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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
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58,904
Mathematical programming
5,931
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Gil-Alaña, Luis A.
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Spiliotis, Evangelos
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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
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Kang, Yanfei
9
McElroy, Tucker
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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
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Ravazzolo, Francesco
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Ghysels, Eric
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Hallin, Marc
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Harvey, David I.
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Rodriguez, Gabriel
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Sibbertsen, Philipp
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Weron, Rafał
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Asai, Manabu
5
Barigozzi, Matteo
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Benth, Fred Espen
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Catania, Leopoldo
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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
91
Economics letters
70
Economic modelling
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Computational economics
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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 time series econometrics
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European journal of operational research : EJOR
27
Journal of economic dynamics & control
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Econometric theory
24
Journal of financial econometrics
22
Quantitative finance
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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
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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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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61
High-frequency stock return prediction using state-of-the-art deep learning models
Chen, Sichong
- In:
International journal of financial engineering
10
(
2023
)
3
,
pp. 1-19
Persistent link: https://www.econbiz.de/10014444662
Saved in:
62
Time variation in cash flows and discount rates
Cenesizoglu, Tolga
;
Ibrushi, Denada
- In:
Journal of financial econometrics
21
(
2023
)
5
,
pp. 1557-1589
Persistent link: https://www.econbiz.de/10014444702
Saved in:
63
Measuring the lagged effects of advertising goodwill on dynamic promotional efficiency in the automobile industry
Yeh, Li-Ting
;
Chang, Dong-Shang
- In:
Journal of the Operational Research Society
74
(
2023
)
10
,
pp. 2094-2108
Persistent link: https://www.econbiz.de/10014446050
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64
A fractal and comparative view of the memory of Bitcoin and S&P 500 returns
Grobys, Klaus
- In:
Research in international business and finance
66
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014460264
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65
Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models
Fresoli, Diego
;
Poncela, Pilar
;
Ruiz, Esther
- In:
Economics letters
230
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014460331
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66
Inflation dynamics in the frequency domain
Martins, Manuel Mota Freitas
;
Verona, Fabio
- In:
Economics letters
231
(
2023
),
pp. 1-5
Persistent link: https://www.econbiz.de/10014461250
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67
Temperature variability and long-run economic development
Linsenmeier, Manuel
- In:
Journal of environmental economics and management : …
121
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014462158
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68
Cross-temporal forecast reconciliation : optimal combination method and heuristic alternatives
Di Fonzo, Tommaso
;
Girolimetto, Daniele
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 39-57
Persistent link: https://www.econbiz.de/10014462764
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69
Beta autoregressive moving average model selection with application to modeling and forecasting stored hydroelectric energy
Cribari-Neto, Francisco
;
Scher, Vinícius T.
;
Bayer, …
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 98-109
Persistent link: https://www.econbiz.de/10014462770
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70
Data-based priors for vector error correction models
Prüser, Jan
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 209-227
Persistent link: https://www.econbiz.de/10014462776
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