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person:"Lanne, Markku"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~person:"Caporin, Massimiliano"
~subject:"Autocorrelation"
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Zeitreihenanalyse
Autocorrelation
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16
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5
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Lanne, Markku
Caporin, Massimiliano
Gil-Alaña, Luis A.
38
Gupta, Rangan
26
Chang, Tsangyao
14
Marcellino, Massimiliano
11
Tiwari, Aviral Kumar
11
Li, Jia
10
Ranjbar, Omid
10
Caporale, Guglielmo Maria
9
Ma, Feng
9
Moosa, Imad A.
9
Chan, Joshua
8
Koopman, Siem Jan
8
Miller, Stephen M.
8
Todorov, Viktor
8
Bahmani-Oskooee, Mohsen
7
Ghysels, Eric
7
Jawadi, Fredj
7
Nonejad, Nima
7
Balcilar, Mehmet
6
Bollerslev, Tim
6
Boubaker, Heni
6
Canarella, Giorgio
6
Guérin, Pierre
6
Kim, Donggyu
6
Narayan, Paresh Kumar
6
Omay, Tolga
6
Ramírez, Miguel D.
6
Sibbertsen, Philipp
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Sun, Yuying
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Tauchen, George Eugene
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Wang, Shouyang
6
Wohar, Mark E.
6
Österholm, Pär
6
Carcel, Hector
5
Forni, Mario
5
Kapetanios, George
5
Lee, Lung-fei
5
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International review of economics & finance : IREF
2
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
Journal of empirical finance
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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1
Do structural breaks in volatility cause spurious volatility transmission?
Caporin, Massimiliano
;
Malik, Farooq
- In:
Journal of empirical finance
55
(
2020
),
pp. 60-82
Persistent link: https://www.econbiz.de/10012175260
Saved in:
2
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
3
Testing persistence of WTI and Brent long-run relationship after the shale oil supply shock
Caporin, Massimiliano
;
Fontini, Fulvio
;
Talebbeydokhti, …
- In:
Energy economics
79
(
2019
),
pp. 21-31
Persistent link: https://www.econbiz.de/10012172252
Saved in:
4
Time-varying persistence in US inflation
Caporin, Massimiliano
;
Gupta, Rangan
- In:
Empirical economics : a journal of the Institute for …
53
(
2017
)
2
,
pp. 423-439
Persistent link: https://www.econbiz.de/10011988314
Saved in:
5
Noncausality and inflation persistence
Lanne, Markku
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
19
(
2015
)
4
,
pp. 469-481
Persistent link: https://www.econbiz.de/10011339417
Saved in:
6
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
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