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~isPartOf:"Applied financial economics"
~subject:"Efficient market hypothesis"
~subject:"Forecasting model"
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Search: subject_exact:"Time series analysis"
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Efficient market hypothesis
Forecasting model
Time series analysis
80
Zeitreihenanalyse
80
Theorie
30
Theory
30
Estimation
26
Schätzung
26
USA
17
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Akgül, Işıl
1
Aparicio, Teresa
1
Armah, Nii Ayi
1
Aye, Goodness C.
1
Balcilar, Mehmet
1
Barkoulas, John T.
1
Baum, Christopher F.
1
Boyd, Roy
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Garg, S.
1
Gordon, Danielle A.
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Guerard, John Baynard
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1
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1
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1
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1
Kilimani, Nicholas
1
Lai, Syouching
1
Li, Hungchih
1
Liou, Cheng-hwai
1
McGregor, Rob Roy
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Michalewicz, Zbigniew
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Mohammadi, Shapour
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Nakumuryango, Amadine
1
Pierdzioch, Christian
1
Pouyanfar, Ahmad
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Reeves, Jonathan J.
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Ruelke, Jan-Christoph
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Saura Bacaicoa, Dulce
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Shen, Chung-hua
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Stadtmann, Georg
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1
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Applied financial economics
International journal of forecasting
427
Journal of forecasting
225
Journal of econometrics
88
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
76
Working paper / Department of Econometrics and Business Statistics, Monash University
75
Energy economics
67
Discussion paper / Tinbergen Institute
62
Economic modelling
61
Applied economics
56
Working paper
47
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
44
Computational economics
41
Economics letters
41
International Journal of Energy Economics and Policy : IJEEP
34
European journal of operational research : EJOR
32
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
32
Journal of empirical finance
31
CESifo working papers
30
CREATES research paper
28
Working paper series / European Central Bank
28
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
27
The North American journal of economics and finance : a journal of financial economics studies
27
Applied economics letters
26
Econometric reviews
26
International journal of production economics
26
Journal of applied econometrics
26
CAMA working paper series
25
Finance research letters
25
Journal of risk and financial management : JRFM
24
International review of economics & finance : IREF
23
International review of financial analysis
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Econometric Institute research papers
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Working papers
21
Discussion papers / CEPR
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NBER Working Paper
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Management science : journal of the Institute for Operations Research and the Management Sciences
19
Technological forecasting & social change : an international journal
19
Tourism economics : the business and finance of tourism and recreation
19
Discussion paper / Centre for Economic Policy Research
18
Working paper series
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1
Predicting BRICS stock returns using ARFIMA models
Aye, Goodness C.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936
Saved in:
2
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
3
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
4
Forecasting US housing starts under asymmetric loss
Pierdzioch, Christian
;
Ruelke, Jan-Christoph
; …
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 505-513
Persistent link: https://www.econbiz.de/10009718870
Saved in:
5
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:
6
Some variables are more worthy than others : new diffusion index evidence on the monitoring of key economic indicators
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 43-60
Persistent link: https://www.econbiz.de/10009124680
Saved in:
7
A comparison of ARIMA forecasting and heuristic modelling
Wang, Chi-chen
;
Hsu, Yun-sheng
;
Liou, Cheng-hwai
- In:
Applied financial economics
21
(
2011
)
13/15
,
pp. 1095-1102
Persistent link: https://www.econbiz.de/10009317433
Saved in:
8
Forecasting economic time series with the DyFor genetic program model
Wagner, Neal
;
Khouja, Moutaz
;
Michalewicz, Zbigniew
; …
- In:
Applied financial economics
18
(
2008
)
4/6
,
pp. 357-378
Persistent link: https://www.econbiz.de/10003739115
Saved in:
9
Modelling and forecasting long memory in exchange rate volatility vs. stable and integrated GARCH models
Akgül, Işıl
;
Sayyan, Hülya
- In:
Applied financial economics
18
(
2008
)
4/6
,
pp. 463-482
Persistent link: https://www.econbiz.de/10003739179
Saved in:
10
The predictive power of quarterly earnings per share based on time series and artificial intelligence model
Lai, Syouching
;
Li, Hungchih
- In:
Applied financial economics
16
(
2006
)
18
,
pp. 1375-1388
Persistent link: https://www.econbiz.de/10003397231
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