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~subject:"Time series analysis"
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Search: "Schätzung"
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Time series analysis
Estimation
818
Schätzung
818
Theorie
205
Theory
205
Volatility
118
Volatilität
118
Welt
116
World
116
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115
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114
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113
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102
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93
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Arčabić, Vladimir
3
Bekiros, Stelios
2
Huang, Zhuo
2
Kiani, Khurshid M.
2
Kumar, Dilip
2
Maheswaran, S.
2
Nazlıoğlu, Şaban
2
Papell, David H.
2
Paradiso, Antonio
2
Salisu, Afees A.
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Tiwari, Aviral Kumar
2
Wang, Tianyi
2
Adeleke, Adegoke Ibrahim
1
Amini, Shahram
1
Arora, Sanchit
1
Avdoulas, Christos
1
Babikir, Ali
1
Bacchiocchi, Emanuele
1
Baharumshah, Ahmad Zubaidi
1
Banerjee, Piyali
1
Bao Hoang Nguyen
1
Baruník, Jozef
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Bastianin, Andrea
1
Battisti, Michele
1
Bejaoui, Azza
1
Belomestny, Denis
1
Boubaker, Sabri
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Bouvatier, Vincent
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Brown, Jane P.
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Burret, Heiko T.
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1
Chang, Kuang-liang
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Chen, Shyh-wei
1
Constantinescu, Mihnea
1
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Economic modelling
Journal of econometrics
155
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
105
Applied economics
99
Discussion paper / Tinbergen Institute
91
International journal of forecasting
84
Economics letters
83
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
79
Applied economics letters
77
CESifo working papers
67
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
66
Econometric reviews
61
Energy economics
58
Journal of forecasting
55
Working paper
54
International review of economics & finance : IREF
40
Journal of applied econometrics
37
Journal of empirical finance
35
The North American journal of economics and finance : a journal of financial economics studies
35
Working paper / Department of Econometrics and Business Statistics, Monash University
34
CREATES research paper
31
Journal of economic dynamics & control
31
Economics and finance working paper series
30
Finance research letters
29
Journal of banking & finance
29
Macroeconomic dynamics
29
CAMA working paper series
28
Computational economics
28
Discussion papers / Deutsches Institut für Wirtschaftsforschung
28
Econometric theory
27
Applied financial economics
26
Empirical economics : a quarterly journal of the Institute for Advanced Studies
25
Journal of macroeconomics
25
Cambridge working papers in economics
24
International journal of finance & economics : IJFE
24
Journal of international money and finance
24
Journal of risk and financial management : JRFM
24
SFB 649 discussion paper
24
The empirical economics letters : a monthly international journal of economics
24
Econometrics : open access journal
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ECONIS (ZBW)
102
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1
Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
2
How do monetary shock, financial crisis, and quotation reform affect the long memory of exchange rate volatility? : evidence from major currencies
Wang, Xinyu
;
Qi, Zikang
;
Huang, Jianglu
- In:
Economic modelling
120
(
2023
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014383984
Saved in:
3
Forecasting dividend growth : the role of adjusted earnings yield
Yu, Deshui
;
Huang, Difang
;
Li, Chen
;
Li, Luyang
- In:
Economic modelling
120
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014384127
Saved in:
4
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
5
Regime-dependent effects of macroeconomic uncertainty on realized volatility in the US stock market
Liu, Wei
;
Garrett, Ian
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464307
Saved in:
6
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
7
Do realized higher moments have information content? : VaR forecasting based on the realized GARCH-RSRK model
Wang, Tianyi
;
Liang, Fang
;
Huang, Zhuo
;
Yan, Hong
- In:
Economic modelling
109
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013348237
Saved in:
8
Sharing is caring : spillovers and synchronization of business cycles in the European Union
Arčabić, Vladimir
;
Škrinjarić, Tihana
- In:
Economic modelling
96
(
2021
),
pp. 25-39
Persistent link: https://www.econbiz.de/10012745323
Saved in:
9
A century of gaps : untangling business cycles from secular trends
Constantinescu, Mihnea
;
Nguyen, Anh D. M.
- In:
Economic modelling
100
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012795846
Saved in:
10
Bayesian TVP-VARX models with time invariant long-run multipliers
Belomestny, Denis
;
Krymova, Ekaterina
;
Polbin, Andrej
- In:
Economic modelling
101
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012796054
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