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Time series analysis
Theorie
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Share price
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Spieltheorie
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Consumer behaviour
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Gil-Alaña, Luis A.
156
Phillips, Peter C. B.
147
Franses, Philip Hans
135
Caporale, Guglielmo Maria
117
Koopman, Siem Jan
109
Lütkepohl, Helmut
80
Härdle, Wolfgang
77
Harvey, Andrew C.
68
Teräsvirta, Timo
68
Pesaran, M. Hashem
63
Granger, C. W. J.
61
Taylor, Robert
58
Maravall Herrero, Agustín
57
Lucas, André
56
McAleer, Michael
55
Dijk, Herman K. van
54
Sibbertsen, Philipp
54
Swanson, Norman R.
53
Hyndman, Rob J.
52
Koop, Gary
52
Proietti, Tommaso
52
Engle, Robert F.
51
Saikkonen, Pentti
51
Kunst, Robert M.
50
Stock, James H.
49
Bauwens, Luc
45
Hassler, Uwe
45
Mills, Terence C.
45
Perron, Pierre
45
Timmermann, Allan
45
Dijk, Dick van
41
Ghysels, Eric
41
Johansen, Søren
41
Leybourne, Stephen James
41
Diebold, Francis X.
40
Feng, Yuanhua
40
Gao, Jiti
40
Watson, Mark W.
40
Breitung, Jörg
38
Haldrup, Niels
38
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Umeå universitet
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Centre for Analytical Finance <Århus>
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Universität Basel / Institut für Statistik und Ökonometrie
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Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
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Eric Cuvillier <Firma>
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Federal Reserve System / Board of Governors
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Gottfried Wilhelm Leibniz Universität Hannover
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Instituto Valenciano de Investigaciones Económicas
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Internationaler Währungsfonds / Research Department
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London School of Economics and Political Science
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Norges Bank / Utredningsavdelingen
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Shakai-Keizai-Kenkyūsho <Osaka>
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
3
University of Chicago / Center for Research in Security Prices
3
University of Southampton / Department of Economics
3
University of Strathclyde / Department of Economics
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Journal of econometrics
318
International journal of forecasting
292
Economics letters
260
Journal of forecasting
250
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
227
Econometric theory
211
Discussion paper / Tinbergen Institute
166
Econometric reviews
137
Economic modelling
120
Applied economics
115
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
101
Journal of applied econometrics
93
Applied economics letters
91
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
90
Computational economics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
83
NBER Working Paper
81
Journal of economic dynamics & control
79
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
73
Working paper
73
CREATES research paper
72
NBER working paper series
68
Cowles Foundation discussion paper
63
Oxford bulletin of economics and statistics
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Energy economics
59
Journal of empirical finance
59
Working paper / National Bureau of Economic Research, Inc.
58
Discussion papers of interdisciplinary research project 373
57
CESifo working papers
53
Finance research letters
53
Série des documents de travail / Centre de Recherche en Économie et Statistique
53
EUI working paper / ECO
52
The econometrics journal
52
European journal of operational research : EJOR
50
Working papers
46
Journal of macroeconomics
45
Discussion paper / Center for Economic Research, Tilburg University
42
Discussion paper / Centre for Economic Policy Research
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ECONIS (ZBW)
13,752
EconStor
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ArchiDok
1
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1
Review of Statistical Arbitrage, Cointegration, and Multivariate Ornstein-Uhlenbeck
Meucci, Attilio
-
2010
contract strategies. Fully documented code illustrating the
theory
and the applications is available at MATLAB Central …
Persistent link: https://www.econbiz.de/10013152769
Saved in:
2
Arbitrage, market definition and monitoring a time series approach
Burke, Simon P.
;
Hunter, John
-
2012
Persistent link: https://www.econbiz.de/10009664471
Saved in:
3
Arbitrage, market definition and monitoring : a time series approach
Hunter, John
;
Burke, Simon P.
- In:
International journal of applied economics and …
22
(
2014
)
4
,
pp. 1-38
Persistent link: https://www.econbiz.de/10010396226
Saved in:
4
Arbitrage bounds and the time series properties of the discount on UK closed-end mutual funds
Copeland, Laurence S.
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003390739
Saved in:
5
An asset pricing approach to testing general term structure models including Heath-Jarrow-Morton specifications and affine subclasses
Christensen, Bent Jesper
;
Wel, Michael van der
-
2010
Persistent link: https://www.econbiz.de/10003947812
Saved in:
6
Extending the Fama and French model with a long term memory factor
López-García, M. N.
;
Trinidad-Segovia, J. E.
; …
- In:
European journal of operational research : EJOR
291
(
2021
)
2
,
pp. 421-426
Persistent link: https://www.econbiz.de/10012495319
Saved in:
7
Quantitative corporate finance
Guerard, John Baynard
;
Saxena, Anureet
;
Gültekin, …
-
2021
-
Second edition
and the Cost of Funds -- Chapter 11. Investing in Assets:
Theory
of Investment Decision Making -- Chapter 12. Regression …
Persistent link: https://www.econbiz.de/10012203303
Saved in:
8
Nonlinear limits to arbitrage
Chen, Jingzhi
;
Cai, Charlie X.
;
Faff, Robert W.
;
Shin, …
- In:
The journal of futures markets
42
(
2022
)
6
,
pp. 1084-1113
Persistent link: https://www.econbiz.de/10013287917
Saved in:
9
Pairs trading with fractional Ornstein-Uhlenbeck spread model
Xiang, Yun
;
Zhao, Yonghong
;
Deng, Shijie
- In:
Applied economics
55
(
2023
)
23
,
pp. 2607-2623
Persistent link: https://www.econbiz.de/10014295156
Saved in:
10
Fractional Brownian motions in financial econometrics
Xiao, Weilin
;
Zhang, Xili
- In:
Financial econometrics : theory and applications
,
(pp. 198-234)
.
2025
Persistent link: https://www.econbiz.de/10015426497
Saved in:
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