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isPartOf:"Reihe Ökonomie"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied economics"
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"Nonparametric statistics"
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Zeitreihenanalyse
Nonparametric statistics
Schätzung
2,842
Estimation
2,841
Theorie
535
Theory
535
USA
414
United States
414
Welt
277
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277
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265
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Gil-Alaña, Luis A.
12
Gupta, Rangan
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Moosa, Imad A.
10
Kunst, Robert M.
6
Jumah, Adusei
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Tiwari, Aviral Kumar
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Caporale, Guglielmo Maria
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Chang, Tsangyao
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Lee, Hyejin
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Murasawa, Yasutomo
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Nonejad, Nima
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Omay, Tolga
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2
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2
Burns, Kelly
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Canarella, Giorgio
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Chang, Chia-Lin
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Cuñado Eizaguirre, Juncal
2
Harvey, David I.
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Hasanov, Mübariz
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Herwartz, Helmut
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Juan Fernández, Aránzazu de
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Mukherjee, Debasri
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Reihe Ökonomie
Applied economics
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
The North American journal of economics and finance : a journal of financial economics studies
Journal of econometrics
196
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
144
Economic modelling
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Economics letters
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Applied economics letters
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81
CESifo working papers
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International journal of forecasting
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SFB 649 discussion paper
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Finance research letters
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Macroeconomic dynamics
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International journal of finance & economics : IJFE
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CAMA working paper series
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
27
Journal of international money and finance
27
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ECONIS (ZBW)
293
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1
Drivers and frictions of workplace accidents : an empirical investigation of cross-country European heterogeneity
Castaldo, Angelo
;
Germani, Anna Rita
;
Marrocco, Alessia
; …
- In:
Applied economics
56
(
2024
)
24
,
pp. 2931-2946
Persistent link: https://www.econbiz.de/10014526255
Saved in:
2
Flexible markov-switching models with evolving regime-specific parameters : an application to Brazilian business cycles
Gomes, Fábio A.
;
Melo, Lívia C. M.
;
Soave, Gian Paulo
- In:
Applied economics
56
(
2024
)
14
,
pp. 1705-1722
Persistent link: https://www.econbiz.de/10014473203
Saved in:
3
Estimates of Trade Based Money Laundering within the European Union
Saenz, Mariana
;
Lewer, Joshua J.
- In:
Applied economics
55
(
2023
)
51
,
pp. 5991-6003
Persistent link: https://www.econbiz.de/10014335882
Saved in:
4
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
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5
Inter-regional dependence of J-REIT stock prices : a heteroscedasticity-robust time series approach
Motegi, Kaiji
;
Iitsuka, Yoshitaka
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014246819
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6
On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19
Cremaschini, Alessandro
;
Punzón, Antonio
;
Martellucci, …
- In:
Applied economics
55
(
2023
)
32
,
pp. 3675-3688
Persistent link: https://www.econbiz.de/10014299197
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7
What drives trend-following profits in stocks? : the role of the trading signals' volatility
Zoicas-Ienciu, Adrian
;
Pochea, Maria Miruna
- In:
Applied economics
55
(
2023
)
32
,
pp. 3788-3805
Persistent link: https://www.econbiz.de/10014299215
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8
The use of the tail dependence function for high quantile risk measure analysis : an application to portfolio optimization
Salazar Flores, Yuri
;
Díaz Hernández, Adán
; …
- In:
Applied economics
55
(
2023
)
37
,
pp. 4289-4303
Persistent link: https://www.econbiz.de/10014301231
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9
Unemployment and COVID-19 : an analysis of change in persistence
Bermejo Muñoz, Lorenzo
;
Malmierca-Ordoqui, Maria
; …
- In:
Applied economics
55
(
2023
)
39
,
pp. 4511-4521
Persistent link: https://www.econbiz.de/10014301998
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10
Linear time-varying regression with copula-DCC-asymmetric-GARCH models for volatility : the co-movement between industrial electricity demand and financial factors
Kim, Yunsun
;
Hwang, Sun Young
;
Kim, Jong-Min
;
Kim, Sahm
- In:
Applied economics
55
(
2023
)
3
,
pp. 255-272
Persistent link: https://www.econbiz.de/10013494421
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