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person:"Kapetanios, George"
~isPartOf:"Journal of empirical finance"
~person:"Catania, Leopoldo"
~person:"Franses, Philip Hans"
~person:"Gao, Jiti"
~person:"Johansen, Søren"
~subject:"Autocorrelation"
~subject:"Einheitswurzeltest"
~subject:"Estimation theory"
~subject:"Forecasting model"
~subject:"Frühindikator"
~subject:"Regressionsanalyse"
~subject:"Theorie"
~subject:"Theory"
~subject:"USA"
~subject:"Zeitreihenanalyse"
~type_genre:"Aufsatz in Zeitschrift"
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Autocorrelation
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Kapetanios, George
Catania, Leopoldo
Franses, Philip Hans
Gao, Jiti
Johansen, Søren
Taylor, Robert
3
Astill, Sam
2
Dark, Jonathan
2
Ding, Zhuanxin
2
Harvey, David I.
2
Koop, Gary
2
Leybourne, Stephen James
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Li, Youwei
2
Lucas, André
2
McKenzie, Michael D.
2
Nielsen, Morten Ørregaard
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Phillips, Peter C. B.
2
Santucci de Magistris, Paolo
2
Satchell, Stephen
2
Wongwachara, Warapong
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Abergel, Frédéric
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Amado, Cristina
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Arakelian, V.
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Baillie, Richard
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Journal of empirical finance
Journal of econometrics
22
International journal of forecasting
16
Econometric theory
13
Econometric reviews
12
Economics letters
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Journal of forecasting
9
Oxford bulletin of economics and statistics
6
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of applied econometrics
5
Econometrics : open access journal
4
The econometrics journal
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Journal of economic surveys
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Cambridge working papers in economics
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Economic time series with random walk and other nonstationary components
1
Journal of development economics
1
Journal of financial econometrics
1
Journal of macroeconomics
1
Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of quantitative economics
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Marketing science : the marketing journal of the Institute for Operations Research and the Management Sciences
1
Practical issues in cointegration analysis
1
Review of development economics : an essential resource for any development economist
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Statistical papers
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Technological forecasting & social change : an international journal
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The American economic review
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The Korean economic review
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1
Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
Saved in:
2
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:
3
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:
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