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~isPartOf:"Applied financial economics"
~subject:"Aktienindex"
~subject:"Efficient market hypothesis"
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Search: subject_exact:"Time series analysis"
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Aktienindex
Efficient market hypothesis
Time series analysis
80
Zeitreihenanalyse
80
Theorie
30
Theory
30
Estimation
26
Schätzung
26
USA
17
United States
17
Börsenkurs
15
Share price
15
Forecasting model
14
Prognoseverfahren
14
Volatility
14
Volatilität
14
Aktienmarkt
13
Capital income
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Exchange rate
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Kapitaleinkommen
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Stock market
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Wechselkurs
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ARCH model
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ARCH-Modell
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Stock index
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Großbritannien
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Cointegration
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ARMA-Modell
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English
12
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Barkoulas, John T.
2
Baum, Christopher F.
2
Ajmi, Ahdi Noomen
1
Asēmakopulos, Iōannēs
1
Bühlmann, Peter
1
Caporale, Guglielmo Maria
1
Dionísio, Andreia
1
Ferreira, Paulo
1
Ferretti, Riccardo
1
Gil-Alaña, Luis A.
1
Goddard, John A.
1
Gordon, Danielle A.
1
Gupta, Rangan
1
Kammen, Daniel M.
1
Kunst, Robert M.
1
Mohammadi, Shapour
1
Nasr, Adnen Ben
1
Pattarin, Francesco
1
Pouyanfar, Ahmad
1
Shen, Chung-hua
1
Siriopoulos, Costas
1
Travlos, Nickolaos G.
1
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Applied financial economics
Applied economics
9
International review of economics & finance : IREF
8
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
8
International review of financial analysis
7
Investment management and financial innovations
7
Research in international business and finance
7
Discussion paper / Tinbergen Institute
6
Economics and finance working paper series
6
International journal of economics and financial issues : IJEFI
6
Journal of banking & finance
6
The North American journal of economics and finance : a journal of financial economics studies
6
Afro-Asian Journal of Finance and Accounting : AAJFA
5
Applied economics letters
5
Economic modelling
5
International journal of finance & economics : IJFE
5
Journal of forecasting
5
Journal of risk and financial management : JRFM
5
Review of financial economics : RFE
5
CESifo working papers
4
Finance research letters
4
International journal of economics and finance
4
International journal of emerging markets
4
International journal of forecasting
4
Journal of econometrics
4
Journal of international financial markets, institutions & money
4
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
4
Umeå economic studies
4
Econometric analysis of financial and economic time series ; part B
3
Econometric reviews
3
Economics letters
3
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
3
Energy economics
3
Journal of economics & business
3
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
3
The European journal of finance
3
The empirical economics letters : a monthly international journal of economics
3
The journal of finance : the journal of the American Finance Association
3
The journal of futures markets
3
The journal of risk finance : JRF
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ECONIS (ZBW)
12
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1
Revisiting serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece
Ferreira, Paulo
;
Dionísio, Andreia
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 319-331
Persistent link: https://www.econbiz.de/10010399410
Saved in:
2
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
3
Behaviour of stock markets' memories
Mohammadi, Shapour
;
Pouyanfar, Ahmad
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 183-194
Persistent link: https://www.econbiz.de/10009124655
Saved in:
4
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
5
The Mib30 index and futures relationship : econometric analysis and implications for hedging
Pattarin, Francesco
;
Ferretti, Riccardo
- In:
Applied financial economics
14
(
2004
)
18
,
pp. 1281-1289
Persistent link: https://www.econbiz.de/10002438188
Saved in:
6
Interdependence between the US and major European equity markets : evidence from spectral analysis
Asēmakopulos, Iōannēs
;
Goddard, John A.
; …
- In:
Applied financial economics
10
(
2000
)
1
,
pp. 41-47
Persistent link: https://www.econbiz.de/10001525795
Saved in:
7
Long memory in the Greek stock market
Barkoulas, John T.
;
Baum, Christopher F.
;
Travlos, …
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 177-184
Persistent link: https://www.econbiz.de/10001526219
Saved in:
8
Extreme events from the return-volume process : a discretization approach for complexity reduction
Bühlmann, Peter
- In:
Applied financial economics
8
(
1998
)
3
,
pp. 267-278
Persistent link: https://www.econbiz.de/10001244166
Saved in:
9
Testing for foreign exchange market efficiency : a trivariate vector autoregressive approach
Shen, Chung-hua
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 711-719
Persistent link: https://www.econbiz.de/10001240747
Saved in:
10
A re-examination of the fragility of evidence from cointegration-based tests of foreign exchange market efficiency
Barkoulas, John T.
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 635-643
Persistent link: https://www.econbiz.de/10001240792
Saved in:
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