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isPartOf:"Econometric reviews"
subject:"Zeitreihenanalyse"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Working paper"
~type_genre:"Article in journal"
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Zeitreihenanalyse
Estimation
397
Schätzung
397
Theorie
142
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142
Volatility
74
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74
Estimation theory
66
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Gil-Alaña, Luis A.
3
Chan, Joshua
2
De Grauwe, Paul
2
Gupta, Rangan
2
Jawadi, Fredj
2
Ogbonna, Ahamuefula E.
2
Teräsvirta, Timo
2
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2
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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Econometric reviews
International journal of finance & economics : IJFE
Working paper
Journal of econometrics
115
Economic modelling
100
Applied economics
98
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
94
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
78
Applied economics letters
76
International journal of forecasting
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Economics letters
70
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
60
Energy economics
54
Journal of forecasting
49
International review of economics & finance : IREF
40
Journal of applied econometrics
35
The North American journal of economics and finance : a journal of financial economics studies
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Journal of empirical finance
33
Finance research letters
31
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Journal of international money and finance
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The empirical economics letters : a monthly international journal of economics
24
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Journal of financial econometrics
22
Journal of risk and financial management : JRFM
21
International journal of economics and financial issues : IJEFI
20
International review of financial analysis
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Econometrics : open access journal
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International journal of economics and finance
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Research in international business and finance
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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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Quantitative finance
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The econometrics journal
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Econometric theory
15
International Journal of Energy Economics and Policy : IJEEP
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ECONIS (ZBW)
65
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1
Trend inflation in Sweden
Österholm, Pär
;
Poon, Aubrey
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4707-4716
Persistent link: https://www.econbiz.de/10014430060
Saved in:
2
Forecasting levels in loglinear unit root models
VanGarderen, Kees Jan
- In:
Econometric reviews
42
(
2023
)
9/10
,
pp. 780-805
Persistent link: https://www.econbiz.de/10014420346
Saved in:
3
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
4
A state-space approach to time-varying reduced-rank regression
Brune, Barbara
;
Scherrer, Wolfgang
;
Bura, Efstathia
- In:
Econometric reviews
41
(
2022
)
8
,
pp. 895-917
Persistent link: https://www.econbiz.de/10013364916
Saved in:
5
Macroeconomic determinants of households' indebtedness in Portugal : what really matters in the era of financialisation?
Romão, Ana
;
Barradas, Ricardo
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 383-401
Persistent link: https://www.econbiz.de/10014469016
Saved in:
6
Financial development and business cycle volatility nexus in the UAE : evidence from non-linear regime-shift and asymmetric tests
Abosedra, Salah S.
;
Fakih, Ali
;
Ghosh, Sajal
;
Kanjilal, …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
3
,
pp. 2729-2741
Persistent link: https://www.econbiz.de/10014327582
Saved in:
7
The euro to dollar exchange rate in the Covid-19 era : evidence from spectral causality and Markov-switching estimation
Konstantakis, Konstantinos N.
;
Melissaropoulos, Ioannis G.
- In:
International journal of finance & economics : IJFE
28
(
2023
)
2
,
pp. 2037-2055
Persistent link: https://www.econbiz.de/10014253649
Saved in:
8
Simultaneous bandwidths determination for DK-HAC estimators and long-run variance estimation in nonparametric settings
Belotti, Federico
;
Casini, Alessandro
;
Catania, Leopoldo
; …
- In:
Econometric reviews
42
(
2023
)
3
,
pp. 281-306
Persistent link: https://www.econbiz.de/10014305507
Saved in:
9
A moving average heterogeneous autoregressive model for forecasting the realized volatility of the US stock market : evidence from over a century of data
Salisu, Afees A.
;
Gupta, Rangan
;
Ogbonna, Ahamuefula E.
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 384-400
Persistent link: https://www.econbiz.de/10012814585
Saved in:
10
Modelling cryptocurrency high-low prices using fractional cointegrating VAR
Yaya, OlaOluwa S.
;
Xuan Vinh Vo
;
Ogbonna, Ahamuefula E.
; …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 489-505
Persistent link: https://www.econbiz.de/10012814609
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