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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Applied financial economics"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~person:"Ashley, Richard A."
~person:"Buncic, Daniel"
~person:"Cavaliere, Giuseppe"
~person:"Ghose, Devajyoti"
~person:"Gil-Alaña, Luis A."
~person:"Jawadi, Fredj"
~person:"Kapetanios, George"
~person:"Leybourne, Stephen James"
~subject:"Financial frictions"
~subject:"Financial market"
~subject:"Kapitaleinkommen"
~subject:"Kointegration"
~subject:"Stochastischer Prozess"
~subject:"Structural break"
~subject:"Time varying parameters"
~type:"article"
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Zeitreihenanalyse
Financial frictions
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Kapitaleinkommen
Kointegration
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Structural break
Time varying parameters
Theorie
4
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4
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Newbold, Paul
Ashley, Richard A.
Buncic, Daniel
Cavaliere, Giuseppe
Ghose, Devajyoti
Gil-Alaña, Luis A.
Jawadi, Fredj
Kapetanios, George
Leybourne, Stephen James
Almeida, Caio
5
Ardison, Kym
5
Garcia, René
5
Vicente, Jose
4
Jacod, Jean
3
Koopman, Siem Jan
3
Caporale, Guglielmo Maria
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2
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2
Abbritti, Mirko
1
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Applied financial economics
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Applied economics
12
Econometric reviews
12
Journal of econometrics
12
Econometric theory
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Oxford bulletin of economics and statistics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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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African review of economics & finance : AREF : (a journal of the African Finance and Economics Consult)
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Annals of operations research ; volume 274, numbers 1/2 (March 2019)
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Applied econometrics and international development
1
Applied financial economics letters
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Decision making and risk/return optimization in financial economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Term structure persistence
Abbritti, Mirko
;
Gil-Alaña, Luis A.
;
Lovcha, Yuliya
; …
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
2
,
pp. 331-352
Persistent link: https://www.econbiz.de/10011589005
Saved in:
2
Recursive right-tailed unit root tests for an explosive asset price bubble
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of financial econometrics : official journal of …
13
(
2015
)
1
,
pp. 166-187
Persistent link: https://www.econbiz.de/10010519657
Saved in:
3
Long rage dependence in daily stock returns
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 375-383
Persistent link: https://www.econbiz.de/10001970911
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