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subject:"Time series analysis"
type_genre:"Aufsatz im Buch"
~accessRights:"restricted"
~type_genre:"Article in journal"
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Time series analysis
Theory
58,981
Theorie
58,904
Mathematical programming
5,931
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5,929
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3,565
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3,558
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3,466
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3,466
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3,106
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3,042
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2,923
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2,363
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2,363
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2,035
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1,833
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1,816
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1,749
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Gil-Alaña, Luis A.
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Spiliotis, Evangelos
14
Chan, Joshua
13
Makridakis, Spyros G.
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Hyndman, Rob J.
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Koopman, Siem Jan
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Phillips, Peter C. B.
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Gupta, Rangan
9
Kang, Yanfei
9
McElroy, Tucker
9
Perron, Pierre
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Taylor, Robert
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Hecq, Alain W. J.
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Marcellino, Massimiliano
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Athanasopoulos, George
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Kourentzes, Nikolaos
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Leybourne, Stephen James
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Proietti, Tommaso
7
Ravazzolo, Francesco
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Ruiz, Esther
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Rodriguez, Gabriel
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Sibbertsen, Philipp
6
Weron, Rafał
6
Asai, Manabu
5
Barigozzi, Matteo
5
Benth, Fred Espen
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International journal of forecasting
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Journal of econometrics
115
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Economics letters
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Economic modelling
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied economics
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Energy economics
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Journal of forecasting
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Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance research letters
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Journal of empirical finance
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Journal of time series econometrics
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European journal of operational research : EJOR
27
Journal of economic dynamics & control
26
Econometric theory
24
Journal of financial econometrics
22
Quantitative finance
19
The North American journal of economics and finance : a journal of financial economics studies
18
International review of economics & finance : IREF
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Applied economics letters
16
Empirical economics : a quarterly journal of the Institute for Advanced Studies
15
Insurance / Mathematics & economics
15
International journal of production research
13
Journal of banking & finance
13
International review of financial analysis
11
International journal of production economics
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Journal of the Operational Research Society
10
Research in international business and finance
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Journal of applied econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of quantitative economics
9
International journal of financial engineering
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Journal of macroeconomics
8
Macroeconomic dynamics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Technological forecasting & social change : an international journal
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International journal of computational economics and econometrics : IJCEE
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ECONIS (ZBW)
1,833
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11
Sig-Wasserstein GANs for conditional time series generation
Liao, Shujian
;
Ni, Hao
;
Sabate-Vidales, Marc
;
Szpruch, …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
2
,
pp. 622-670
Persistent link: https://www.econbiz.de/10014514799
Saved in:
12
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
Saved in:
13
What can we learn from the analysis of the fine wines market efficiency?
Ben Ameur, Hachmi
;
Ftiti, Zied
;
Le Fur, Eric
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 703-718
Persistent link: https://www.econbiz.de/10014469050
Saved in:
14
Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
Saved in:
15
Forecasting stock volatility using pseudo-out-of-sample information
Li, Xiaodan
;
Gong, Xue
;
Ge, Futing
;
Huang, Jingjing
- In:
International review of economics & finance : IREF
90
(
2024
),
pp. 123-135
Persistent link: https://www.econbiz.de/10014446892
Saved in:
16
Forecasting the equity premium with frequency-decomposed technical indicators
Stein, Tobias
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 6-28
Persistent link: https://www.econbiz.de/10014450132
Saved in:
17
Empirical probabilistic forecasting : an approach solely based on deterministic explanatory variables for the selection of past forecast errors
Romanus, Eduardo E.
;
Silva, Eugênio
;
Goldschmidt, …
- In:
International journal of forecasting
40
(
2024
)
1
,
pp. 184-201
Persistent link: https://www.econbiz.de/10014450266
Saved in:
18
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
19
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
20
Forecasting CPI with multisource data : the value of media and internet information
Zheng, Tingguo
;
Fan, Xinyue
;
Jin, Wei
;
Fang, Kuangnan
- In:
Journal of forecasting
43
(
2024
)
3
,
pp. 702-753
Persistent link: https://www.econbiz.de/10014532380
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