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subject:"Estimation theory"
subject:"Schätzung"
~isPartOf:"Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines"
~isPartOf:"Economics and finance working paper series"
~person:"Caporale, Guglielmo Maria"
~person:"Robinson, Peter M."
~subject:"Cointegration"
~subject:"Efficient market hypothesis"
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Estimation theory
Schätzung
Cointegration
Efficient market hypothesis
Theorie
58
Theory
58
Time series analysis
30
Zeitreihenanalyse
30
Schätztheorie
11
Kointegration
8
Estimation
7
Stochastic process
7
Stochastischer Prozess
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Großbritannien
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anomaly
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fractional integration
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long memory
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persistence
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trading strategy
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27
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Caporale, Guglielmo Maria
Robinson, Peter M.
Gil-Alaña, Luis A.
11
Linton, Oliver
5
Zaffaroni, Paolo
5
Giraitis, Liudas
4
Marinucci, Domenico
4
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3
Plastun, Alex
3
Schafgans, Marcia M. A.
3
Balparda, Borja
2
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2
Carcel, Hector
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2
Nishiyama, Y.
2
Samarov, Alexander
2
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1
Barros, Carlos Pestana
1
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1
Chini, Emilio Zanetti
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1
Fidrmuc, Jan
1
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1
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1
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1
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1
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1
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1
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Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
Economics and finance working paper series
Discussion paper / Centre for Economic Forecasting
17
CESifo working papers
14
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
9
Suntory and Toyota International Centres for Economics and Related Disciplines
7
Econometrics papers
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Journal of econometrics
6
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2
Discussion papers of interdisciplinary research project 373
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Econometric theory
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International economics : a journal published by CEPII (Center for research and expertise on the world economy)
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Empirica : journal of european economics
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Exchange rate policy in Europe
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1
Fractional integration and the persistence of UK inflation, 1210-2016
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2018
Persistent link: https://www.econbiz.de/10011995775
Saved in:
2
Central bank policy rates : are they cointegrated?
Caporale, Guglielmo Maria
;
Carcel, Hector
;
Gil-Alaña, …
-
2017
Persistent link: https://www.econbiz.de/10011631069
Saved in:
3
Price gaps : another market anomaly?
Caporale, Guglielmo Maria
;
Plastun, Alex
-
2016
Persistent link: https://www.econbiz.de/10011539676
Saved in:
4
Long-term price overreactions : are markets inefficient?
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2015
Persistent link: https://www.econbiz.de/10010520828
Saved in:
5
Exchange rate dynamics and monetary unions in Africa : a fractional integration and cointegration analysis
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Carcel, Hector
-
2015
Persistent link: https://www.econbiz.de/10010527158
Saved in:
6
The fisher relationship in Nigeria
Balparda, Borja
;
Caporale, Guglielmo Maria
;
Gil-Alaña, …
-
2015
Persistent link: https://www.econbiz.de/10010527201
Saved in:
7
Short-term price overreactions : identification, testing, exploitation
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
-
2014
Persistent link: https://www.econbiz.de/10010431600
Saved in:
8
Long memory in the Ukrainian stock market
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2013
Persistent link: https://www.econbiz.de/10009731962
Saved in:
9
The PPP hypothesis revisited : evidence using a multivariate long-memory model
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Lovcha, …
-
2013
Persistent link: https://www.econbiz.de/10009731975
Saved in:
10
Long memory in Angolan macroeconomic series : mean reversion versus explosive behaviour
Barros, Carlos Pestana
;
Caporale, Guglielmo Maria
; …
-
2012
Persistent link: https://www.econbiz.de/10009573955
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