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isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Applied financial economics"
~subject:"Capital income"
~subject:"National income"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Trendmodell"
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Capital income
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Alles, Lakshman
1
Aye, Goodness C.
1
Balcilar, Mehmet
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1
Garg, S.
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Cowles Foundation discussion paper
Applied financial economics
International journal of forecasting
49
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
49
Economic modelling
42
Journal of econometrics
40
Applied economics
38
Journal of empirical finance
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Finance research letters
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International review of economics & finance : IREF
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
26
International review of financial analysis
25
Energy economics
24
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
The North American journal of economics and finance : a journal of financial economics studies
19
Journal of banking & finance
18
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15
Journal of financial econometrics
14
Journal of international financial markets, institutions & money
14
Research in international business and finance
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12
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Pacific-Basin finance journal
11
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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9
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9
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9
The European journal of finance
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International Journal of Energy Economics and Policy : IJEEP
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International journal of theoretical and applied finance
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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
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
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
The impact of overnight returns on realized volatility
Tseng, Tseng-chan
;
Lai, Hung-Cheng
;
Lin, Cha-fei
- In:
Applied financial economics
22
(
2012
)
4/6
,
pp. 357-364
Persistent link: https://www.econbiz.de/10009581349
Saved in:
5
Recovering the moments of information flow and the normality of asset returns
Murphy, Anthony
;
Izzeldin, Marwan
- In:
Applied financial economics
20
(
2010
)
10/12
,
pp. 761-769
Persistent link: https://www.econbiz.de/10009009840
Saved in:
6
Long rage dependence in daily stock returns
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 375-383
Persistent link: https://www.econbiz.de/10001970911
Saved in:
7
On the long memory properties of emerging capital markets : evidence from Istanbul stock exchange
Kiliç, Rehim
- In:
Applied financial economics
14
(
2004
)
13
,
pp. 915-922
Persistent link: https://www.econbiz.de/10002195474
Saved in:
8
Long memory and outliers in stock market returns
Tolvi, Jussi
- In:
Applied financial economics
13
(
2003
)
7
,
pp. 495-502
Persistent link: https://www.econbiz.de/10001770770
Saved in:
9
Long memory in stock-returns : some international evidence
Henry, Ólan Thomas John
- In:
Applied financial economics
12
(
2002
)
10
,
pp. 725-729
Persistent link: https://www.econbiz.de/10001702512
Saved in:
10
An examination of return and volatility patterns on the Irish equity market
Alles, Lakshman
;
Murray, Louis
- In:
Applied financial economics
11
(
2001
)
2
,
pp. 137-146
Persistent link: https://www.econbiz.de/10001563241
Saved in:
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