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~subject:"Zeitreihenanalyse"
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Short-term residual reversal
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Zeitreihenanalyse
Theorie
727,858
Theory
712,946
Risk
60,582
Risiko
60,213
Portfolio-Management
51,640
Portfolio selection
51,294
Welt
41,992
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41,896
World
41,294
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41,027
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40,876
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40,773
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39,198
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27,692
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27,426
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26,990
Geldpolitik
25,439
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25,246
Monetary policy
24,634
Prognoseverfahren
21,127
Forecasting model
20,838
Mathematische Optimierung
20,140
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20,032
Volatilität
19,638
Volatility
19,375
Risikomanagement
19,185
Risk management
18,702
Wirtschaftswachstum
17,317
Economic growth
16,656
Anlageverhalten
15,526
Behavioural finance
15,322
Time series analysis
15,059
CAPM
14,985
Finanzmarkt
14,855
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14,615
Konsumentenverhalten
14,224
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14,093
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Gil-Alaña, Luis A.
178
Phillips, Peter C. B.
147
Caporale, Guglielmo Maria
140
Franses, Philip Hans
139
Koopman, Siem Jan
122
Lütkepohl, Helmut
81
Teräsvirta, Timo
80
Härdle, Wolfgang
79
Pesaran, M. Hashem
73
Sibbertsen, Philipp
71
Lucas, André
70
Harvey, Andrew C.
68
Granger, C. W. J.
65
Swanson, Norman R.
63
McAleer, Michael
60
Taylor, Robert
60
Kunst, Robert M.
59
Maravall Herrero, Agustín
57
Dijk, Herman K. van
56
Engle, Robert F.
56
Koop, Gary
55
Saikkonen, Pentti
55
Feng, Yuanhua
54
Lux, Thomas
54
Gupta, Rangan
53
Timmermann, Allan
53
Hassler, Uwe
52
Proietti, Tommaso
52
Hyndman, Rob J.
51
Bauwens, Luc
50
Stock, James H.
49
Gao, Jiti
46
Mills, Terence C.
45
Perron, Pierre
45
Marcellino, Massimiliano
43
Beran, Jan
42
Dijk, Dick van
42
Herwartz, Helmut
42
Leybourne, Stephen James
42
Breitung, Jörg
41
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National Bureau of Economic Research
95
Sonderforschungsbereich Quantifikation und Simulation Ökonomischer Prozesse
59
Ekonomiska forskningsinstitutet <Stockholm>
48
European University Institute / Department of Economics
32
European Commission / Statistical Office of the European Communities
18
Umeå universitet
11
Centre for Analytical Finance <Århus>
7
Christian-Albrechts-Universität zu Kiel / Institut für Volkswirtschaftslehre
7
Econometrisch Instituut <Rotterdam>
7
European Commission / Statistical Office of the European Union
7
Centre for Quantitative Economics & Computing
6
European Commission / Joint Research Centre
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Umeå Universitet / Institutionen för Nationalekonomi
6
Aarhus Universitet / Afdeling for Nationaløkonomi
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Birkbeck College / Department of Economics
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Escola de Pós-Graduação em Economia <Rio de Janeiro>
5
European University Institute / Department of Law
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Gottfried Wilhelm Leibniz Universität Hannover
5
Ludwig-Maximilians-Universität München / Volkswirtschaftliche Fakultät
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University of Exeter / Department of Economics
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Institut für Höhere Studien
4
Organisation for Economic Co-operation and Development
4
University of Cambridge / Department of Applied Economics
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University of Warwick / Department of Economics
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Universität Basel / Institut für Statistik und Ökonometrie
4
Australian National University / Faculty of Economics and Commerce
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Christian-Albrechts-Universität zu Kiel
3
Christian-Albrechts-Universität zu Kiel / Institut für Weltwirtschaft
3
Eric Cuvillier <Firma>
3
Federal Reserve System / Board of Governors
3
Instituto Valenciano de Investigaciones Económicas
3
Internationaler Währungsfonds / Research Department
3
London School of Economics and Political Science
3
Lunds Universitet / Nationalekonomiska Institutionen
3
Norges Bank / Utredningsavdelingen
3
Shakai-Keizai-Kenkyūsho <Osaka>
3
Sonderforschungsbereich Komplexitätsreduktion in Multivariaten Datenstrukturen <Dortmund>
3
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
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Journal of econometrics
348
International journal of forecasting
305
Economics letters
277
Journal of forecasting
262
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
247
Econometric theory
212
Discussion paper / Tinbergen Institute
177
Econometric reviews
146
Applied economics
141
Economic modelling
135
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
106
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
102
Applied economics letters
100
Computational economics
100
Journal of applied econometrics
96
Working paper / Department of Econometrics and Business Statistics, Monash University
87
NBER Working Paper
85
CREATES research paper
82
Journal of economic dynamics & control
81
Working paper
78
Journal of empirical finance
77
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
74
Energy economics
72
NBER working paper series
72
Finance research letters
71
Cowles Foundation discussion paper
63
Working paper / National Bureau of Economic Research, Inc.
63
Oxford bulletin of economics and statistics
62
CESifo working papers
61
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Discussion papers of interdisciplinary research project 373
59
International review of financial analysis
55
The econometrics journal
55
Série des documents de travail / Centre de Recherche en Économie et Statistique
54
Tinbergen Institute Discussion Paper
53
EUI working paper / ECO
52
The North American journal of economics and finance : a journal of financial economics studies
52
European journal of operational research : EJOR
50
International review of economics & finance : IREF
50
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ECONIS (ZBW)
15,119
EconStor
330
USB Cologne (EcoSocSci)
8
USB Cologne (business full texts)
2
ArchiDok
1
RePEc
1
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1
Testing for Regime Changes in Portfolios with a Large Number of Assets : A Robust Approach to Factor Heteroskedasticity
Massacci, Daniele
-
2020
We develop a new test for threshold-type regime changes in the
risk
exposures in portfolios with a large number of …
Persistent link: https://www.econbiz.de/10012853517
Saved in:
2
An explanation for momentum with a rational model under symmetric information - Evidence from cross country equity markets
Koziol, Christian
;
Proelss, Juliane
- In:
Journal of international financial markets, …
70
(
2021
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012668191
Saved in:
3
Time-series momentum in nearly 100 years of stock returns
Lim, Bryan Y.
;
Wang, Jiaguo
;
Yao, Yaqiong
- In:
Journal of banking & finance
97
(
2018
),
pp. 283-296
Persistent link: https://www.econbiz.de/10011968748
Saved in:
4
Examining the sources of excess return predictability : stochastic volatility or market inefficiency?
Lansing, Kevin J.
;
LeRoy, Stephen F.
;
Ma, Jun
-
2018
Persistent link: https://www.econbiz.de/10011977460
Saved in:
5
The trend is your friend : time-series momentum strategies across equity and commodity markets
Georgopoulou, Athina
;
Wang, Jiaguo
- In:
Review of finance : journal of the European Finance …
21
(
2017
)
4
,
pp. 1557-1592
Persistent link: https://www.econbiz.de/10011804328
Saved in:
6
Examining the sources of excess return predictability : stochastic volatility or market inefficiency?
Lansing, Kevin J.
;
LeRoy, Stephen F.
;
Ma, Jun
- In:
Journal of economic behavior & organization : JEBO
197
(
2022
),
pp. 50-72
Persistent link: https://www.econbiz.de/10013383142
Saved in:
7
Persistence of shocks in CDS returns on Croatian bonds : quantile autoregression approach
Bošnjak, Mile
;
Novak, Ivan
;
Bašić, Maja
- In:
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis …
37
(
2019
)
2
,
pp. 759-775
Persistent link: https://www.econbiz.de/10012213680
Saved in:
8
Efficiency drifts in euronext stock indexes returns
Gomes, Luís M. P.
;
Soares, Vasco J. S.
;
Gama, Sílvio M. A.
- In:
International journal of business
27
(
2022
)
2
,
pp. 28-44
Persistent link: https://www.econbiz.de/10013395911
Saved in:
9
Long memory and stock market efficiency : case of Saudi Arabia
Lamouchi, Rim Ammar
- In:
International journal of economics and financial issues …
10
(
2020
)
3
,
pp. 29-34
Persistent link: https://www.econbiz.de/10012215228
Saved in:
10
Long memory and efficiency of Bitcoin under heavy tails
Wu, Liang
;
Chen, Shujuan
- In:
Applied economics
52
(
2020
)
48
,
pp. 5298-5309
Persistent link: https://www.econbiz.de/10012307228
Saved in:
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