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subject:"Zeitreihenanalyse"
~isPartOf:"International review of financial analysis"
~subject:"Regression analysis"
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Search: subject_exact:"AR(1) model"
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Zeitreihenanalyse
Regression analysis
Autocorrelation
9
Autokorrelation
9
Capital income
7
Kapitaleinkommen
7
Volatility
5
Volatilität
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Börsenkurs
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Quantile autoregression
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Stock returns
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1973-2000
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Aktienindex
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Aktienmarkt
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Aktienoption
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Asymmetric dynamic dependence
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Breaks or long memory
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Carry
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Correlation
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Cross sectional momentum
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Currency return predictability
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Dual listing
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Exchange rate
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Expectation formation
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Finland
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Assaf, Ata
1
Cai, Yuzhi
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Ge̜bka, Bartosz
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Hutchinson, Mark
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Kyziropoulos, Panagiotis E.
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O'Brien, John
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O'Reilly, Philip
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International review of financial analysis
Journal of econometrics
49
Economics letters
27
Econometric reviews
24
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
23
Discussion paper / Tinbergen Institute
21
Econometric theory
20
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
20
International journal of forecasting
16
Applied economics letters
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Journal of forecasting
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The econometrics journal
11
CREATES research paper
10
Cowles Foundation discussion paper
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Energy economics
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Journal of empirical finance
9
Economic modelling
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
7
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
7
Applied economics
6
CESifo working papers
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Cowles Foundation Discussion Paper
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Journal of applied econometrics
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SSE EFI working paper series in economics and finance
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Working paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
6
Discussion papers / Helsinki Center of Economic Research : discussion paper
5
Discussion papers in economics
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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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CEIS Tor Vergata research papers : CEIS Tor Vergata research paper series
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Cambridge working papers in economics
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Discussion paper / Department of Economics, University of California San Diego
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Discussion papers in economics and econometrics
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Econometric Institute research papers
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Econometrics : open access journal
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Finance research letters
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International journal of economics and financial issues : IJEFI
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Journal of financial econometrics
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Journal of quantitative economics : official journal of the Indian Econometric Society
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Oxford bulletin of economics and statistics
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ECONIS (ZBW)
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1
Are carry, momentum and value still there in currencies?
Hutchinson, Mark
;
Kyziropoulos, Panagiotis E.
;
O'Brien, John
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455045
Saved in:
2
Stock returns, quantile autocorrelation, and volatility forecasting
Zhao, Yixiu
;
Upreti, Vineet
;
Cai, Yuzhi
- In:
International review of financial analysis
73
(
2021
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012803612
Saved in:
3
Revisiting the asymmetric dynamic dependence of stock returns : evidence from a quantile autoregression model
Zhu, Huiming
;
Li, Zhao-Lai
;
You, Wan-hai
;
Zeng, Zhaofa
- In:
International review of financial analysis
40
(
2015
),
pp. 142-153
Persistent link: https://www.econbiz.de/10011475708
Saved in:
4
Long memory and level shifts in REITs returns and volatility
Assaf, Ata
- In:
International review of financial analysis
42
(
2015
),
pp. 172-182
Persistent link: https://www.econbiz.de/10011573409
Saved in:
5
The determinants of quantile autocorrelations : evidence from the UK
Ge̜bka, Bartosz
;
Wohar, Mark E.
- In:
International review of financial analysis
29
(
2013
),
pp. 51-61
Persistent link: https://www.econbiz.de/10010244128
Saved in:
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