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subject:"Zeitreihenanalyse"
~isPartOf:"Journal of time series econometrics"
~source:"econis"
~type_genre:"Article in journal"
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Zeitreihenanalyse
Theorie
52
Theory
52
Time series analysis
28
ARCH model
8
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8
Forecasting model
8
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8
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McElroy, Tucker
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Jowaheer, Vandna
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Saikkonen, Pentti
1
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1
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Journal of time series econometrics
Journal of econometrics
323
International journal of forecasting
303
Economics letters
270
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
231
Journal of forecasting
223
Econometric theory
190
Econometric reviews
125
Economic modelling
112
Applied economics
102
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
94
Journal of applied econometrics
89
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Computational economics
71
Applied economics letters
67
Journal of economic dynamics & control
65
Energy economics
54
Oxford bulletin of economics and statistics
54
Journal of empirical finance
51
The econometrics journal
47
European journal of operational research : EJOR
45
Econometrics : open access journal
41
The review of economics and statistics
41
Journal of macroeconomics
39
Macroeconomic dynamics
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Finance research letters
34
Applied financial economics
30
Journal of economic surveys
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Journal of the American Statistical Association : JASA
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Journal of international money and finance
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Risks : open access journal
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Journal of banking & finance
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Journal of risk and financial management : JRFM
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
26
International review of economics & finance : IREF
26
Journal of financial econometrics : official journal of the Society for Financial Econometrics
25
International economic review
24
The North American journal of economics and finance : a journal of financial economics studies
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1
Simple factor realized stochastic volatility models
Kawakatsu, Hiroyuki
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 79-110
Persistent link: https://www.econbiz.de/10014288373
Saved in:
2
Seasonal adjustment of daily time series
Ollech, Daniel
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 235-264
Persistent link: https://www.econbiz.de/10012612770
Saved in:
3
INAR(1) processes with inflated-parameter generalized power series innovations
Lívio, Tito
;
Bourguignon, Marcelo
;
Nascimento, …
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012300796
Saved in:
4
A flexible mixed-frequency vector autoregression with a steady-state prior
Ankargren, Sebastian
;
Unosson, Måns
;
Yang, Yukai
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012300798
Saved in:
5
A neural network method for nonlinear time series analysis
Lee, Jinu
- In:
Journal of time series econometrics
11
(
2019
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012022813
Saved in:
6
Dynamic D-vine copula model with applications to Value-at-Risk (VaR)
Tófoli, Paula V.
;
Ziegelmann, Flávio A.
;
Candido, Osvaldo
- In:
Journal of time series econometrics
11
(
2019
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012022874
Saved in:
7
The Chow-Lin method extended to dynamic models with autocorrelated residuals
Poissonnier, Aurélien
- In:
Journal of time series econometrics
10
(
2018
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011817681
Saved in:
8
A flexible observation-driven stationary bivariate negative binomial INAR(1) with non-homogeneous levels of over-dispersion
Khan, Naushad Mamode
;
Sunecher, Yuvraj
;
Jowaheer, Vandna
- In:
Journal of time series econometrics
10
(
2018
)
2
,
pp. 1-8
Persistent link: https://www.econbiz.de/10011898006
Saved in:
9
The impact of the initial condition on covariate augmented unit root tests
Aristidou, Chrystalleni
;
Harvey, David I.
;
Leybourne, …
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10011671094
Saved in:
10
Signal extraction for nonstationary time series with diverse sampling rules
Trimbur, Thomas M.
;
McElroy, Tucker
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011671120
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