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subject:"Zeitreihenanalyse"
~isPartOf:"The European journal of finance"
~subject:"ARCH-Modell"
~subject:"Estimation theory"
~subject:"Regression analysis"
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Zeitreihenanalyse
ARCH-Modell
Estimation theory
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Autocorrelation
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13
Capital income
6
Kapitaleinkommen
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Börsenkurs
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autocorrelation
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1985-2002
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Barnett, William A.
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Bonato, M.
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Grundke, Peter
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The European journal of finance
Journal of econometrics
99
Economics letters
48
Econometric reviews
45
Econometric theory
39
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
35
Discussion paper / Tinbergen Institute
25
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
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International journal of forecasting
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Cowles Foundation discussion paper
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Journal of empirical finance
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Regional science & urban economics
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Energy economics
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Cowles Foundation Discussion Paper
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
10
Econometrics : open access journal
9
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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SSE EFI working paper series in economics and finance
9
Spatial economic analysis : the journal of the Regional Studies Association
8
Working paper
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Applied economics
7
Cambridge working papers in economics
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Discussion papers in economics
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Discussion papers of interdisciplinary research project 373
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International review of financial analysis
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Oxford bulletin of economics and statistics
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Discussion paper / Department of Economics, University of California San Diego
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Finance research letters
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Journal of applied econometrics
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Journal of financial econometrics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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CESifo Working Paper Series
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ECONIS (ZBW)
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The stable tail dependence and influence among the European stock markets : a score-driven dynamic copula approach
Barnett, William A.
;
Wang, Xue
;
Xu, Hai-Chuan
;
Zhou, …
- In:
The European journal of finance
29
(
2023
)
16
,
pp. 1933-1956
Persistent link: https://www.econbiz.de/10014388527
Saved in:
2
Bitcoin option pricing with a SETAR-GARCH model
Siu, Tak Kuen
;
Elliott, Robert J.
- In:
The European journal of finance
27
(
2021
)
6
,
pp. 564-595
Persistent link: https://www.econbiz.de/10012484403
Saved in:
3
Forecasting implied volatility in foreign exchange markets : a functional time series approach
Kearney, Fearghal
;
Cummins, Mark
;
Murphy, Finbarr
- In:
The European journal of finance
24
(
2018
)
1/3
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012244257
Saved in:
4
On the influence of autocorrelation and GARCH-effects on goodness-of-fit tests for copulas
Garmann, Sebastian
;
Grundke, Peter
- In:
The European journal of finance
19
(
2013
)
1/2
,
pp. 75-88
Persistent link: https://www.econbiz.de/10009733297
Saved in:
5
A forecast-based comparison of restricted Wishart autoregressive models for realized covariance matrices
Bonato, M.
;
Caporin, Massimiliano
;
Ranaldo, Angelo
- In:
The European journal of finance
18
(
2012
)
9/10
,
pp. 761-774
Persistent link: https://www.econbiz.de/10009691781
Saved in:
6
Public information arrival and volatility persistence in financial markets
Janssen, Gust
- In:
The European journal of finance
10
(
2004
)
3
,
pp. 177-197
Persistent link: https://www.econbiz.de/10002093898
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