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isPartOf:"Cowles Foundation discussion paper"
~isPartOf:"Applied financial economics"
~subject:"Cointegration"
~subject:"Theory"
~subject:"Wechselkurs"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Trendmodell"
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Cointegration
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Time series analysis
80
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30
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Caporale, Guglielmo Maria
2
Gil-Alaña, Luis A.
2
Kunst, Robert M.
2
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1
Ajmi, Ahdi Noomen
1
Akgül, Işıl
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1
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Cowles Foundation discussion paper
Applied financial economics
Journal of econometrics
362
International journal of forecasting
316
Economics letters
284
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
242
Journal of forecasting
230
Econometric theory
202
Economic modelling
143
Econometric reviews
139
Applied economics
131
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
123
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
103
Applied economics letters
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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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International Journal of Energy Economics and Policy : IJEEP
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Macroeconomic dynamics
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Finance research letters
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The empirical economics letters : a monthly international journal of economics
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International review of economics & finance : IREF
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Journal of time series econometrics
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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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ECONIS (ZBW)
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1
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:
2
Gold prices and exchange rates : a time-varying copula analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 41-50
Persistent link: https://www.econbiz.de/10010389374
Saved in:
3
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:
4
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:
5
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:
6
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:
7
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:
8
The euro introduction and noneuro currencies
Dijk, Dick van
;
Munandar, Haris
;
Hafner, Christian M.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 95-116
Persistent link: https://www.econbiz.de/10009124660
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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