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isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Applied financial economics"
~isPartOf:"Review / Federal Reserve Bank of St. Louis"
~subject:"Share price"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Trendmodell"
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Share price
USA
Time series analysis
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Gil-Alaña, Luis A.
2
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Cowles Foundation discussion paper
Applied financial economics
Review / Federal Reserve Bank of St. Louis
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
109
Journal of econometrics
61
International journal of forecasting
57
Applied economics
56
Economics letters
52
Economic modelling
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Journal of empirical finance
42
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
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40
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34
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Applied economics letters
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of risk and financial management : JRFM
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Journal of economic dynamics & control
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Journal of financial economics
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Journal of international money and finance
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The review of financial studies
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Computational economics
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Macroeconomic dynamics
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Oxford bulletin of economics and statistics
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American journal of agricultural economics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of international financial markets, institutions & money
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1
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:
2
Seasonal processes in the Euro-US Dollar daily exchange rate
Cellini, Roberto
;
Cuccia, Tiziana
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 161-174
Persistent link: https://www.econbiz.de/10010391453
Saved in:
3
Forecasting US housing starts under asymmetric loss
Pierdzioch, Christian
;
Ruelke, Jan-Christoph
; …
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 505-513
Persistent link: https://www.econbiz.de/10009718870
Saved in:
4
A dynamic analysis of stock price ratios
Giannetti, Antoine
;
Viale, Ariel M.
- In:
Applied financial economics
21
(
2011
)
4/6
,
pp. 353-368
Persistent link: https://www.econbiz.de/10009124556
Saved in:
5
Behaviour of stock markets' memories
Mohammadi, Shapour
;
Pouyanfar, Ahmad
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 183-194
Persistent link: https://www.econbiz.de/10009124655
Saved in:
6
Some variables are more worthy than others : new diffusion index evidence on the monitoring of key economic indicators
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 43-60
Persistent link: https://www.econbiz.de/10009124680
Saved in:
7
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
8
Are stock prices in the US nonstationary? : evidence from contemporary unit root tests
Murthy, Vasudeva
;
Washer, Kenneth
;
Wingender, John R.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1703-1709
Persistent link: https://www.econbiz.de/10009385050
Saved in:
9
Real interest rate persistence : evidence and implications
Neely, Christopher J.
;
Rapach, David E.
- In:
Review / Federal Reserve Bank of St. Louis
90
(
2008
)
6
,
pp. 609-641
Persistent link: https://www.econbiz.de/10003796830
Saved in:
10
Changing-regime volatility : a fractionally integrated SETAR model
Dufrénot, Gilles
;
Guégan, Dominique
; …
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 519-526
Persistent link: https://www.econbiz.de/10003739214
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