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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of banking & finance"
~person:"Narayan, Paresh Kumar"
~subject:"Share price"
~subject:"permanent-transitory decomposition"
~type_genre:"Aufsatz in Zeitschrift"
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Time series analysis
United States
Share price
permanent-transitory decomposition
Estimation
3
Schätzung
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Börsenkurs
2
Capital income
2
Kapitaleinkommen
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Panel
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Panel study
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Price discovery
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CDS spread
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Cointegration
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Credit derivative
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Narayan, Paresh Kumar
McAleer, Michael
4
Asai, Manabu
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Guo, Hui
3
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3
Bohl, Martin T.
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Econometric reviews
Journal of banking & finance
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ECONIS (ZBW)
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Panel data measures of price discovery
Karabiyik, Hande
;
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Econometric reviews
41
(
2022
)
3
,
pp. 269-290
Persistent link: https://www.econbiz.de/10013364880
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2
An analysis of price discovery from panel data models of CDS and equity returns
Narayan, Paresh Kumar
;
Sharma, Susan Sunila
; …
- In:
Journal of banking & finance
41
(
2014
),
pp. 167-177
Persistent link: https://www.econbiz.de/10010408481
Saved in:
3
Does the choice of estimator matter when forecasting returns?
Westerlund, Joakim
;
Narayan, Paresh Kumar
- In:
Journal of banking & finance
36
(
2012
)
9
,
pp. 2632-2640
Persistent link: https://www.econbiz.de/10009657614
Saved in:
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