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~isPartOf:"Applied financial economics"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Börsenkurs
324
Share price
324
Großbritannien
198
United Kingdom
198
Estimation
152
Schätzung
152
USA
125
United States
125
Capital income
113
Kapitaleinkommen
113
Aktienmarkt
105
Stock market
105
Theorie
93
Theory
93
Volatility
92
Volatilität
92
Time series analysis
80
Deutschland
39
Germany
39
Aktienindex
35
Forecasting model
35
Prognoseverfahren
35
Stock index
35
Exchange rate
34
Japan
34
Wechselkurs
34
Efficient market hypothesis
29
Effizienzmarkthypothese
29
Portfolio selection
29
Portfolio-Management
29
ARCH model
28
ARCH-Modell
28
Ankündigungseffekt
27
Announcement effect
27
France
21
Frankreich
21
Welt
21
World
21
Takeover
19
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80
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Gil-Alaña, Luis A.
4
Barkoulas, John T.
2
Baum, Christopher F.
2
Caporale, Guglielmo Maria
2
Cuñado Eizaguirre, Juncal
2
Gupta, Rangan
2
Kunst, Robert M.
2
Aguirre, Maria Sophia
1
Ajmi, Ahdi Noomen
1
Akgül, Işıl
1
Alles, Lakshman
1
Aparicio, Teresa
1
Armah, Nii Ayi
1
Asēmakopulos, Iōannēs
1
Awad, Mouawiya al-
1
Ayala, Astrid
1
Aye, Goodness C.
1
Bahmani-Oskooee, Mohsen
1
Balcilar, Mehmet
1
Berg, Lennart
1
Beveridge, Steve
1
Boyd, Roy
1
Brooks, Chris
1
Brooks, Robert
1
Bühlmann, Peter
1
Cellini, Roberto
1
Chang, Tsangyao
1
Chang, Yuanchen
1
Cheung, Yin-Wong
1
Chirwa, Ephraim Wadonda
1
Chyi, Yih-luan
1
Clements, Adam
1
Collet, Jérôme
1
Cuccia, Tiziana
1
Davradakis, Emmanuel
1
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1
Dionísio, Andreia
1
Dufrénot, Gilles
1
Engsted, Tom
1
Ferreira, Paulo
1
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Applied financial economics
Journal of econometrics
675
International journal of forecasting
552
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
400
Journal of forecasting
328
Discussion paper / Tinbergen Institute
321
Applied economics
320
Econometric theory
315
Economic modelling
265
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
227
Econometric reviews
218
Applied economics letters
216
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
203
Energy economics
197
Working paper / Department of Econometrics and Business Statistics, Monash University
190
Working paper
179
NBER Working Paper
165
CREATES research paper
164
NBER working paper series
157
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
147
Working paper / National Bureau of Economic Research, Inc.
138
CESifo working papers
133
Computational economics
126
Discussion paper / Centre for Economic Policy Research
111
Journal of economic dynamics & control
109
Econometrics : open access journal
106
Cowles Foundation discussion paper
105
Journal of empirical finance
105
Oxford bulletin of economics and statistics
102
Journal of macroeconomics
99
The econometrics journal
93
EUI working paper / ECO
84
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
84
International review of economics & finance : IREF
84
Finance research letters
82
International Journal of Energy Economics and Policy : IJEEP
82
Tinbergen Institute Discussion Paper
79
The North American journal of economics and finance : a journal of financial economics studies
76
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1
Testing for stock market
bubbles
using nonlinear models and fractional integration
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
Applied financial economics
17
(
2007
)
16/18
,
pp. 1313-1321
Persistent link: https://www.econbiz.de/10003605836
Saved in:
2
Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Wu, Tsungpao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
Saved in:
3
Predicting BRICS stock returns using ARFIMA models
Aye, Goodness C.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936
Saved in:
4
Short- and long-term links among European and US stock markets
Gerrits, Robert-Jan
;
Yüce, Ayse
- In:
Applied financial economics
9
(
1999
)
1
,
pp. 1-9
Persistent link: https://www.econbiz.de/10001363833
Saved in:
5
Empirical evidence on the time-series behaviour of stock and bond prices in the inter-war period
Peel, David
- In:
Applied financial economics
3
(
1993
)
1
,
pp. 15-20
Persistent link: https://www.econbiz.de/10001145272
Saved in:
6
Forecasting UK stock prices
Jung, Chulho
- In:
Applied financial economics
6
(
1996
)
3
,
pp. 279-286
Persistent link: https://www.econbiz.de/10001202670
Saved in:
7
Common stochastic trends in international stock prices and dividends : an example of testing overidentifying restrictions on multiple cointegration vectors
Engsted, Tom
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 659-665
Persistent link: https://www.econbiz.de/10001240790
Saved in:
8
The euro introduction and noneuro currencies
Dijk, Dick van
;
Munandar, Haris
;
Hafner, Christian M.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 95-116
Persistent link: https://www.econbiz.de/10009124660
Saved in:
9
Short and long-run dependence in Swedish stock returns
Berg, Lennart
;
Lyhagen, Johan
- In:
Applied financial economics
8
(
1998
)
4
,
pp. 435-443
Persistent link: https://www.econbiz.de/10001363520
Saved in:
10
The impact of settlement time on the volatility of stock markets
Li, Dong
- In:
Applied financial economics
7
(
1997
)
6
,
pp. 689-694
Persistent link: https://www.econbiz.de/10001240752
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