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subject:"Time series analysis"
~accessRights:"restricted"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Sammelwerk"
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Time series analysis
Theory
56,522
Theorie
56,450
Mathematical programming
5,700
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5,698
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3,496
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3,489
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3,022
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1,961
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1,794
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1,740
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1,721
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1,641
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1,545
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1,514
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1,514
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Gil-Alaña, Luis A.
18
Assimakopoulos, V.
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Spiliotis, Evangelos
14
Chan, Joshua
13
Makridakis, Spyros G.
12
Hyndman, Rob J.
11
Koopman, Siem Jan
10
Gupta, Rangan
9
Kang, Yanfei
9
McElroy, Tucker
9
Perron, Pierre
9
Phillips, Peter C. B.
9
Taylor, Robert
9
Hecq, Alain W. J.
8
Marcellino, Massimiliano
8
Athanasopoulos, George
7
Kourentzes, Nikolaos
7
Leybourne, Stephen James
7
Proietti, Tommaso
7
Ravazzolo, Francesco
7
Ruiz, Esther
7
Sibbertsen, Philipp
7
Chang, Tsangyao
6
Hallin, Marc
6
Harvey, David I.
6
Herwartz, Helmut
6
Horváth, Lajos
6
Kapetanios, George
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Li, Feng
6
Ranjbar, Omid
6
Rodriguez, Gabriel
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Weron, Rafał
6
Asai, Manabu
5
Barigozzi, Matteo
5
Benth, Fred Espen
5
Catania, Leopoldo
5
Cross, Jamie
5
Escribano, Álvaro
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Gottfried Wilhelm Leibniz Universität Hannover
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International journal of forecasting
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
91
Economics letters
70
Economic modelling
60
Computational economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
57
Applied economics
42
Energy economics
41
Journal of forecasting
41
Econometric reviews
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
34
Finance research letters
32
Journal of empirical finance
29
Journal of time series econometrics
28
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
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
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Research in international business and finance
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Journal of applied econometrics
9
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
8
Journal of macroeconomics
8
Macroeconomic dynamics
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Management science : journal of the Institute for Operations Research and the Management Sciences
8
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)
1,793
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1
International capital flow in a period of high inflation : the case of China
Liu, Qiming
;
Liu, Zhenya
;
Moussa, Faten
;
Mu, Yuhao
- In:
Research in international business and finance
67
(
2024
)
2
,
pp. 1-13
Persistent link: https://www.econbiz.de/10014451564
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2
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
3
Dynamic circular network-based federated dual-view learning for multivariate time series anomaly detection
Zhang, Weishan
;
Wang, Yuqian
;
Chen, Leiming
;
Yuan, Yong
; …
- In:
Business & information systems engineering
66
(
2024
)
1
,
pp. 19-42
Persistent link: https://www.econbiz.de/10014470871
Saved in:
4
Statistical evaluation of deep learning models for stock return forecasting
Yilmaz, Firat Melih
;
Yildiztepe, Engin
- In:
Computational economics
63
(
2024
)
1
,
pp. 221-244
Persistent link: https://www.econbiz.de/10014472083
Saved in:
5
Stock price ranking by learning pairwise preferences
Tas, Engin
;
Atli, Ayca Hatice
- In:
Computational economics
63
(
2024
)
2
,
pp. 513-528
Persistent link: https://www.econbiz.de/10014472383
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6
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
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7
A hybrid approach of wavelet transform, ARIMA and LSTM model for the share price index futures forecasting
Zhang, Junting
;
Liu, Haifei
;
Bai, Wei
;
Li, Xiaojing
- In:
The North American journal of economics and finance : a …
69
(
2024
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10014445634
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8
Fan charts in era of big data and learning
Baruník, Jozef
;
Hanus, Luboš
- In:
Finance research letters
61
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014490768
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9
Public debt dynamics and fiscal sustainability in selected North African countries : new evidence from recurrent explosive behavior tests and quantile unit root analysis
Chekouri, Sidi Mohammed
;
Chibi, Abderrahim
; …
- In:
Economic change & restructuring
57
(
2024
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014491760
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10
The effect of economic policy uncertainty under fractional integration
Ramirez, Carlos D.
- In:
Portuguese economic journal
23
(
2024
)
1
,
pp. 89-110
Persistent link: https://www.econbiz.de/10014513090
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