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subject:"Geschichte"
~isPartOf:"Econometric reviews"
~subject:"Financial market"
~subject:"France"
~subject:"Theorie"
~type_genre:"Article in journal"
~type_genre:"Biografie"
~type_genre:"Book section"
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Geschichte
Financial market
France
Theorie
Großbritannien
15
United Kingdom
15
Theory
12
Estimation
7
Schätzung
7
Japan
5
Cointegration
3
Deutschland
3
Exchange rate
3
Frankreich
3
Germany
3
Kointegration
3
Stochastic process
3
Stochastischer Prozess
3
Time series analysis
3
US dollar
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US-Dollar
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United States
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Volatility
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Volatilität
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Wechselkurs
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Zeitreihenanalyse
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Einheitswurzeltest
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Italien
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Kanada
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2
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Nichtparametrisches Verfahren
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12
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Biografie
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12
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1
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English
12
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Franses, Philip Hans
2
Baltagi, Badi H.
1
Bos, Charles S.
1
Cubadda, Gianluca
1
Engel, Charles
1
Hafner, Christian M.
1
Li, Qi
1
Mahieu, Ronald J.
1
Mark, Nelson C.
1
Martin, Gael M.
1
Moon, Hyungsik Roger
1
Paap, Richard
1
Perron, Benoit
1
Psaradakis, Zacharias G.
1
Shephard, Neil G.
1
Steel, Mark F. J.
1
Tims, Ben
1
Tran, Kien C.
1
Tsionas, Efthymios G.
1
Tzavalis, Elias
1
West, Kenneth D.
1
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Econometric reviews
The economic journal : the journal of the Royal Economic Society
133
Applied economics
106
Oxford economic papers
68
Oxford bulletin of economics and statistics
62
Scottish journal of political economy : the journal of the Scottish Economic Society
61
Economica
49
Journal of international money and finance
46
Applied financial economics
42
Economics letters
40
The Manchester School of Economic and Social Studies
39
European economic review : EER
37
Journal of applied econometrics
33
Journal of banking & finance
32
The economic history review : a journal of economic and social history
31
National Institute economic review
30
Quarterly bulletin / Bank of England
28
Economic modelling
27
Oxford review of economic policy
27
The Manchester School
27
Journal of money, credit and banking : JMCB
25
Bulletin of economic research
24
Cambridge journal of economics
24
La revue de l'IRES
24
The American economic review
24
The European journal of finance
23
Explorations in economic history : EEH
21
The journal of economic history
21
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
20
European journal of industrial relations
20
Journal of forecasting
19
Journal of macroeconomics
19
The journal of industrial economics
19
The journal of real estate finance and economics
19
Energy economics
18
Fiscal studies : the journal of the Institute for Fiscal Studies
18
International journal of finance & economics : IJFE
18
Labour : review of labour economics and industrial relations
18
The journal of European economic history
18
Journal of monetary economics
17
Revue d'économie politique
17
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ECONIS (ZBW)
12
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1
Factor model forecasts of exchange rates
Engel, Charles
;
Mark, Nelson C.
;
West, Kenneth D.
- In:
Econometric reviews
34
(
2015
)
1/2
,
pp. 32-55
Persistent link: https://www.econbiz.de/10011373312
Saved in:
2
Local GMM estimation of semiparametric panel data with smooth coefficient models
Tran, Kien C.
;
Tsionas, Efthymios G.
- In:
Econometric reviews
29
(
2010
)
1
,
pp. 39-61
Persistent link: https://www.econbiz.de/10003943402
Saved in:
3
A generalized dynamic conditional correlation model : simulation and application to many assets
Hafner, Christian M.
;
Franses, Philip Hans
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 612-631
Persistent link: https://www.econbiz.de/10003881196
Saved in:
4
Inference for adaptive time series models : stochastic volatility and conditionally Gaussian state space form
Bos, Charles S.
;
Shephard, Neil G.
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 219-244
Persistent link: https://www.econbiz.de/10003355740
Saved in:
5
A range-based multivariate stochastic volatility model for exchange rates
Tims, Ben
;
Mahieu, Ronald J.
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 409-424
Persistent link: https://www.econbiz.de/10003355802
Saved in:
6
Efficient estimation of the seemingly unrelated regression cointegration model and testing for purchasing power parity
Moon, Hyungsik Roger
;
Perron, Benoit
- In:
Econometric reviews
23
(
2004
)
4
,
pp. 293-323
Persistent link: https://www.econbiz.de/10002514194
Saved in:
7
Common features in time series with both deterministic and stochastic seasonality
Cubadda, Gianluca
- In:
Econometric reviews
20
(
2001
)
2
,
pp. 201-216
Persistent link: https://www.econbiz.de/10001596583
Saved in:
8
Bayesian analysis of a fractional cointegration model
Martin, Gael M.
- In:
Econometric reviews
20
(
2001
)
2
,
pp. 217-234
Persistent link: https://www.econbiz.de/10001596591
Saved in:
9
Estimation of econometric models with nonparametrically specified risk terms
Baltagi, Badi H.
;
Li, Qi
- In:
Econometric reviews
20
(
2001
)
4
,
pp. 445-460
Persistent link: https://www.econbiz.de/10001620906
Saved in:
10
On regression-based tests for persistence in logarithmic volatility models
Psaradakis, Zacharias G.
;
Tzavalis, Elias
- In:
Econometric reviews
18
(
1999
)
4
,
pp. 441-448
Persistent link: https://www.econbiz.de/10001413477
Saved in:
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