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~isPartOf:"Econometric reviews"
~isPartOf:"Journal of international financial markets, institutions & money"
~language:"eng"
~language:"ron"
~person:"Asai, Manabu"
~person:"Dagum, Estela Bee"
~person:"Hamori, Shigeyuki"
~person:"Kilian, Lutz"
~person:"Psaradakis, Zacharias G."
~subject:"Börsenkurs"
~subject:"EU countries"
~subject:"Entwicklungsländer"
~subject:"Kapitaleinkommen"
~subject:"Lieferkette"
~subject:"Schätzung"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Case study"
~type_genre:"Handbuch"
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Börsenkurs
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19
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16
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Asai, Manabu
Dagum, Estela Bee
Hamori, Shigeyuki
Kilian, Lutz
Psaradakis, Zacharias G.
Narayan, Paresh Kumar
16
McAleer, Michael
15
Maasoumi, Esfandiar
14
Taylor, Robert
11
Hammoudeh, Shawkat
10
Ullah, Aman
9
Baltagi, Badi H.
8
Franses, Philip Hans
8
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8
Spanos, Aris
8
Kumbhakar, Subal
7
Li, Qi
7
MacDonald, Ronald
7
Nguyen, Duc Khuong
7
Pesaran, M. Hashem
7
Westerlund, Joakim
7
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6
Brooks, Robert
6
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Gregoriou, Andros
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An, Sungbae
5
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Booth, G. Geoffrey
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Cavaliere, Giuseppe
5
Ge̜bka, Bartosz
5
Gupta, Rangan
5
Hudson, Robert
5
Kanas, Angelos
5
Lucey, Brian M.
5
McMillan, David G.
5
Palm, Franz C.
5
Pippenger, John E.
5
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Econometric reviews
Journal of international financial markets, institutions & money
Applied economics letters
11
Applied financial economics
11
Economics letters
9
Journal of applied econometrics
9
Journal of econometrics
7
Economic modelling
5
Japan and the world economy : international journal of theory and policy
4
Journal of international money and finance
4
Journal of risk and financial management : JRFM
4
Kobe University economic review
4
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
4
The North American journal of economics and finance : a journal of financial economics studies
4
The review of economics and statistics
4
Applied economics
3
Energy economics
3
International journal of finance & economics : IJFE
3
International journal of forecasting
3
Journal of Asian economics
3
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of forecasting
3
Journal of money, credit and banking : JMCB
3
Oxford bulletin of economics and statistics
3
Research in international business and finance
3
The econometrics journal
3
Annals of financial economics
2
Asian economic and political issues
2
Current politics and economics of Asia
2
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
2
International economic review
2
International journal of financial research
2
International review of economics & finance : IREF
2
International statistical review : a journal of the International Statistical Institute and its associations
2
Journal of economics and finance
2
Journal of international economics
2
Macroeconomic dynamics
2
Asia-Pacific financial markets
1
CESifo forum : a bi-monthly journal on European economic issues
1
Computational economics
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ECONIS (ZBW)
24
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1
Monitoring the direction of the short-term trend of economic indicators
Dagum, Estela Bee
;
Bianconcini, Silvia
- In:
Econometric reviews
42
(
2023
)
5
,
pp. 421-440
Persistent link: https://www.econbiz.de/10014305536
Saved in:
2
Portmanteau tests for linearity of stationary time series
Psaradakis, Zacharias G.
;
Vávra, Marián
- In:
Econometric reviews
38
(
2019
)
2
,
pp. 248-262
Persistent link: https://www.econbiz.de/10012180732
Saved in:
3
A fractionally integrated Wishart stochastic volatility model
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
1/3
,
pp. 42-59
Persistent link: https://www.econbiz.de/10011794625
Saved in:
4
The impact of jumps and leverage in forecasting covolatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
36
(
2017
)
6/9
,
pp. 638-650
Persistent link: https://www.econbiz.de/10011795307
Saved in:
5
Interdependence between oil and East Asian stock markets : evidence from wavelet coherence analysis
Cai, Xiao Jing
;
Tian, Shuairu
;
Yuan, Nannan
;
Hamori, …
- In:
Journal of international financial markets, …
48
(
2017
),
pp. 206-223
Persistent link: https://www.econbiz.de/10011892354
Saved in:
6
Asymmetric dynamics in correlations of treasury and swap markets : evidence from the US market
Toyoshima, Yuki
;
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Journal of international financial markets, …
22
(
2012
)
2
,
pp. 381-394
Persistent link: https://www.econbiz.de/10009581695
Saved in:
7
A review of some modern approaches to the problem of trend extraction
Alexandrov, Theodore
;
Bianconcini, Silvia
;
Dagum, Estela Bee
- In:
Econometric reviews
31
(
2012
)
4/6
,
pp. 593-624
Persistent link: https://www.econbiz.de/10009539678
Saved in:
8
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
9
A new bispectral test for nonlinear serial dependence
Rusticelli, Elena
;
Ashley, Richard A.
;
Dagum, Estela Bee
; …
- In:
Econometric reviews
28
(
2009
)
1/3
,
pp. 279-293
Persistent link: https://www.econbiz.de/10003800753
Saved in:
10
Special issue: Statistical inference on time series stochastic and deterministic dynamics
Dagum, Estela Bee
(
contributor
); …
-
2009
Persistent link: https://www.econbiz.de/10003800641
Saved in:
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