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subject:"Time series analysis"
~subject:"CAPM"
~subject:"Estimation"
~subject:"Forecasting model"
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Time series analysis
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Franses, Philip Hans
188
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150
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142
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131
Caporale, Guglielmo Maria
124
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124
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119
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99
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95
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90
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89
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86
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86
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84
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82
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80
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80
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80
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77
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75
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74
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73
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71
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71
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70
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69
Herwartz, Helmut
69
Ravazzolo, Francesco
68
Hyndman, Rob J.
65
Hautsch, Nikolaus
63
Lucas, André
60
Sibbertsen, Philipp
60
Kapetanios, George
58
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57
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57
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57
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56
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799
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European University Institute / Department of Economics
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Springer Fachmedien Wiesbaden
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Chambre de commerce et d'industrie de Paris
8
Erasmus Research Institute of Management
8
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8
Federal Reserve Bank of St. Louis
8
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8
International Monetary Fund
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807
NBER working paper series
758
International journal of forecasting
733
NBER Working Paper
681
Economics letters
561
Journal of econometrics
531
Journal of forecasting
519
Discussion paper / Centre for Economic Policy Research
483
Applied economics
448
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
427
Discussion paper / Tinbergen Institute
331
Economic modelling
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Journal of economic dynamics & control
309
CESifo working papers
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Discussion paper series / IZA
293
Journal of banking & finance
270
Applied economics letters
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Journal of applied econometrics
249
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
248
The journal of finance : the journal of the American Finance Association
239
Journal of international money and finance
227
Journal of financial economics
225
Econometric theory
219
Journal of empirical finance
214
Econometric reviews
197
Europäische Hochschulschriften / 5
193
The review of financial studies
192
European journal of operational research : EJOR
189
Discussion paper
187
Finance research letters
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Journal of monetary economics
175
International review of economics & finance : IREF
172
Discussion papers / CEPR
170
Journal of macroeconomics
168
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
166
The review of economics and statistics
165
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
164
IZA Discussion Paper
158
Energy economics
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ECONIS (ZBW)
54,647
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1
Modelling profitability of private equity : a fractional integration approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Research in international business and finance
67
(
2024
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10014451482
Saved in:
2
The market cost of business cycle fluctuations
Ghosh, Anisha
;
Julliard, Christian
;
Stutzer, Michael J.
-
2024
Persistent link: https://www.econbiz.de/10014451870
Saved in:
3
Salience theory and cryptocurrency returns
Cai, Charlie X.
;
Zhao, Ran
- In:
Journal of banking and finance
159
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014452075
Saved in:
4
Learning about the consumption risk exposure of firms
Kim, Yongjin
;
Kuehn, Lars-Alexander
;
Li, Kai
- In:
Journal of financial economics
152
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014452125
Saved in:
5
Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? : a nonlinear bivariate approach
Bosupeng, Mpho
;
Naranpanawa, Athula
;
Su, Jen-je
- In:
Economic modelling
130
(
2024
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014451157
Saved in:
6
Uninformed voters with (im)precise expectations : explaining political budget cycle puzzles
Crombach, Lamar
;
Bohn, Frank
- In:
Economics & politics
36
(
2024
)
1
,
pp. 275-311
Persistent link: https://www.econbiz.de/10014472990
Saved in:
7
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
8
Accounting for inflation dynamic in a fully optimizing macroeconomic framework : evidence from the US states
El Omari, Salaheddine
;
Benlagha, Noureddine
- In:
Applied economics
56
(
2024
)
5
,
pp. 582-598
Persistent link: https://www.econbiz.de/10014440100
Saved in:
9
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
10
Local prediction pools
Oelrich, Oscar
;
Villani, Mattias
;
Ankargren, Sebastian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
Saved in:
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