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person:"Kapetanios, George"
~isPartOf:"Journal of empirical finance"
~person:"Gupta, Rangan"
~person:"Lucas, André"
~person:"Nielsen, Morten Ørregaard"
~subject:"Konjunktur"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
Time series analysis
6
Capital income
3
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3
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3
Volatilität
3
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2
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Kapetanios, George
Gupta, Rangan
Lucas, André
Nielsen, Morten Ørregaard
Taylor, Robert
3
Astill, Sam
2
Dark, Jonathan
2
Ding, Zhuanxin
2
Harvey, David I.
2
Kim, Chang-Jin
2
Koop, Gary
2
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Li, Youwei
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2
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2
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Santucci de Magistris, Paolo
2
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2
Wongwachara, Warapong
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1
Amado, Cristina
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Arakelian, V.
1
Baillie, Richard
1
Ball, Clifford A.
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Bee, Marco
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Bernardi, Mauro
1
Bohn Nielsen, Heino
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Boudt, Kris
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Journal of empirical finance
Discussion paper / Tinbergen Institute
50
Queen's Economics Department working paper
18
CREATES research paper
16
Working paper
15
Applied economics
12
Journal of econometrics
10
International journal of forecasting
9
Working papers / University of Connecticut, Department of Economics
8
Department of Economics working paper series
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Energy economics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
7
Econometric reviews
6
Journal of applied econometrics
6
Bank of England Working Paper
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Econometric theory
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
5
Discussion papers / Department of Economics, University of Copenhagen
4
Economics letters
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Journal of forecasting
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
6
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1
A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
Journal of empirical finance
38
(
2016
),
pp. 623-639
Persistent link: https://www.econbiz.de/10011663388
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 in stock market volatility and the volatility-in-mean effect : the FIEGARCH-M model
Christensen, Bent Jesper
;
Nielsen, Morten Ørregaard
; …
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 460-470
Persistent link: https://www.econbiz.de/10009267288
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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