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subject:"Statistical test"
~isPartOf:"Applied economics"
~isPartOf:"International journal of economics and financial issues : IJEFI"
~subject:"Aktienmarkt"
~subject:"Börsenkurs"
~subject:"Regressionsanalyse"
~subject:"Spatial interaction"
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Search: subject_exact:"Autoregressives Modell"
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Statistical test
Aktienmarkt
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Autocorrelation
28
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Time series analysis
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Applied economics
International journal of economics and financial issues : IJEFI
Journal of econometrics
55
Economics letters
26
Econometric reviews
23
Regional science & urban economics
19
Applied economics letters
15
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric theory
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Discussion paper / Tinbergen Institute
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
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9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of forecasting
8
Spatial economic analysis : the journal of the Regional Studies Association
7
The European journal of finance
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Cowles Foundation discussion paper
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Finance research letters
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International review of economics & finance : IREF
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The journal of real estate finance and economics
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Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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International review of financial analysis
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1
ETFs and information asymmetry of underlying securities : evidence on the volume-conditioned return autocorrelation
Kang, Moonsoo
- In:
Applied economics
55
(
2023
)
46
,
pp. 5434-5450
Persistent link: https://www.econbiz.de/10014335213
Saved in:
2
Is the effect of the exchange rate on stock prices symmetric or asymmetric? : evidence from Sudan
Mohamed, Omer Ahmed Sayed
;
Elmahgop, Faiza Omer Mohammed
- In:
International journal of economics and financial issues …
10
(
2020
)
2
,
pp. 209-215
Persistent link: https://www.econbiz.de/10012215152
Saved in:
3
Time-series residual momentum strategies
Kim, Saejoon
- In:
Applied economics
54
(
2022
)
5
,
pp. 580-594
Persistent link: https://www.econbiz.de/10012874231
Saved in:
4
The influence of Taiwan's stock market on Bitcoin's price under Taiwan's monetary policy threshold
Yang, Lori Tzu-Yi
- In:
Applied economics
52
(
2020
)
45
,
pp. 4967-4975
Persistent link: https://www.econbiz.de/10012306523
Saved in:
5
Beyond GDP : an analysis of the socio-economic diversity of European regions
Ayouba, Kassoum
;
Le Gallo, Julie
;
Vallone, Andrés
- In:
Applied economics
52
(
2020
)
9
,
pp. 1010-1029
Persistent link: https://www.econbiz.de/10012197498
Saved in:
6
Modeling stock market returns under self-exciting threshold autoregressive model : evidence from West Africa
Gyamfi, Emmanuel Numapau
;
Kyei, Kwabena A.
- In:
International journal of economics and financial issues …
6
(
2016
)
3
,
pp. 1194-1199
Persistent link: https://www.econbiz.de/10011698077
Saved in:
7
Changes in the unconditional variance and autoregressive conditional heteroscedasticity
Peiro, Amado
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1338-1343
Persistent link: https://www.econbiz.de/10011774855
Saved in:
8
Application of generalized autoregressive conditional heteroschedasticity model on inflation and share price movement in Nigeria
Manasseh, Charles O.
;
Omeje, Ambrose N.
- In:
International journal of economics and financial issues …
6
(
2016
)
4
,
pp. 1491-1501
Persistent link: https://www.econbiz.de/10011775181
Saved in:
9
Spatial fiscal interactions among French municipalities within inter-municipal groups
Breuillé, Marie-Laure
;
Le Gallo, Julie
- In:
Applied economics
49
(
2017
)
46
,
pp. 4617-4637
Persistent link: https://www.econbiz.de/10011844750
Saved in:
10
Profit persistence and stock returns
Gschwandtner, Adelina
;
Hauser, Michael A.
- In:
Applied economics
48
(
2016
)
37/39
,
pp. 3538-3549
Persistent link: https://www.econbiz.de/10011620804
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