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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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3,106
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2,035
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Gil-Alaña, Luis A.
18
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Spiliotis, Evangelos
14
Chan, Joshua
13
Makridakis, Spyros G.
12
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
7
Leybourne, Stephen James
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Proietti, Tommaso
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Ravazzolo, Francesco
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Ruiz, Esther
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Ghysels, Eric
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Hallin, Marc
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Harvey, David I.
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Horváth, Lajos
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Jawadi, Fredj
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Li, Feng
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Ranjbar, Omid
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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
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
34
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
17
Applied economics letters
16
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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81
A method for predicting VaR by aggregating generalized distributions driven by the dynamic conditional score
Song, Shijia
;
Li, Handong
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 203-214
Persistent link: https://www.econbiz.de/10014428040
Saved in:
82
Persistence and long run co-movements across stock market prices
Gil-Alaña, Luis A.
;
Infante, Juan
;
Martín-Valmayor, …
- In:
The quarterly review of economics and finance : journal …
89
(
2023
),
pp. 347-357
Persistent link: https://www.econbiz.de/10014429885
Saved in:
83
Distribution-free multivariate time-series monitoring with analytically determined control limits
Liu, Di
;
Kim, Heeseon
;
Kim, Seong-Hee
;
Kim, Taeheung
; …
- In:
International journal of production research
61
(
2023
)
20
,
pp. 6960-6977
Persistent link: https://www.econbiz.de/10014383268
Saved in:
84
Feature-based intermittent demand forecast combinations : accuracy and inventory implications
Li, Li
;
Kang, Yanfei
;
Petropoulos, Fotios
;
Li, Feng
- In:
International journal of production research
61
(
2023
)
22
,
pp. 7557-7572
Persistent link: https://www.econbiz.de/10014383405
Saved in:
85
A sectoral perspective on the persistence of economic sentiment : mere transitory effect or a long run memory process
Lolić, Ivana
;
Sorić, Petar
;
Logarušić, Marija
- In:
Review of Keynesian economics
11
(
2023
)
3
,
pp. 328-349
Persistent link: https://www.econbiz.de/10014383461
Saved in:
86
Classical and fast parameters tuning in nearest neighbors with stop condition
Tajmouati, Samya
;
El Wahbi, Bouazza
;
Dakkon, Mohamed
- In:
Opsearch : journal of the Operational Research Society …
60
(
2023
)
3
,
pp. 1063-1081
Persistent link: https://www.econbiz.de/10014383668
Saved in:
87
Are low frequency macroeconomic variables important for high frequency electricity prices?
Foroni, Claudia
;
Ravazzolo, Francesco
;
Rossini, Luca
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014384007
Saved in:
88
Forecasting dividend growth : the role of adjusted earnings yield
Yu, Deshui
;
Huang, Difang
;
Li, Chen
;
Li, Luyang
- In:
Economic modelling
120
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014384127
Saved in:
89
Tourism demand with subtle seasonality : recognition and forecasting
Wang, Haiyan
;
Hu, Tao
;
Wu, Huihui
- In:
Tourism economics : the business and finance of tourism …
29
(
2023
)
7
,
pp. 1865-1889
Persistent link: https://www.econbiz.de/10014384549
Saved in:
90
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
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