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Rolling Analysis of Time Series
8 references·3 citing·39 second hop
Rolling Analysis of Time Series (2003)Rolling Analysis of Time SeriesMarket Models: A Guide to Financial Data Analysis (2001)Market Models: A Guide to Fin…An Introduction to High-Frequency Finance (2001)An Introduction to High-Frequ…Irrational Exuberance (2000)Irrational ExuberanceComparing Predictive Accuracy (1995)Comparing Predictive AccuracyComparing Predictive Accuracy (1994)Comparing Predictive AccuracyRecursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence (1992)Recursive and Sequential Test…Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence (1990)Recursive and Sequential Test…The Encyclopedia of Technical Market Indicators (1988)The Encyclopedia of Technical…Industrial Robots and Firm Productivity (2022)Industrial Robots and Firm Pr…COVID-19 social distancing and the US service sector: What do we learn? (2020)COVID-19 social distancing an…Forecasting of density functions with an application to cross-sectional and intraday returns (2019)Forecasting of density functi…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Tests for Parameter Instability in Regressions with 1(1) Processes (1992)Introductory Econometrics for Finance (2008)EXPLOSIVE BEHAVIOR IN THE 1990s NASDAQ: WHEN DID EXUBERANCE ESCALATE ASSET VALUES?* (2009)A theory of human motivation. (1943)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Motivation and Personality (1997)Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network (2021)The impact of COVID-19 on the volatility connectedness of the Chinese tourism sector (2023)Trends and random walks in macroeconmic time series (1982)Breaking the panels: An application to the GDP per capita (2005)Rare Disasters, Asset Prices, and Welfare Costs (2009)The impact of economic growth on CO2 emissions in Azerbaijan (2018)International R&D spillovers (1995)Estimating Production Functions Using Inputs to Control for Unobservables (2003)Misallocation and Manufacturing TFP in China and India * (2009)Does artificial intelligence suppress firms' greenwashing behavior? Evidence from robot adoption in China (2024)Nexus between green technology innovation and climate policy uncertainty: Unleashing the role of artificial intelligence in an emerging economy (2024)Polluted air, smarter factories? China's robot imports shed light on a potential link (2024)Chapter 15 Volatility and Correlation Forecasting (2006)Modeling and forecasting petroleum futures volatility (2006)Political uncertainty and stock market volatility in the Middle East and North African (MENA) countries (2013)Is smarter better? A comparison of adaptive, and simple moving average trading strategies (2005)Application of evolutionary computation for rule discovery in stock algorithmic trading: A literature review (2015)Forecasting directional movement of Forex data using LSTM with technical and macroeconomic indicators (2021)Econometric Analysis of Realized Covariation: High Frequency Based Covariance, Regression, and Correlation in Financial Economics (2004)Microstructure noise in the continuous case: The pre-averaging approach (2008)Realized kernels in practice: trades and quotes (2009)Answering the Skeptics: Yes, Standard Volatility Models do Provide Accurate Forecasts (1998)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Strictly Proper Scoring Rules, Prediction, and Estimation (2007)Globalization and its Discontents (2001)Investor Sentiment and the Cross-Section of Stock Returns (2003)The short of it: Investor sentiment and anomalies (2011)Testing the equality of prediction mean squared errors (1997)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Deep learning with long short-term memory networks for financial market predictions (2017)
this work references cited by second hop

References

  • 1994Comparing Predictive Accuracy5,495 cited
  • 1995Comparing Predictive Accuracy5,214 cited
  • 2000Irrational Exuberance1,515 cited
  • 2001An Introduction to High-Frequency Finance956 cited
  • 1990Recursive and Sequential Tests of the Unit Root and Trend Break Hypothesis: Theory and International Evidence870 cited
  • 2001Market Models: A Guide to Financial Data Analysis493 cited
  • 1992Recursive and Sequential Tests of the Unit-Root and Trend-Break Hypotheses: Theory and International Evidence343 cited
  • 1988The Encyclopedia of Technical Market Indicators175 cited

Cited by

  • 2022Industrial Robots and Firm Productivity121 cited
  • 2020COVID-19 social distancing and the US service sector: What do we learn?73 cited
  • 2019Forecasting of density functions with an application to cross-sectional and intraday returns49 cited

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