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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Econometric reviews"
~person:"Caporale, Guglielmo Maria"
~person:"Narayan, Paresh Kumar"
~subject:"Share price"
~type_genre:"Aufsatz in Zeitschrift"
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Time series analysis
United States
Share price
Estimation
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1960-1999
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Börsenkurs
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Cointegration
1
Decomposition method
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Dekompositionsverfahren
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Fisher effect
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Fisher-Effekt
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Panel study
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Price discovery
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Caporale, Guglielmo Maria
Narayan, Paresh Kumar
McAleer, Michael
4
Asai, Manabu
3
Maasoumi, Esfandiar
3
Chan, Joshua
2
Harvey, David I.
2
Jawadi, Fredj
2
Leybourne, Stephen James
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Taylor, Robert
2
Teräsvirta, Timo
2
Abaye, A.
1
Adolfson, Malin
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Ahn, Seung Chan
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Alghalith, Moawia
1
Allen, David E.
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Amado, Cristina
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Anderson, Richard G.
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Andreou, Panayiotis C.
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Anyfantaki, Sofia
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Armah, Nii Ayi
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Bu, Ruijun
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Bura, Efstathia
1
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1
Cappelli, Carmela
1
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Econometric reviews
Applied economics letters
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Journal of international financial markets, institutions & money
5
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Emerging markets review
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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International review of financial analysis
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Oxford bulletin of economics and statistics
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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
Estimator choice and Fisherś paradox : a Monte Carlo study
Caporale, Guglielmo Maria
;
Pittis, Nikitas
- In:
Econometric reviews
23
(
2004
)
1
,
pp. 25-52
Persistent link: https://www.econbiz.de/10001944682
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