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subject:"Börsenkurs"
subject:"Financial analysis"
~isPartOf:"Bundesbank Series 1 Discussion Paper"
~isPartOf:"CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute"
~isPartOf:"Cambridge-INET working papers"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Bai, Jushan"
~person:"Dees, Stephane"
~person:"Hong, Harrison G."
~person:"Kim, Jeong-Ryeol"
~person:"Pesaran, M. Hashem"
~person:"Pettenuzzo, Davide"
~person:"Sentana, Enrique"
~person:"Weber, Enzo"
~subject:"Aktienmarkt"
~subject:"Econometrics"
~subject:"Managervergütung"
~subject:"Theory"
~subject:"VAR model"
~type:"article"
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Börsenkurs
Financial analysis
Aktienmarkt
Econometrics
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Estimation
9
Schätzung
9
Theorie
4
Time series analysis
3
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3
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2
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2
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Bai, Jushan
Dees, Stephane
Hong, Harrison G.
Kim, Jeong-Ryeol
Pesaran, M. Hashem
Pettenuzzo, Davide
Sentana, Enrique
Weber, Enzo
Westerlund, Joakim
3
Bollerslev, Tim
2
Carrasco, Marine
2
Chan, Joshua
2
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Gao, Jiti
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Koop, Gary
2
Leybourne, Stephen James
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Li, Jia
2
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Lobato, Ignacio N.
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Marcellino, Massimiliano
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Mariano, Roberto S.
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1
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1
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1
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1
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Bundesbank Series 1 Discussion Paper
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
Cambridge-INET working papers
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Journal of econometrics
7
Journal of applied econometrics
6
Economics letters
4
Journal of financial economics
4
Economic modelling
2
Journal of banking & finance
2
The review of economic studies
2
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1
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1
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1
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1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Frontiers of economics in China : selected publications from Chinese universities
1
Handbook of economic forecasting ; 1
1
International journal of forecasting
1
Investigaciones económicas
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Journal of money, credit and banking : JMCB
1
Journal of the American Statistical Association : JASA
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Oxford bulletin of economics and statistics
1
Panel data econometrics : future directions : papers in honour of professor Pietro Balestra
1
Quantitative economics : QE ; journal of the Econometric Society
1
The North American journal of economics and finance : a journal of financial economics studies
1
The experiment in applied econometrics
1
The journal of finance : the journal of the American Finance Association
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
The refinement of econometric estimation and test procedures : finite sample and asymptoyic analysis
1
The review of economics and statistics
1
The review of financial studies
1
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ECONIS (ZBW)
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1
Volatility-related exchange traded assets : an econometric investigation
Mencía, Javier
;
Sentana, Enrique
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
4
,
pp. 599-614
Persistent link: https://www.econbiz.de/10012249217
Saved in:
2
Forecasting macroeconomic variables under model instability
Pettenuzzo, Davide
;
Timmermann, Allan
- In:
Journal of business & economic statistics : JBES ; a …
35
(
2017
)
2
,
pp. 183-201
Persistent link: https://www.econbiz.de/10011704162
Saved in:
3
Estimation and inference of FAVAR models
Bai, Jushan
;
Li, Kunpeng
;
Lu, Lina
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
4
,
pp. 620-641
Persistent link: https://www.econbiz.de/10011692442
Saved in:
4
Long-run identification in a fractionally integrated system
Tschernig, Rolf
;
Weber, Enzo
;
Weigand, Roland
- In:
Journal of business & economic statistics : JBES ; a …
31
(
2013
)
4
,
pp. 438-450
Persistent link: https://www.econbiz.de/10010337858
Saved in:
5
Analysis of exchange-rate target zones using a limited-dependent rational-expectations model with jumps
Pesaran, M. Hashem
- In:
Journal of business & economic statistics : JBES ; a …
17
(
1999
)
1
,
pp. 50-66
Persistent link: https://www.econbiz.de/10001253388
Saved in:
6
An EM algorithm for conditionally heteroscedastic factor models
Dēmos, Antōnēs A.
- In:
Journal of business & economic statistics : JBES ; a …
16
(
1998
)
3
,
pp. 357-361
Persistent link: https://www.econbiz.de/10001246504
Saved in:
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