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person:"Kapetanios, George"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~person:"Chen, Shyh-wei"
~person:"Lucas, André"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Theorie"
~subject:"Theory"
~subject:"USA"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Autocorrelation
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Estimation theory
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Time series analysis
6
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3
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Kapetanios, George
Chen, Shyh-wei
Lucas, André
Tiwari, Aviral Kumar
4
Arčabić, Vladimir
3
Cubadda, Gianluca
3
Huang, Zhuo
3
Kim, Jong-Min
3
Moosa, Imad A.
3
Morana, Claudio
3
Paradiso, Antonio
3
Satchell, Stephen
3
Sharma, Susan Sunila
3
Taylor, Robert
3
Todorova, Neda
3
Andrés, Antonio R.
2
Astill, Sam
2
Baillie, Richard
2
Baruník, Jozef
2
Bekiros, Stelios
2
Boutahar, Mohamed
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Camacho, Maximo
2
Caporale, Guglielmo Maria
2
Chaiechi, Taha
2
Chang, Tsangyao
2
Chen, Shyh-Wei
2
Dark, Jonathan
2
Ding, Zhuanxin
2
Franses, Philip Hans
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Fukuda, Kosei
2
Gil-Alaña, Luis A.
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Guardabascio, Barbara
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Gupta, Rangan
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Halicioglu, Ferda
2
Hall, Stephen G.
2
Harvey, David I.
2
Ho, Kin-Yip
2
Kiani, Khurshid M.
2
Koop, Gary
2
Koopman, Siem Jan
2
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Economic modelling
Journal of empirical finance
International journal of forecasting
8
Journal of econometrics
7
Econometric reviews
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of applied econometrics
4
Economics letters
2
Journal of economic dynamics & control
2
Oxford bulletin of economics and statistics
2
Econometric theory
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Jingji-lunwen
1
Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
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ECONIS (ZBW)
6
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1
Smooth transition, non-linearity and current account sustainability : evidence from the European countries
Chen, Shyh-wei
- In:
Economic modelling
38
(
2014
),
pp. 541-554
Persistent link: https://www.econbiz.de/10010418976
Saved in:
2
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
3
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
4
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
5
Long memory and regime switching properties of current account deficits in the US
Chen, Shyh-wei
- In:
Economic modelling
35
(
2013
),
pp. 78-87
Persistent link: https://www.econbiz.de/10010258949
Saved in:
6
Stock selection, style rotation, and risk
Lucas, André
;
Dijk, Ronald van
;
Kloek, Teunis
- In:
Journal of empirical finance
9
(
2002
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10001655776
Saved in:
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