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person:"Kapetanios, George"
~isPartOf:"Journal of empirical finance"
~person:"Chan, Felix"
~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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Kapetanios, George
Chan, Felix
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
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Lucas, André
2
McKenzie, Michael D.
2
Nielsen, Morten Ørregaard
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Santucci de Magistris, Paolo
2
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Wongwachara, Warapong
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Journal of empirical finance
Journal of econometrics
21
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13
International journal of forecasting
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11
Economics letters
11
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
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9
Oxford bulletin of economics and statistics
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International journal of revenue management : IJRM
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Journal of policy modeling : JPMOD ; a social science forum of world issues
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Journal of risk and financial management : JRFM
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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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Technological forecasting & social change : an international journal
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ECONIS (ZBW)
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1
Liquidation discount : a novel application of ARFIMA-GARCH
Singh, Ranjodh B.
;
Gould, John
;
Chan, Felix
;
Yang, Wenling
- In:
Journal of empirical finance
36
(
2016
),
pp. 151-161
Persistent link: https://www.econbiz.de/10011662835
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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