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Time series analysis
80
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Gil-Alaña, Luis A.
4
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Cuñado Eizaguirre, Juncal
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Applied financial economics
Journal of econometrics
673
International journal of forecasting
552
Economics letters
447
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
395
Journal of forecasting
331
Discussion paper / Tinbergen Institute
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
155
Journal of applied econometrics
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Working paper / National Bureau of Economic Research, Inc.
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CESifo working papers
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Discussion paper / Centre for Economic Policy Research
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Journal of economic dynamics & control
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Cowles Foundation discussion paper
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Econometrics : open access journal
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Journal of empirical finance
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Oxford bulletin of economics and statistics
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Journal of macroeconomics
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Physica A: Statistical Mechanics and its Applications
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The econometrics journal
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EUI working paper / ECO
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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
84
International review of economics & finance : IREF
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Finance research letters
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International Journal of Energy Economics and Policy : IJEEP
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The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
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31
Testing for infrequent permanent shocks : is the US inflation rate stationary?
Fujihara, Roger Arnold
;
Mougoué, Mbodja
- In:
Applied financial economics
17
(
2007
)
10/12
,
pp. 951-960
Persistent link: https://www.econbiz.de/10003538089
Saved in:
32
Testing for stock market bubbles using nonlinear models and fractional integration
Cuñado Eizaguirre, Juncal
;
Gil-Alaña, Luis A.
;
Perez …
- In:
Applied financial economics
17
(
2007
)
16/18
,
pp. 1313-1321
Persistent link: https://www.econbiz.de/10003605836
Saved in:
33
The predictive power of quarterly earnings per share based on time series and artificial intelligence model
Lai, Syouching
;
Li, Hungchih
- In:
Applied financial economics
16
(
2006
)
18
,
pp. 1375-1388
Persistent link: https://www.econbiz.de/10003397231
Saved in:
34
Macroeconomic fundamentals and exchange rates : a non-parametric cointegration analysis
Davradakis, Emmanuel
- In:
Applied financial economics
15
(
2005
)
7
,
pp. 439-446
Persistent link: https://www.econbiz.de/10002738621
Saved in:
35
Financial development and economic growth in the Middle East
Awad, Mouawiya al-
;
Harb, Nasri
- In:
Applied financial economics
15
(
2005
)
15
,
pp. 1041-1051
Persistent link: https://www.econbiz.de/10003213324
Saved in:
36
A re-examination of variance-ratio test of random walks in foreign exchange rates
Chang, Yuanchen
- In:
Applied financial economics
14
(
2004
)
9
,
pp. 671-679
Persistent link: https://www.econbiz.de/10002091410
Saved in:
37
Long rage dependence in daily stock returns
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
14
(
2004
)
6
,
pp. 375-383
Persistent link: https://www.econbiz.de/10001970911
Saved in:
38
The importance of variance stationarity in economic time series modelling : a practical approach
Milionis, Alexandros E.
- In:
Applied financial economics
14
(
2004
)
4
,
pp. 265-278
Persistent link: https://www.econbiz.de/10001939285
Saved in:
39
The Mib30 index and futures relationship : econometric analysis and implications for hedging
Pattarin, Francesco
;
Ferretti, Riccardo
- In:
Applied financial economics
14
(
2004
)
18
,
pp. 1281-1289
Persistent link: https://www.econbiz.de/10002438188
Saved in:
40
On the long memory properties of emerging capital markets : evidence from Istanbul stock exchange
Kiliç, Rehim
- In:
Applied financial economics
14
(
2004
)
13
,
pp. 915-922
Persistent link: https://www.econbiz.de/10002195474
Saved in:
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