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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Discussion paper / Tinbergen Institute / Tinbergen Institute"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam"
~person:"Dagum, Estela Bee"
~person:"Dungey, Mardi H."
~person:"Ghose, Devajyoti"
~person:"Harvey, David I."
~person:"Kapetanios, George"
~person:"Taylor, Robert"
~person:"Wong, Benjamin"
~subject:"Dynamisches Gleichgewicht"
~subject:"Saisonale Schwankungen"
~subject:"Schätzung"
~subject:"Share price"
~subject:"Time varying parameters"
~subject:"Zustandsraummodell"
~type:"article"
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Zeitreihenanalyse
Dynamisches Gleichgewicht
Saisonale Schwankungen
Schätzung
Share price
Time varying parameters
Zustandsraummodell
Theorie
7
Theory
7
Bubbles
4
Spekulationsblase
4
Time series analysis
4
Börsenkurs
3
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3
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Estimation theory
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Expectation formation
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Expected returns
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Explosive behaviour
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Newbold, Paul
Dagum, Estela Bee
Dungey, Mardi H.
Ghose, Devajyoti
Harvey, David I.
Kapetanios, George
Taylor, Robert
Wong, Benjamin
Leybourne, Stephen James
3
Baillie, Richard
2
Bernardi, Mauro
2
Cho, Dooyeon
2
Gospodinov, Nikolaj
2
Gradojevic, Nikola
2
Gribisch, Bastian
2
Karanasos, Menelaos
2
Kim, Chang-Jin
2
Kim, Dongcheol
2
Kim, Minjoo
2
Koop, Gary
2
Nelson, Charles R.
2
Phillips, Peter C. B.
2
Piccotti, Louis R.
2
Shraiber, Bentsi
2
Sollis, Robert
2
Tzavalis, Elias
2
Wang, Yudong
2
Zhu, Yifeng
2
Abhyankar, Abhay
1
Adcock, Christopher
1
Anderson, Robert M.
1
Antell, Jan
1
Arakelian, V.
1
Argyropoulos, Efthymios
1
Astill, Sam
1
Ball, Clifford A.
1
Balter, Anne G.
1
Banerjee, Ashok
1
Bee, Marco
1
Bera, Anil K.
1
Bessler, Wolfgang
1
Bi, Jia
1
Billio, Monica
1
Blanco, Ivan
1
Bonato, Matteo
1
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CAMA working paper series
Discussion paper / Tinbergen Institute / Tinbergen Institute
Economic research paper / Loughborough University, Department of Economics
Journal of empirical finance
Report / Econometric Institute, Erasmus University Rotterdam / Econometric Institute, Erasmus University Rotterdam
Journal of econometrics
12
Econometric reviews
11
Econometric theory
6
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
6
The econometrics journal
6
Oxford bulletin of economics and statistics
5
Applied economics
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Economics letters
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Journal of economic dynamics & control
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International statistical review : a journal of the International Statistical Institute and its associations
3
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International journal of forecasting
2
Journal of time series econometrics
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The economic journal : the journal of the Royal Economic Society
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A companion to economic forecasting
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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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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Review of quantitative finance and accounting
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Sociaal-economische wetgeving : SEW ; tijdschrift voor Europees en economisch recht ; tevens mededelingsblad voor de Nederlandsche Vereniging voor Europees Recht en de Nederlandstalige Afdeling van de Belgische Vereniging voor Europees Recht ; uitg. met steun van de Universitaire Stichting van België
1
Statistical methods for the evaluation of educational services and quality of products
1
The Manchester School
1
World development : the multi-disciplinary international journal devoted to the study and promotion of world development
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ECONIS (ZBW)
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1
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
2
Date-stamping multiple bubble regimes
Harvey, David I.
;
Leybourne, Stephen James
;
Whitehouse, …
- In:
Journal of empirical finance
58
(
2020
),
pp. 226-246
Persistent link: https://www.econbiz.de/10012430678
Saved in:
3
Improving the accuracy of asset price bubble start and end date estimators
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
40
(
2017
),
pp. 121-138
Persistent link: https://www.econbiz.de/10011744469
Saved in:
4
Tests for explosive financial bubbles in the presence of non-stationary volatility
Harvey, David I.
;
Leybourne, Stephen James
;
Sollis, Robert
- In:
Journal of empirical finance
38
(
2016
),
pp. 548-574
Persistent link: https://www.econbiz.de/10011663370
Saved in:
5
A time varying DSGE model with financial frictions
Galvão, Ana Beatriz C.
;
Giraitis, Liudas
;
Kapetanios, …
- In:
Journal of empirical finance
38
(
2016
),
pp. 690-716
Persistent link: https://www.econbiz.de/10011663775
Saved in:
6
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:
7
The relationship between GARCH and symmetric stable processes : finding the source of fat tails in financial data
Ghose, Devajyoti
- In:
Journal of empirical finance
2
(
1995
)
3
,
pp. 225-251
Persistent link: https://www.econbiz.de/10001203344
Saved in:
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