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~isPartOf:"Applied economics letters"
~isPartOf:"Economic modelling"
~isPartOf:"Economics letters"
~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of international money and finance"
~isPartOf:"Journal of the American Statistical Association : JASA"
~isPartOf:"Macroeconomic dynamics"
~isPartOf:"The world economy : the leading journal on international economic relations"
~language:"eng"
~person:"Baltagi, Badi H."
~person:"Grobys, Klaus"
~person:"Hassler, Uwe"
~person:"Ibrahim, Joseph George"
~person:"Li, Qi"
~person:"Marjit, Sugata"
~person:"Peel, David"
~person:"Shaffer, Sherrill"
~person:"Ullah, Aman"
~source:"econis"
~subject:"Autokorrelation"
~subject:"Estimation theory"
~subject:"Risiko"
~subject:"Schätztheorie"
~subject:"Theory"
~type_genre:"Article in journal"
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Autokorrelation
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Baltagi, Badi H.
Grobys, Klaus
Hassler, Uwe
Ibrahim, Joseph George
Li, Qi
Marjit, Sugata
Peel, David
Shaffer, Sherrill
Ullah, Aman
Afonso, Oscar
23
Serletis, Apostolos
23
Lai, Ching-chong
22
Krämer, Walter
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15
Caporale, Guglielmo Maria
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Carroll, Raymond J.
14
Cook, Steven
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Färe, Rolf
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Giles, David E. A.
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Hall, Stephen G.
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Kit, Pong Wong
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Matsumura, Toshihiro
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Mukherjee, Arijit
14
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12
Anwar, Sajid
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Applied economics letters
Economic modelling
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International review of financial analysis
Journal of international money and finance
Journal of the American Statistical Association : JASA
Macroeconomic dynamics
The world economy : the leading journal on international economic relations
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
24
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Finance research letters
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ECONIS (ZBW)
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1
Correlation versus co-fractality : evidence from foreign-exchange-rate variances
Grobys, Klaus
- In:
International review of financial analysis
86
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014248594
Saved in:
2
The two-way Hausman and Taylor estimator
Baltagi, Badi H.
- In:
Economics letters
228
(
2023
),
pp. 1-4
Persistent link: https://www.econbiz.de/10014451174
Saved in:
3
Wages, labor quality, and FDI inflows : a new non-linear approach
Hou, Lei
;
Li, Qi
;
Wang, Yanfei
;
Yang, Xintong
- In:
Economic modelling
102
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012796581
Saved in:
4
What do we know about the second moment of financial markets?
Grobys, Klaus
- In:
International review of financial analysis
78
(
2021
),
pp. 1-12
Persistent link: https://www.econbiz.de/10013252740
Saved in:
5
Estimating the mean under strong persistence
Hassler, Uwe
;
Hosseinkouchack, Mehdi
- In:
Economics letters
188
(
2020
),
pp. 1-5
Persistent link: https://www.econbiz.de/10012227832
Saved in:
6
A class of model averaging estimators
Zhao, Shangwei
;
Ullah, Aman
;
Zhang, Xinyu
- In:
Economics letters
162
(
2018
),
pp. 101-106
Persistent link: https://www.econbiz.de/10011939785
Saved in:
7
A nonlinear analysis of the real exchange rate-consumption relationship
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Macroeconomic dynamics
22
(
2018
)
7
,
pp. 1825-1843
Persistent link: https://www.econbiz.de/10011918182
Saved in:
8
Return dispersion risk in FX and global equity markets : does it explain currency momentum?
Grobys, Klaus
;
Heinonen, Jari-Pekka
;
Kolari, James W.
- In:
International review of financial analysis
56
(
2018
),
pp. 264-280
Persistent link: https://www.econbiz.de/10012006275
Saved in:
9
The second-order bias of quantile estimators
Lee, Tae-hwy
;
Ullah, Aman
;
Wang, He
- In:
Economics letters
173
(
2018
),
pp. 143-147
Persistent link: https://www.econbiz.de/10012022969
Saved in:
10
An alternative bandwidth selection method for estimating functional coefficient models
Chen, Xirong
;
Huang, Ta-Cheng
;
Li, Qi
- In:
Economics letters
156
(
2017
),
pp. 27-31
Persistent link: https://www.econbiz.de/10011822342
Saved in:
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