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~subject:"Time series analysis"
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Time series analysis
Theorie
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Gil-Alaña, Luis A.
157
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136
Koopman, Siem Jan
121
Caporale, Guglielmo Maria
117
Lütkepohl, Helmut
86
Härdle, Wolfgang
78
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72
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71
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69
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67
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61
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60
Taylor, Robert
58
Maravall Herrero, Agustín
57
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Koop, Gary
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Bauwens, Luc
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Stock, James H.
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Timmermann, Allan
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Dijk, Dick van
45
Hassler, Uwe
45
Mills, Terence C.
45
Perron, Pierre
45
Diebold, Francis X.
43
Ghysels, Eric
42
Leybourne, Stephen James
41
Feng, Yuanhua
40
Hallin, Marc
40
Johansen, Søren
40
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40
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38
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National Bureau of Economic Research
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European Commission / Statistical Office of the European Communities
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London School of Economics and Political Science
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Shakai-Keizai-Kenkyūsho <Osaka>
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Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
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State University of New York at Albany / Department of Economics
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Studiecentrum voor Economisch en Sociaal Onderzoek / Vakgroep Macro-Economie
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University of Chicago / Center for Research in Security Prices
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Journal of econometrics
341
International journal of forecasting
311
Economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
242
Econometric theory
216
Discussion paper / Tinbergen Institute
182
Econometric reviews
142
Applied economics
130
Economic modelling
126
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
113
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
112
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
104
Journal of applied econometrics
99
Computational economics
96
Applied economics letters
95
Working paper / Department of Econometrics and Business Statistics, Monash University
86
Working paper
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Journal of economic dynamics & control
81
NBER Working Paper
81
CREATES research paper
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Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics
76
NBER working paper series
69
Energy economics
68
EUI working paper
67
Journal of empirical finance
65
Cowles Foundation discussion paper
63
CESifo working papers
61
Oxford bulletin of economics and statistics
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Working paper / National Bureau of Economic Research, Inc.
60
Discussion papers of interdisciplinary research project 373
59
Finance research letters
58
The econometrics journal
57
Série des documents de travail / Centre de Recherche en Économie et Statistique
53
Working papers
51
European journal of operational research : EJOR
50
Journal of macroeconomics
45
The North American journal of economics and finance : a journal of financial economics studies
45
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ECONIS (ZBW)
14,550
EconStor
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1
Default times in a continuous time Markov chain economy
Elliott, Robert J.
;
Hoek, John van der
- In:
Applied mathematical finance
20
(
2013
)
5/6
,
pp. 450-460
Persistent link: https://www.econbiz.de/10010235596
Saved in:
2
Numerical analysis of rating transition matrix depending on latent macro factor via nonlinear particle filter method
Nakagawa, Hidetoshi
;
Takada, Hideyuki
- In:
Journal of financial engineering
1
(
2014
)
3
,
pp. 1-31
Persistent link: https://www.econbiz.de/10010508007
Saved in:
3
High dimensional dynamic stochastic copula models
Creal, Drew
;
Tsay, Ruey S.
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 335-345
Persistent link: https://www.econbiz.de/10011504544
Saved in:
4
Dependence in credit default swap and equity markets : dynamic copula with Markov-switching
Fei, Fei
;
Fuertes, Ana María
;
Kalotychou, Elena
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10011746197
Saved in:
5
Rating transitions forecasting : a filtering approach
Cousin, Areski
;
Lelong, Jérõme
;
Picard, Tom
- In:
International journal of theoretical and applied …
26
(
2023
)
2/3
,
pp. 1-53
Persistent link: https://www.econbiz.de/10014365676
Saved in:
6
Empirical performance of an ESG assets portfolio from US market
Pokou, Fredy
;
Kamdem, Jules Sadefo
;
Benhmad, François
- In:
Computational economics
64
(
2024
)
3
,
pp. 1569-1638
Persistent link: https://www.econbiz.de/10015143946
Saved in:
7
Predicting bear and bull stock markets with dynamic binary time series models
Nyberg, Henri
- In:
Journal of banking & finance
37
(
2013
)
9
,
pp. 3351-3363
Persistent link: https://www.econbiz.de/10010126425
Saved in:
8
Copula based multivariate semi-Markov models with applications in high-frequency finance
D'Amico, Guglielmo
;
Petroni, Filippo
- In:
European journal of operational research : EJOR
267
(
2018
)
2
,
pp. 765-777
Persistent link: https://www.econbiz.de/10011812746
Saved in:
9
Markov switching in portfolio choice and asset pricing models : a survey
Guidolin, Massimo
-
2011
Persistent link: https://www.econbiz.de/10009698155
Saved in:
10
Parallel optimization of sparse portfolios with AR-HMMs
Sipos, I. Róbert
;
Ceffer, Attila
;
Levendovszky, János
- In:
Computational economics
49
(
2017
)
4
,
pp. 563-578
Persistent link: https://www.econbiz.de/10011762135
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