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subject:"Time series analysis"
~isPartOf:"Economic modelling"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Share price"
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Time series analysis
Share price
Theorie
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Theory
1,846
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190
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151
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Hyndman, Rob J.
27
Athanasopoulos, George
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Snyder, Ralph D.
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Martin, Gael M.
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Gao, Jiti
11
Forbes, Catherine Scipione
8
Koehler, Anne B.
7
Ord, John Keith
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Poskitt, Donald Stephen
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5
Maharaj, Elizabeth Ann
4
Panagiotelis, Anastasios
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Yang, Chunpeng
4
Ben Taieb, Souhaib
3
Frazier, David T.
3
Inder, Brett A.
3
Kang, Yanfei
3
Kim, Jong-Min
3
King, Maxwell L.
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Kourentzes, Nikolaos
3
McCabe, Brendan Peter Martin
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Pan, Guangming
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Xiong, Xiong
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Zhang, Bo
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Beaumont, Adrian
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Caporale, Guglielmo Maria
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Chaiechi, Taha
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Gamakumara, Puwasala
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Gil-Alaña, Luis A.
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Hall, Stephen G.
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Kiani, Khurshid M.
2
Li, Feng
2
Li, Yong
2
Loiza-Maya, Ruben
2
Ma, Feng
2
Maharaj, Ann
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Economic modelling
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
353
Economics letters
339
International journal of forecasting
316
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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NBER working paper series
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Journal of economic dynamics & control
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Journal of financial economics
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Applied economics letters
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Journal of empirical finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Finance research letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
109
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
Computational economics
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Journal of applied econometrics
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97
International review of financial analysis
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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International review of economics & finance : IREF
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CESifo working papers
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CREATES research paper
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
78
The North American journal of economics and finance : a journal of financial economics studies
73
SFB 649 discussion paper
71
Cowles Foundation discussion paper
70
Applied financial economics
68
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
244
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1
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
2
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
3
Eigen-analysis for high-dimensional time series clustering
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
;
Yang, Yanrong
-
2023
Persistent link: https://www.econbiz.de/10014452611
Saved in:
4
Variational Bayes in state space models : inferential and predictive accuracy
Frazier, David T.
;
Loiza-Maya, Ruben
;
Martin, Gael M.
-
2022
Persistent link: https://www.econbiz.de/10013193949
Saved in:
5
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:
6
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
Saved in:
7
Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
8
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:
9
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:
10
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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