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subject:"Share price"
subject:"Stock index"
~accessRights:"restricted"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet"
~isPartOf:"The journal of futures markets"
~subject:"Theorie"
~subject:"USA"
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Share price
Stock index
Theorie
USA
Estimation
332
Schätzung
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Volatility
72
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72
Time series analysis
71
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Serletis, Apostolos
6
Gupta, Rangan
5
Jawadi, Fredj
4
Morley, James C.
3
Xu, Libo
3
Afonso, Oscar
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Bond, Dereck
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Macroeconomic dynamics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
The journal of futures markets
Discussion paper / Centre for Economic Policy Research
538
Working paper / National Bureau of Economic Research, Inc.
531
Economic modelling
198
Applied economics
184
Finance research letters
177
International review of economics & finance : IREF
151
Discussion papers / CEPR
149
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134
The North American journal of economics and finance : a journal of financial economics studies
132
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121
Applied economics letters
120
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International review of financial analysis
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109
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102
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94
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84
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78
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77
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77
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64
International journal of forecasting
63
Journal of international financial markets, institutions & money
63
American economic journal : a journal of the American Economic Association
60
Pacific-Basin finance journal
60
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Management science : journal of the Institute for Operations Research and the Management Sciences
54
The European journal of finance
48
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Review of quantitative finance and accounting
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International journal of economics and finance
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Journal of monetary economics
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International journal of finance & economics : IJFE
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ECONIS (ZBW)
192
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1
Time-varying threshold cointegration with an application to the Fisher hypothesis
Yang, Lixiong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
26
(
2022
)
2
,
pp. 257-274
Persistent link: https://www.econbiz.de/10013334720
Saved in:
2
Time-varying volatility and the housing market
Higgins, C. Richard
;
Sapci, Ayse
- In:
Macroeconomic dynamics
28
(
2024
)
2
,
pp. 426-461
Persistent link: https://www.econbiz.de/10014485317
Saved in:
3
UK household-sector money demand and Divisia monetary aggregates in the new millennium
Fleissig, Adrian R.
;
Jones, Barry E.
- In:
Macroeconomic dynamics
28
(
2024
)
1
,
pp. 51-73
Persistent link: https://www.econbiz.de/10014465382
Saved in:
4
Fiscal policy and the twin deficits : structural changes matter
Kim, Wongi
- In:
Macroeconomic dynamics
28
(
2024
)
3
,
pp. 517-545
Persistent link: https://www.econbiz.de/10014519878
Saved in:
5
The elastic origins of tail asymmetry
Nakano, Satoshi
;
Nishimura, Kazuhiko
- In:
Macroeconomic dynamics
28
(
2024
)
3
,
pp. 591-611
Persistent link: https://www.econbiz.de/10014519886
Saved in:
6
Score-driven multi-regime Markov-switching EGARCH : empirical evidence using the Meixner distribution
Blazsek, Szabolcs
;
Haddad, Michel Ferreira Cardia
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 589-634
Persistent link: https://www.econbiz.de/10014372917
Saved in:
7
Aggregate elasticity of substitution between skills : estimates from a macroeconomic approach
Jerzmanowski, Michał
;
Tamura, Robert F.
- In:
Macroeconomic dynamics
27
(
2023
)
6
,
pp. 1597-1627
Persistent link: https://www.econbiz.de/10014364390
Saved in:
8
Is there a national housing market bubble brewing in the United States?
Gupta, Rangan
;
Ma, Jun
;
Theodoridis, Konstantinos
; …
- In:
Macroeconomic dynamics
27
(
2023
)
8
,
pp. 2191-2228
Persistent link: https://www.econbiz.de/10014436663
Saved in:
9
High-frequency trading and market quality : evidence from account-level futures data
Coughlan, John
;
Orlov, Alexei G.
- In:
The journal of futures markets
43
(
2023
)
8
,
pp. 1126-1160
Persistent link: https://www.econbiz.de/10014339377
Saved in:
10
The predictability of iron ore futures prices : a product-material lead-lag effect
He, Mengxi
;
Wang, Yudong
;
Zhang, Yaojie
- In:
The journal of futures markets
43
(
2023
)
9
,
pp. 1289-1304
Persistent link: https://www.econbiz.de/10014339412
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