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Time series analysis
265
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178
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145
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71
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Paradiso, Antonio
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3
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Huang, Zhuo
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Yao, Haixiang
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Agnello, Luca
2
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Baruník, Jozef
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Bekiros, Stelios
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Boutahar, Mohamed
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Economic modelling
Discussion paper series / IZA
1,247
IZA Discussion Papers
822
International journal of production research
807
NBER working paper series
784
Working paper / National Bureau of Economic Research, Inc.
774
Journal of econometrics
741
Economics letters
738
Physica A: Statistical Mechanics and its Applications
706
NBER Working Paper
704
European journal of operational research : EJOR
646
International journal of forecasting
621
MPRA Paper
618
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576
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571
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399
Applied economics letters
384
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368
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327
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320
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
305
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283
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Econometric reviews
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
228
Review of Economics of the Household
227
Journal of economic behavior & organization : JEBO
214
Working paper / Department of Econometrics and Business Statistics, Monash University
203
Management science : journal of the Institute for Operations Research and the Management Sciences
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ECONIS (ZBW)
447
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447
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1
The impact of joint events on oil price volatility : evidence from a dynamic graphical news analysis model
Zhao, Lu-Tao
;
Wang, Dai-Song
;
Ren, Zhong-Yuan
- In:
Economic modelling
130
(
2024
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014451154
Saved in:
2
Testing factor models when asset bubbles occur : a
time
-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
3
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
4
Are African business cycles synchronized? : evidence from spatio-temporal modeling
Mattera, Raffaele
;
Franses, Philip Hans
- In:
Economic modelling
128
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014464318
Saved in:
5
Revisiting
time
series momentum in China's commodity futures market : evidence on sources of momentum profits
Ming, Lei
;
Song, Wuqi
;
Dong, Minyi
- In:
Economic modelling
128
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014464418
Saved in:
6
Predicting tourism recovery from COVID-19 : a
time
-varying perspective
Liu, Ying
;
Wen, Long
;
Liu, Han
;
Song, Haiyan
- In:
Economic modelling
135
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014549107
Saved in:
7
Consumption and life insurance decisions under hyperbolic discounting and taxation
Koo, Ja Eun
;
Lim, Byung Hwa
- In:
Economic modelling
94
(
2021
),
pp. 288-295
Persistent link: https://www.econbiz.de/10012695003
Saved in:
8
Vine copula Granger causality in mean
Jang, Hyuna
;
Kim, Jong-Min
;
Noh, Hohsuk
- In:
Economic modelling
109
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013348254
Saved in:
9
Banking regulation and costless commitment contracts for
time
-inconsistent agents
Laureti, Carolina
;
Szafarz, Ariane
- In:
Economic modelling
129
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014472068
Saved in:
10
Human-capital investments as a commitment device
Jin, Lawrence
;
Kang, Minwook
- In:
Economic modelling
126
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014462394
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