial studies
98
Research in international business and finance
93
Review of quantitative finance and accounting
93
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Source
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ECONIS (ZBW)
30,123
BASE
6
RePEc
3
EconStor
1
ArchiDok
1
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6,021
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6,030
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30,134
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6021
Price delay and post-earnings announcement drift anomalies : the role of option-implied betas
Ho, Hwai-chung
;
Tsai, Wei-Che
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012667185
Saved in:
6022
Estimating and predicting value-at-risk in the presence of structural breaks : A study based on unbiased extreme value volatility estimator
Kumar, Dilip
- In:
The journal of prediction markets
14
(
2020
)
1
,
pp. 27-48
Persistent link: https://www.econbiz.de/10012667394
Saved in:
6023
Who is king in factor zoo? Case of the Chinese stock market
So, Simon M. S.
;
Bu, Eunice Z. Y.
- In:
The journal of prediction markets
14
(
2020
)
2
,
pp. 77-101
Persistent link: https://www.econbiz.de/10012667716
Saved in:
6024
Comparison of GARCH and ANN model for forecasting volatility : Evidence based on Indian stock markets
Shaik, Muneer
;
Sejpal, Aditya
- In:
The journal of prediction markets
14
(
2020
)
2
,
pp. 103-121
Persistent link: https://www.econbiz.de/10012667736
Saved in:
6025
Three essays on market microstructure and price formation in agricultural commodity futures
Volkenand, Steffen
-
2020
Persistent link: https://www.econbiz.de/10012630923
Saved in:
6026
A matter of taste : estimating import price inflation across US income groups
Hottman, Colin J.
;
Monarch, Ryan
- In:
Journal of international economics
127
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012631700
Saved in:
6027
Tales of tails : jumps in currency markets
Lee, Suzanne S.
;
Wang, Minho
- In:
Journal of financial markets
48
(
2020
),
pp. 1-29
Persistent link: https://www.econbiz.de/10012631807
Saved in:
6028
Anomalies in emerging markets : the case of Mexico
Diaz-Ruiz, Polux
;
Herrerias, Renata
;
Vasquez, Aurelio
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012632202
Saved in:
6029
Modeling non-normal corporate bond yield spreads by copula
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012642431
Saved in:
6030
Forecasting stock market returns : new technical indicators and two-step economic constraint method
Dai, Zhifeng
;
Dong, Xiaodi
;
Kang, Jie
;
Hong, Lianying
- In:
The North American journal of economics and finance : a …
53
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012642438
Saved in:
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