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isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Applied financial economics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~subject:"Aktienindex"
~subject:"Theory"
~type:"article"
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Search: subject_exact:"Trendmodell"
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Aktienindex
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Time series analysis
282
Zeitreihenanalyse
282
Theorie
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Estimation
86
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86
Estimation theory
53
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Escribano, Álvaro
3
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Donayre, Luiggi
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Gil-Alaña, Luis A.
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Cowles Foundation discussion paper
Applied financial economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
Journal of econometrics
321
International journal of forecasting
316
Economics letters
275
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
238
Journal of forecasting
223
Econometric theory
190
Econometric reviews
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106
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
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Oxford bulletin of economics and statistics
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European journal of operational research : EJOR
47
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Journal of macroeconomics
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The review of economics and statistics
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Econometrics : open access journal
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Finance research letters
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International review of economics & finance : IREF
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Risks : open access journal
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of time series econometrics
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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International economic review
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130
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1
On testing for bubbles during hyperinflations
Morita, Rubens
;
Psaradakis, Zacharias G.
;
Sola, Martin
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 25-37
Persistent link: https://www.econbiz.de/10014506885
Saved in:
2
Modelling volatility dependence with score copula models
Alanya-Beltran, Willy
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 649-668
Persistent link: https://www.econbiz.de/10014506814
Saved in:
3
Bayesian multivariate Beveridge-Nelson decomposition of I(1) and I(2) series with cointegration
Murasawa, Yasutomo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
3
,
pp. 387-415
Persistent link: https://www.econbiz.de/10013334834
Saved in:
4
Score-driven location plus scale models : asymptotic theory and an application to forecasting Dow Jones volatility
Blazsek, Szabolcs
;
Escribano, Álvaro
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
28
(
2024
)
1
,
pp. 61-82
Persistent link: https://www.econbiz.de/10014506888
Saved in:
5
Comparison of score-driven equity-gold portfolios during the COVID-19 pandemic using model confidence sets
Ayala, Astrid
;
Blazsek, Szabolcs
;
Licht, Adrian
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 705-731
Persistent link: https://www.econbiz.de/10014506866
Saved in:
6
Integrated variance of irregularly spaced high-frequency data : a state space approach based on pre-averaging
Alexeev, Vitali
;
Chen, Jun
;
Ignatieva, Ekaterina
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
5
,
pp. 733-763
Persistent link: https://www.econbiz.de/10014506869
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7
Testing for random coefficient autoregressive and stochastic unit root models
Nagakura, Daisuke
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
1
,
pp. 117-129
Persistent link: https://www.econbiz.de/10014288865
Saved in:
8
Forecasting transaction counts with integer-valued GARCH models
Aknouche, Abdelhakim
;
Almohaimeed, Bader S.
; …
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
4
,
pp. 529-539
Persistent link: https://www.econbiz.de/10013453761
Saved in:
9
Rescaled variance tests for seasonal stationarity
Gogebakan, Kemal Caglar
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
4
,
pp. 617-633
Persistent link: https://www.econbiz.de/10013453785
Saved in:
10
Consumption, aggregate wealth and expected stock returns : a quantile cointegration approach
Quineche, Ricardo
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
5
,
pp. 693-703
Persistent link: https://www.econbiz.de/10013554939
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