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subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~subject:"ARCH model"
~subject:"Time series analysis"
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Zeitreihenanalyse
ARCH model
Time series analysis
Theorie
1,510
Theory
1,510
Estimation
315
Schätzung
315
USA
163
United States
162
Großbritannien
77
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77
Forecasting model
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Prognoseverfahren
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Welt
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Kapitaleinkommen
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131
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131
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131
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English
131
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Gil-Alaña, Luis A.
7
Moosa, Imad A.
5
Bahmani-Oskooee, Mohsen
3
Leybourne, Stephen James
3
Newbold, Paul
3
Blazsek, Szabolcs
2
Brorsen, B. Wade
2
Burns, Kelly
2
Chambers, Marcus J.
2
Dixon, Robert J.
2
Franses, Philip Hans
2
Guesmi, Khaled
2
Gupta, Rangan
2
Harvey, David I.
2
Kim, Jong-Min
2
Lim, Guay C.
2
Ranjbar, Omid
2
Wang, Yi-Hsien
2
Abdullah, Dewan A.
1
Abid, Ilyes
1
Abuzayed, Bana
1
Agiakloglou, Christos N.
1
Ahamada, Ibrahim
1
Al-Fayoumi, Nedal
1
Ali Ahmed, Huson Joher
1
Allen, David E.
1
Amador, Rosa Badillo
1
An, Sufang
1
Anderson, David P.
1
Arteche, Josu
1
Aston, John A. D.
1
Astorkiza, Kepa
1
Ayestarán, Raquel
1
Balcombe, Kelvin G.
1
Barai, Parama
1
Bastianin, Andrea
1
Belaire-Franch, Jorge
1
Belhachemi, Rachid
1
Benlagha, Noureddine
1
Bermejo Muñoz, Lorenzo
1
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Applied economics
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
Working paper
84
Computational economics
83
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
83
Applied economics letters
82
Working paper / Department of Econometrics and Business Statistics, Monash University
80
Journal of economic dynamics & control
79
CREATES research paper
77
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
71
Energy economics
68
NBER Working Paper
63
The econometrics journal
62
EUI working paper / ECO
60
Working paper / National Bureau of Economic Research, Inc.
60
Oxford bulletin of economics and statistics
59
Série des documents de travail / Centre de Recherche en Économie et Statistique
58
Cowles Foundation discussion paper
57
Finance research letters
57
NBER working paper series
57
CESifo working papers
53
Discussion papers of interdisciplinary research project 373
53
Journal of banking & finance
53
SFB 649 discussion paper
51
European journal of operational research : EJOR
49
Econometrics : open access journal
45
International review of economics & finance : IREF
44
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ECONIS (ZBW)
131
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1
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:
2
Interpolation and correlation
Franses, Philip Hans
- In:
Applied economics
54
(
2022
)
14
,
pp. 1562-1567
Persistent link: https://www.econbiz.de/10012875525
Saved in:
3
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:
4
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:
5
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:
6
Modelling and forecasting COVID-19 stock returns using asymmetric GARCH-ICAPM with mixture and heavy-tailed distributions
Rewat Khanthaporn
;
Wichitaksorn, Nuttanan
- In:
Applied economics
55
(
2023
)
51
,
pp. 6042-6061
Persistent link: https://www.econbiz.de/10014335891
Saved in:
7
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
Saved in:
8
Leader-follower dynamics in real historical time : a Markovian test of non-linear causality between sail and steam (co-)development
Damásio, Bruno
;
Mendonça, Sandro
- In:
Applied economics
55
(
2023
)
17
,
pp. 1908-1918
Persistent link: https://www.econbiz.de/10013555059
Saved in:
9
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
Saved in:
10
Nonlinear dynamical analysis of metal futures price fluctuations : a recurrence quantification analysis approach
Sun, Xiaotian
;
Fang, Wei
;
Gao, Xiangyun
;
An, Sufang
;
Wu, Tao
- In:
Applied economics
55
(
2023
)
10
,
pp. 1142-1155
Persistent link: https://www.econbiz.de/10013499028
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