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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"Economic research paper / Loughborough University, Department of Economics"
~isPartOf:"Journal of empirical finance"
~person:"Dungey, Mardi H."
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Karanasos, Menelaos"
~person:"Mills, Terence C."
~subject:"Estimation"
~subject:"Time varying parameters"
~subject:"Zustandsraummodell"
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Zeitreihenanalyse
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Zustandsraummodell
Theorie
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21
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11
Schätzung
7
Großbritannien
6
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Newbold, Paul
Dungey, Mardi H.
Ghose, Devajyoti
Kapetanios, George
Karanasos, Menelaos
Mills, Terence C.
Chan, Joshua
12
Harvey, David I.
6
Pagan, Adrian R.
6
Wong, Benjamin
6
Haque, Qazi
5
Castelnuovo, Efrem
4
Koop, Gary
4
Leybourne, Stephen James
4
Paccagnini, Alessia
4
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3
Kollmann, Robert
3
Morley, James C.
3
Robinson, Tim
3
Seaton, Jonathan S.
3
Strachan, Rodney W.
3
Baillie, Richard
2
Bernardi, Mauro
2
Bhatta, Guna Raj
2
Breunig, Robert
2
Buncic, Daniel
2
Chan, Joshua C. C.
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Cho, Dooyeon
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Choi, Sangyup
2
Cross, Jamie L.
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Eisenstat, Eric
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2
Gribisch, Bastian
2
Harding, Don
2
Harvie, Charles
2
Hou, Chenghan
2
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2
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CAMA working paper series
Economic research paper / Loughborough University, Department of Economics
Journal of empirical finance
Economics letters
5
Journal of econometrics
5
Working paper
5
Applied economics
4
Journal of economic dynamics & control
4
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3
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1
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
2
On the correspondence between data revision and trend-cycle decomposition
Dungey, Mardi H.
;
Jacobs, Jan
;
Tian, Jing
;
Van Norden, Simon
-
2012
Persistent link: https://www.econbiz.de/10009561165
Saved in:
3
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:
4
Inflation convergence in the EMU
Karanasos, Menelaos
;
Koutroumpis, P.
;
Karavias, Y.
; …
- In:
Journal of empirical finance
39
(
2016
),
pp. 241-253
Persistent link: https://www.econbiz.de/10011664324
Saved in:
5
Detecting contagion with correlation : volatility and timing matter
Dungey, Mardi H.
;
Yalama, Abdullah
-
2009
Persistent link: https://www.econbiz.de/10003882203
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
Multivariate fractionally integrated APARCH modeling of stock market volatility : a multi-country study
Conrad, Christian
;
Karanasos, Menelaos
;
Zeng, Ning
- In:
Journal of empirical finance
18
(
2011
)
1
,
pp. 147-159
Persistent link: https://www.econbiz.de/10009301149
Saved in:
8
Lead-lag patterns between small and large size portfolios in the London Stock Exchange
Mills, Terence C.
;
Jordanov, Jordan V.
-
1999
Persistent link: https://www.econbiz.de/10001428275
Saved in:
9
Evidence for common features in G7 macroeconomic time series
Harvey, David I.
;
Mills, Terence C.
-
1999
Persistent link: https://www.econbiz.de/10001428337
Saved in:
10
The small firm effect and the random walk hypothesis : evidence from the London Stock Exchange using Markov chains
Mills, Terence C.
;
Jordanov, Jordan
-
1999
Persistent link: https://www.econbiz.de/10001428365
Saved in:
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