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source:"econis"
~subject:"Finanzmarkt"
~subject:"Unit root test"
~type_genre:"Book section"
~type_genre:"Rezension"
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Finanzmarkt
Unit root test
Time series analysis
992
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992
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Long memory in economics : with 50 tables
5
Applied quantitative finance
4
Handbook of financial time series
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The economic journal : the journal of the Royal Economic Society
4
Essays in honor of Joon Y. Park : econometric theory
3
Statistical methods in finance
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Cointegration for the applied economist
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Contributions to financial econometrics : theoretical and practical issues
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Empirical science of financial fluctuations : the advent of econophysics [proceedings of a workshop hosted by the Nihon Keizai Shimbun, Inc., and held in Tokyo, Nov. 15-17, 2000]
2
Handbook of the equity risk premium
2
Identification and inference for econometric models : essays in honor of Thomas Rothenberg
2
Journal of economic literature
2
Natural computing in computational finance : volume 3 ; [the inspiration for this book was due in part to the success of EvoFIN 2009, the 3 rd European Workshop on Evolutionary Computation in Finance and Economics. EvoFIN 2009 took place in conjunction with Evo* 2009 in Tübingen, Germany (15 - 17 April 2009).]
2
Nonstationary panels, panel cointegration, and dynamic panels
2
Risk management decisions and value under uncertainty
2
Selected topics in applied econometrics
2
Advances in artificial economics : the economy as a complex dynamic system; with 30 tables
1
Advances in economics and econometrics ; Vol. 3
1
Artificial intelligence and machine learning-powered smart finance
1
Artificial neural networks in finance and manufacturing
1
Business fluctuations and cycles
1
Business threats and opportunities in the Western Balkans
1
Computational methods in financial engineering : essays in honour of Manfred Gilli
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De economist : Netherlands economic review ; quarterly review of the Royal Netherlands Economic Association
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East European transition and EU enlargement : a quantitative approach ; with 105 tables
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Econometric modelling of durations between economic events
1
Econometric techniques and macroeconomics
1
Economic miracles in the European economies
1
Economics and Finance Readings : Selected Papers from Asia-Pacific Conference on Economics & Finance, 2022
1
Essays in honor of Subal Kumbhakar
1
Evolutionary computation in economics and finance : with 66 tables
1
Financial econometrics and empirical market microstructure
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
From stochastic calculus to mathematical finance : the Shiryaev Festschrift ; [Second Bachelier Colloquium on Stochastic Calculus and Probability, Metabief, France, January 9 - 15, 2005]
1
Handbook of economic forecasting ; Vol. 1
1
Handbook of empirical economics and finance
1
Handbook of research methods and applications in empirical macroeconomics
1
Handbook of social capital : the troika of sociology, political science and economics
1
Handbuch Mergers & Acquisitions : Planung, Durchführung, Integration
1
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41
Testing of unit root cycles in US macroeconomic series
Gil-Alaña, Luis A.
- In:
Business fluctuations and cycles
,
(pp. 171-192)
.
2008
Persistent link: https://www.econbiz.de/10003854129
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42
Evolving decision rules to discover patterns in financial data sets
García-Almanza, Alma Lilia
;
Tsang, Edward P. K.
; …
- In:
Computational methods in financial engineering : essays …
,
(pp. 239-255)
.
2008
Persistent link: https://www.econbiz.de/10003669651
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43
Financial markets and the real economy
Cochrane, John H.
- In:
Handbook of the equity risk premium
,
(pp. 237-325)
.
2008
Persistent link: https://www.econbiz.de/10003598621
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44
Financial markets and the real economy : discussion
Hansen, Lars Peter
- In:
Handbook of the equity risk premium
,
(pp. 326-329)
.
2008
Persistent link: https://www.econbiz.de/10003598625
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45
Unit roots and structural breaks : a survey of the literature
Byrne, Joseph P.
;
Perman, Roger
- In:
Cointegration for the applied economist
,
(pp. 129-142)
.
2007
Persistent link: https://www.econbiz.de/10003767546
Saved in:
46
New unit root tests designed for the trend-break stationary alternative : simulation evidence and empirical applications
Sen, Amit
- In:
Cointegration for the applied economist
,
(pp. 143-194)
.
2007
Persistent link: https://www.econbiz.de/10003767547
Saved in:
47
Variation, jumps and high-frequency data in financial econometrics
Barndorff-Nielsen, Ole E.
;
Shephard, Neil G.
-
2007
Persistent link: https://www.econbiz.de/10003691562
Saved in:
48
Die sechste M&A-Welle : Charakteristika und Treiber
Müller-Stewens, Günter
- In:
Mergers & Acquisitions : von der Strategie zur …
,
(pp. 27-40)
.
2007
Persistent link: https://www.econbiz.de/10014560083
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49
Limit theory for moderate deviations from a unit root under weak dependence
Phillips, Peter C. B.
;
Magdalinos, Tassos
- In:
The refinement of econometric estimation and test …
,
(pp. 123-162)
.
2007
Persistent link: https://www.econbiz.de/10003461842
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50
A minimal noise trader model with realistic time series properties
Alfarano, Simone
;
Lux, Thomas
- In:
Long memory in economics : with 50 tables
,
(pp. 345-361)
.
2006
Persistent link: https://www.econbiz.de/10003357267
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