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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of international financial markets, institutions & money"
~person:"Ashley, Richard A."
~person:"Buncic, Daniel"
~person:"Cavaliere, Giuseppe"
~person:"Chiang, Thomas C."
~person:"Ghose, Devajyoti"
~person:"Jawadi, Fredj"
~person:"Kapetanios, George"
~person:"Leybourne, Stephen James"
~person:"Yu, Jun"
~subject:"ARCH-Modell"
~subject:"Financial frictions"
~subject:"Financial market"
~subject:"Kapitaleinkommen"
~subject:"Nichtlineare Regression"
~subject:"Panel"
~subject:"Stochastischer Prozess"
~subject:"Time varying parameters"
~type:"article"
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Zeitreihenanalyse
ARCH-Modell
Financial frictions
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Kapitaleinkommen
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Panel
Stochastischer Prozess
Time varying parameters
Theorie
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Newbold, Paul
Ashley, Richard A.
Buncic, Daniel
Cavaliere, Giuseppe
Chiang, Thomas C.
Ghose, Devajyoti
Jawadi, Fredj
Kapetanios, George
Leybourne, Stephen James
Yu, Jun
Hammoudeh, Shawkat
3
Nguyen, Duc Khuong
3
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1
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1
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Journal of international financial markets, institutions & money
Journal of econometrics
19
Econometric reviews
14
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
9
Econometric theory
7
Economics letters
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The econometrics journal
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Applied economics
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Journal of economic dynamics & control
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Oxford bulletin of economics and statistics
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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A companion to economic forecasting
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Annals of operations research ; volume 274, numbers 1/2 (March 2019)
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Asia-Pacific financial markets
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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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Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Estudios de economía aplicada : revista promovida por Asepelt, Asociación de Economía Aplicada
1
International economic review
1
International journal of finance & economics : IJFE
1
International journal of forecasting
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International statistical review : a journal of the International Statistical Institute and its associations
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Journal of economics & business
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ECONIS (ZBW)
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1
Forecast ranked tailored equity portfolios
Buncic, Daniel
;
Stern, Cord
- In:
Journal of international financial markets, …
63
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012263321
Saved in:
2
The intertemporal risk-return relationship : evidence from international markets
Chiang, Thomas C.
;
Li, Huimin
;
Zheng, Dazhi
- In:
Journal of international financial markets, …
39
(
2015
),
pp. 156-180
Persistent link: https://www.econbiz.de/10011475720
Saved in:
3
Financial linkages between US sector credit default swaps markets
Arouri, Mohamed
;
Hammoudeh, Shawkat
;
Jawadi, Fredj
; …
- In:
Journal of international financial markets, …
33
(
2014
),
pp. 223-243
Persistent link: https://www.econbiz.de/10011299835
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