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isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Applied financial economics"
~subject:"Aktienindex"
~subject:"Share price"
~subject:"Theory"
~type:"article"
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Aktienindex
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Time series analysis
80
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80
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30
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17
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Gil-Alaña, Luis A.
3
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2
Baum, Christopher F.
2
Caporale, Guglielmo Maria
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2
Ajmi, Ahdi Noomen
1
Akgül, Işıl
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Cowles Foundation discussion paper
Applied financial economics
Journal of econometrics
349
International journal of forecasting
324
Economics letters
286
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
250
Journal of forecasting
229
Econometric theory
191
Econometric reviews
134
Economic modelling
129
Applied economics
121
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
102
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
99
Journal of applied econometrics
89
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
78
Applied economics letters
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International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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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
Revisiting serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece
Ferreira, Paulo
;
Dionísio, Andreia
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 319-331
Persistent link: https://www.econbiz.de/10010399410
Saved in:
3
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
4
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
5
Principal component measures of exchange market pressure : comparisons with variance-weighted measures
Hegerty, Scott W.
- In:
Applied financial economics
23
(
2013
)
16/18
,
pp. 1483-1495
Persistent link: https://www.econbiz.de/10010259384
Saved in:
6
A time dynamic pair copula construction : with financial applications
Vesper, Andrew
- In:
Applied financial economics
22
(
2012
)
19/21
,
pp. 1697-1711
Persistent link: https://www.econbiz.de/10009715935
Saved in:
7
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:
8
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:
9
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:
10
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
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