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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Journal of banking & finance"
~isPartOf:"The journal of economic methodology"
~subject:"1930"
~type_genre:"Conference paper"
~type_genre:"Textbook"
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Time series analysis
United States
1930
Estimation
3
Schätzung
3
Aktienmarkt
2
Stock market
2
Theorie
2
Theory
2
ARCH model
1
ARCH-Modell
1
Ansteckungseffekt
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Cointegration
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Contagion
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Contagion effect
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Econometrics
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Financial integration
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Financial market
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Financial markets
1
Finanzmarkt
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HAR-RV model
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Impact assessment
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International financial market
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Internationaler Finanzmarkt
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Kointegration
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Local nonstationarity
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Long run analysis
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Market integration
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Markov chain
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Markov switching
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Markov-Kette
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Marktintegration
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Realized volatility
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Spillover effect
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Spillover-Effekt
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USA
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Aufsatz in Zeitschrift
79
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Gabriel, Vasco J.
1
Martins, Luís Filipe
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Reiss, Julian
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Journal of banking & finance
The journal of economic methodology
Journal of labor economics
9
American economic journal : a journal of the American Economic Association
2
Journal of monetary economics
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Panoeconomicus
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Productivity and Inequality
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The American economic review
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Economic growth : theory and practice
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Economics and Finance Readings : Selected Papers from Asia-Pacific Conference on Economics & Finance, 2022
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets
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Empirica : journal of european economics
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Forschung und Praxis an der FHWien der WKWk
1
GSDS working paper
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Globalization : strategies and effects
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ILR review : the journal of work and policy
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Inflation dynamics and monetary policy : a symposium sponsored by The Federal Reserve Bank of Kansas City, Jackson Hole, Wyo., Aug. 27 - 29, 2015
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International journal of globalisation and small business : IJGSB
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Journal of applied econometrics
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Journal of managerial issues : JMI
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New Dynamics in Banking and Finance : 5th International Conference on Banking and Finance Perspectives, Famagusta, Cyprus
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Nonlinearities in economics : an interdisciplinary approach to economic dynamics, growth and cycles
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Quantitative finance
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The International trade journal
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The TQM journal : the international review of organizational improvement
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The economic journal : the journal of the Royal Economic Society
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The economics of information security and privacy : [this volume contains a selection of 13 revised contributions to the 11th WEIS, which took place in Berlin, Germany, on 25 - 26 June 2012.]
1
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Two approaches to reasoning from evidence or what econometrics can learn from biomedical research
Reiss, Julian
- In:
The journal of economic methodology
22
(
2015
)
3
,
pp. 373-390
Persistent link: https://www.econbiz.de/10011386636
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2
Modelling long run comovements in equity markets : a flexible approach
Martins, Luís Filipe
;
Gabriel, Vasco J.
- In:
Journal of banking & finance
47
(
2014
),
pp. 288-295
Persistent link: https://www.econbiz.de/10010506954
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