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person:"Kapetanios, George"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of empirical finance"
~person:"Franses, Philip Hans"
~person:"Lucas, André"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Frühindikator"
~subject:"Theorie"
~subject:"Theory"
~subject:"USA"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Time series analysis"
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Autocorrelation
Einheitswurzeltest
Estimation theory
Frühindikator
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USA
Time series analysis
6
Zeitreihenanalyse
6
Business cycle
2
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Estimation
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1984-1999
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Business cycle synchronization
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Aufsatz in Zeitschrift
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Kapetanios, George
Franses, Philip Hans
Lucas, André
Cubadda, Gianluca
3
Kim, Jong-Min
3
Satchell, Stephen
3
Taylor, Robert
3
Arčabić, Vladimir
2
Astill, Sam
2
Baillie, Richard
2
Camacho, Maximo
2
Caporale, Guglielmo Maria
2
Chaiechi, Taha
2
Chang, Tsangyao
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Chen, Shyh-wei
2
Dark, Jonathan
2
Gil-Alaña, Luis A.
2
Guardabascio, Barbara
2
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2
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2
Ho, Kin-Yip
2
Huang, Zhuo
2
Kiani, Khurshid M.
2
Kumar, Dilip
2
Leybourne, Stephen James
2
Li, Yong
2
Maheswaran, S.
2
McKenzie, Michael D.
2
Moosa, Imad A.
2
Nazlıoğlu, Şaban
2
Nonejad, Nima
2
Paradiso, Antonio
2
Phillips, Peter C. B.
2
Ranjbar, Omid
2
Raïssi, Hamdi
2
Rossi, Eduardo
2
Rua, António
2
Seong, Byeongchan
2
Shi, Yanlin
2
Su, Chi-Wei
2
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Economic modelling
Journal of empirical finance
International journal of forecasting
12
Economics letters
11
Econometric reviews
9
Journal of econometrics
9
Journal of applied econometrics
5
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of forecasting
5
Oxford bulletin of economics and statistics
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Journal of economic surveys
3
The review of economics and statistics
3
Applied economics
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Econometric theory
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Journal of economic dynamics & control
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
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Journal of financial econometrics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
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Practical issues in cointegration analysis
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Review of development economics : an essential resource for any development economist
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The Korean economic review
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ECONIS (ZBW)
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1
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
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
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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