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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Autokorrelation"
~subject:"Estimation"
~subject:"USA"
~type_genre:"Article in journal"
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Autokorrelation
Estimation
USA
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1,619
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782
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732
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732
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718
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Lee, Lung-fei
16
Todorov, Viktor
14
Phillips, Peter C. B.
13
Bollerslev, Tim
10
Su, Liangjun
10
Linton, Oliver
9
Tauchen, George Eugene
9
Pesaran, M. Hashem
8
Slottje, Daniel Jonathan
8
Park, Joon Y.
7
Robinson, Peter M.
7
Sun, Yixiao
7
Xuan Vinh Vo
7
Ghysels, Eric
6
Koop, Gary
6
McAleer, Michael
6
Sasaki, Yuya
6
Sun, Yiguo
6
Zakoïan, Jean-Michel
6
Andersen, Torben
5
Aït-Sahalia, Yacine
5
Baltagi, Badi H.
5
Bouri, Elie
5
Diebold, Francis X.
5
Gao, Jiti
5
Gouriéroux, Christian
5
Heckman, James J.
5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
Ma, Feng
5
Shin, Yongcheol
5
Sickles, Robin C.
5
Steel, Mark F. J.
5
Timmermann, Allan
5
Wang, Hansheng
5
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4
Callaway, Brantly
4
Engle, Robert F.
4
Francq, Christian
4
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Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance <1999, Cambridge, Mass.>
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International review of financial analysis
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679
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668
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663
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662
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649
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628
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614
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Challenge
601
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601
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ECONIS (ZBW)
1,279
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1
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1
Are investment grade Sukuks decoupled from the conventional yield curve?
Trabelsi, Nader
;
Umar, Zaghum
;
Dogah, Kingsley E.
;
Xuan …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014446968
Saved in:
2
Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic
Palwishah, Rana
;
Kashif, Muhammad
;
Ur Rehman, Mobeen
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014446983
Saved in:
3
The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets : a regime weighted measure and its forecast inference
Sheng, Lin Wen
;
Uddin, Mohammed Gazi Salah
;
Sen, Ding
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446963
Saved in:
4
Bank credit, consumption risk, and the cross-section of expected returns
Kwon, Ji Ho
- In:
International review of financial analysis
92
(
2024
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014492410
Saved in:
5
Economic policy uncertainty and stock market volatility in China : evidence from SV-MIDAS-t model
Wang, Nianling
;
Yin, Jiyuan
;
Li, Yong
- In:
International review of financial analysis
92
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014492383
Saved in:
6
GARCH-M model with an asymmetric risk premium : distinguishing between "good" and "bad" volatility periods
Trifonov, Juri
;
Potanin, Bogdan
- In:
International review of financial analysis
91
(
2024
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014446930
Saved in:
7
Global uncertainties and Australian financial markets : quantile time-frequency connectedness
Sheikh, Umaid A.
;
Asadi, Mehrad
;
Roubaud, David
; …
- In:
International review of financial analysis
92
(
2024
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014492393
Saved in:
8
Is downside risk priced in cryptocurrency market?
Dobrynskaja, V. V.
- In:
International review of financial analysis
91
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014446931
Saved in:
9
Measuring the G20 stock market return transmission mechanism : evidence from the R2 connectedness approach
Naeem, Muhammad Abubakr
;
Chatziantoniou, Ioannis
; …
- In:
International review of financial analysis
91
(
2024
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014446949
Saved in:
10
Recession-proof marketing? : unraveling the impact of advertising efficiency on stock volatility
Al-Gamrh, Bakr
;
Rasul, Tareq Faizur
- In:
International review of financial analysis
92
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014492364
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