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~isPartOf:"Finance research letters"
~subject:"Theory"
~subject:"Zustandsraummodell"
~type_genre:"Article in journal"
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Search: subject_exact:"Zeitreihenanalyse"
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Theory
Zustandsraummodell
Time series analysis
83
Zeitreihenanalyse
83
Volatility
39
Volatilität
39
Theorie
34
Capital income
28
Estimation
28
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38
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Al-Yahyaee, Khamis Hamed
2
Gupta, Rangan
2
Mensi, Walid
2
Yoon, Seong-min
2
Österholm, Pär
2
Antonakakis, Nikolaos
1
Ardila, Diego
1
Aye, Goodness C.
1
Ballinari, Daniele
1
Baruník, Jozef
1
Beechey, Meredith Jane
1
Behrendt, Simon
1
Biswas, Nabaneeta
1
Bitetto, Alessandro
1
Blau, Benjamin
1
Bruzda, Joanna
1
Caldeira, João F.
1
Caporale, Guglielmo Maria
1
Cerchiello, Paola
1
Chang, Tsangyao
1
Chen, Cathy W. S.
1
Chen, Zhanbo
1
Chen, Zhenlong
1
Chou, Heng-chih
1
Cuñado Eizaguirre, Juncal
1
Esteve García, Vicente
1
Gil-Alaña, Luis A.
1
González-Pla, Francisco
1
Hanus, Luboš
1
Hao, Xiaozhen
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Hong, Yongmiao
1
Hsu, Hsiao-Yun
1
Huang, Teng-Ching
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Jiang, Kunliang
1
Jin, Xing
1
Kilponen, Juha
1
Kladívko, Kamil
1
Klein, Tony
1
Lai, Yu-Sheng
1
Lee, Yun Jung
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Finance research letters
Journal of econometrics
336
International journal of forecasting
318
Economics letters
278
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
237
Journal of forecasting
233
Econometric theory
190
Economic modelling
133
Econometric reviews
130
Applied economics
114
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
104
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
102
Journal of applied econometrics
92
Computational economics
87
Applied economics letters
77
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Journal of economic dynamics & control
70
Energy economics
69
Journal of empirical finance
55
Oxford bulletin of economics and statistics
55
The econometrics journal
50
Econometrics : open access journal
49
European journal of operational research : EJOR
47
Journal of macroeconomics
46
The review of economics and statistics
42
Macroeconomic dynamics
39
International review of economics & finance : IREF
34
Journal of the American Statistical Association : JASA
32
Applied financial economics
30
Journal of economic surveys
30
Journal of risk and financial management : JRFM
30
Journal of time series econometrics
30
Journal of banking & finance
29
Journal of international money and finance
29
Risks : open access journal
29
The North American journal of economics and finance : a journal of financial economics studies
29
Empirical economics : a quarterly journal of the Institute for Advanced Studies
28
Management science : journal of the Institute for Operations Research and the Management Sciences
27
Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
26
International review of financial analysis
25
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ECONIS (ZBW)
38
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1
Fan charts in era of big data and learning
Baruník, Jozef
;
Hanus, Luboš
- In:
Finance research letters
61
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014490768
Saved in:
2
Can asymmetry, long memory, and current return information improve crude oil volatility prediction? : evidence from ASHARV-MIDAS model
Chen, Zhenlong
;
Liu, Junjie
;
Hao, Xiaozhen
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531739
Saved in:
3
Nowcasting of the short-run Euro-Dollar exchange rate with economic fundamentals and time-varying parameters
Yemba, Boniface P.
;
Otunuga, Olusegun Michael
;
Tang, Biyan
- In:
Finance research letters
52
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472115
Saved in:
4
On the efficient synthesis of short financial time series : a Dynamic Factor Model approach
Bitetto, Alessandro
;
Cerchiello, Paola
;
Mertzanis, Charilaos
- In:
Finance research letters
53
(
2023
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014472517
Saved in:
5
Time-frequency correlations and extreme spillover effects between carbon markets and NFTs : the roles of EPU and COVID-19
Liu, Jiatong
- In:
Finance research letters
54
(
2023
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014472625
Saved in:
6
Exchange rate volatility and intraday jump probability with periodicity filters using a local robust variance
Yi, Chae-Deug
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014472978
Saved in:
7
Estimating the US trend short-term interest rate
Beechey, Meredith Jane
;
Österholm, Pär
;
Poon, Aubrey
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10014473294
Saved in:
8
Tail risk forecasting of realized volatility CAViaR models
Chen, Cathy W. S.
;
Hsu, Hsiao-Yun
;
Watanabe, Toshiaki
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014304842
Saved in:
9
Testing explosive bubbles with time-varying volatility : the case of Spanish public debt
Esteve García, Vicente
;
Prats Albentosa, María Asuncíon
- In:
Finance research letters
51
(
2023
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014304848
Saved in:
10
Economic evaluation of dynamic hedging strategies using high-frequency data
Lai, Yu-Sheng
- In:
Finance research letters
57
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014517872
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