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subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"ARCH model"
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Zeitreihenanalyse
ARCH model
Theorie
1,721
Theory
1,721
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339
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339
Time series analysis
180
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166
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Hyndman, Rob J.
26
Athanasopoulos, George
15
Snyder, Ralph D.
13
Gao, Jiti
11
Martin, Gael M.
9
Gil-Alaña, Luis A.
7
Koehler, Anne B.
7
Ord, John Keith
7
Poskitt, Donald Stephen
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5
King, Maxwell L.
5
Moosa, Imad A.
5
Maharaj, Elizabeth Ann
4
Panagiotelis, Anastasios
4
Shami, Roland G.
4
Smith-Miles, Kate
4
Bahmani-Oskooee, Mohsen
3
Ben Taieb, Souhaib
3
Frazier, David T.
3
Inder, Brett A.
3
Kang, Yanfei
3
Kourentzes, Nikolaos
3
Leybourne, Stephen James
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McCabe, Brendan Peter Martin
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Newbold, Paul
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Pan, Guangming
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Zhang, Bo
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2
Blazsek, Szabolcs
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2
Gamakumara, Puwasala
2
Guesmi, Khaled
2
Gupta, Rangan
2
Harvey, David I.
2
Kandanaarachchi, Sevvandi
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Applied economics
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of econometrics
365
International journal of forecasting
330
Economics letters
296
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
255
Journal of forecasting
252
Econometric theory
221
Discussion paper / Tinbergen Institute
185
Econometric reviews
150
Economic modelling
125
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
112
Journal of applied econometrics
110
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
106
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
102
Journal of empirical finance
86
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83
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83
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79
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77
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
71
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Journal of banking & finance
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49
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ECONIS (ZBW)
211
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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
Spillovers from stock markets to currency markets : evidence from Copula-CoVar with time-varying higher moments
Usman, Muhammad
;
Umar, Zaghum
;
Gubareva, Mariya
;
Dang …
- In:
Applied economics
55
(
2023
)
52
,
pp. 6091-6114
Persistent link: https://www.econbiz.de/10014381519
Saved in:
4
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:
5
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
6
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:
7
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
Saved in:
8
Vine copula Granger causality in quantiles
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Applied economics
56
(
2024
)
10
,
pp. 1109-1118
Persistent link: https://www.econbiz.de/10014446535
Saved in:
9
Persistence and long memory in monetary policy spreads
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied economics
56
(
2024
)
20
,
pp. 2422-2433
Persistent link: https://www.econbiz.de/10014521131
Saved in:
10
On the evaluation of hierarchical forecasts
Athanasopoulos, George
;
Kourentzes, Nikolaos
-
2021
Persistent link: https://www.econbiz.de/10012614595
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