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subject:"Theorie"
~isPartOf:"Applied financial economics"
~subject:"VAR model"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Cyclical component"
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Theorie
VAR model
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Aufsatz in Zeitschrift
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Ajmi, Ahdi Noomen
1
Akgül, Işıl
1
Alles, Lakshman
1
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1
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1
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1
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Applied financial economics
Journal of econometrics
351
International journal of forecasting
329
Economics letters
289
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
244
Journal of forecasting
232
Econometric theory
194
Econometric reviews
130
Economic modelling
123
Applied economics
112
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
111
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
103
Journal of applied econometrics
95
Journal of economic dynamics & control
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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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Applied economics letters
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Finance research letters
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International review of economics & finance : IREF
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Journal of the American Statistical Association : JASA
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The North American journal of economics and finance : a journal of financial economics studies
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Risks : open access journal
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Allgemeines statistisches Archiv : AStA ; journal of the German Statistical Society
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ECONIS (ZBW)
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1
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
2
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
3
Principal component measures of exchange market pressure : comparisons with variance-weighted measures
Hegerty, Scott W.
- In:
Applied financial economics
23
(
2013
)
16/18
,
pp. 1483-1495
Persistent link: https://www.econbiz.de/10010259384
Saved in:
4
A time dynamic pair copula construction : with financial applications
Vesper, Andrew
- In:
Applied financial economics
22
(
2012
)
19/21
,
pp. 1697-1711
Persistent link: https://www.econbiz.de/10009715935
Saved in:
5
Some variables are more worthy than others : new diffusion index evidence on the monitoring of key economic indicators
Armah, Nii Ayi
;
Swanson, Norman R.
- In:
Applied financial economics
21
(
2011
)
1/3
,
pp. 43-60
Persistent link: https://www.econbiz.de/10009124680
Saved in:
6
Are stock prices in the US nonstationary? : evidence from contemporary unit root tests
Murthy, Vasudeva
;
Washer, Kenneth
;
Wingender, John R.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1703-1709
Persistent link: https://www.econbiz.de/10009385050
Saved in:
7
Forecasting economic time series with the DyFor genetic program model
Wagner, Neal
;
Khouja, Moutaz
;
Michalewicz, Zbigniew
; …
- In:
Applied financial economics
18
(
2008
)
4/6
,
pp. 357-378
Persistent link: https://www.econbiz.de/10003739115
Saved in:
8
Modelling and forecasting long memory in exchange rate volatility vs. stable and integrated GARCH models
Akgül, Işıl
;
Sayyan, Hülya
- In:
Applied financial economics
18
(
2008
)
4/6
,
pp. 463-482
Persistent link: https://www.econbiz.de/10003739179
Saved in:
9
Do common volatility models capture cyclical behaviour in volatility?
Clements, Adam
;
Collet, Jérôme
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 599-604
Persistent link: https://www.econbiz.de/10003739247
Saved in:
10
A re-examination of variance-ratio test of random walks in foreign exchange rates
Chang, Yuanchen
- In:
Applied financial economics
14
(
2004
)
9
,
pp. 671-679
Persistent link: https://www.econbiz.de/10002091410
Saved in:
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