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~isPartOf:"International review of financial analysis"
~isPartOf:"Journal of econometrics"
~language:"eng"
~subject:"Autokorrelation"
~subject:"Estimation"
~type_genre:"Article in journal"
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Autokorrelation
Estimation
Theorie
2,017
Theory
2,017
Estimation theory
1,619
Schätztheorie
1,619
Schätzung
782
Time series analysis
732
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Lee, Lung-fei
16
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Phillips, Peter C. B.
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10
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9
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8
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8
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7
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7
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6
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6
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5
Aït-Sahalia, Yacine
5
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5
Ghysels, Eric
5
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5
Kim, Donggyu
5
Li, Jia
5
Lu, Xun
5
Ma, Feng
5
McAleer, Michael
5
Park, Joon Y.
5
Pesaran, M. Hashem
5
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5
Shin, Yongcheol
5
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5
Xuan Vinh Vo
5
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4
Bouri, Elie
4
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4
Francq, Christian
4
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4
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4
Hong, Yongmiao
4
Hsiao, Cheng
4
Hwang, Jungbin
4
Li, Kunpeng
4
Narayan, Paresh Kumar
4
Patton, Andrew J.
4
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International review of financial analysis
Journal of econometrics
Applied economics
1,762
Applied economics letters
1,173
Economic modelling
833
Economics letters
749
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
742
Energy economics
489
International review of economics & finance : IREF
480
Journal of international money and finance
451
Applied financial economics
449
Journal of banking & finance
441
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
407
Finance research letters
395
Journal of applied econometrics
366
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309
Labour economics : official journal of the European Association of Labour Economists
306
The empirical economics letters : a monthly international journal of economics
301
The American economic review
298
The review of economics and statistics
289
Journal of macroeconomics
275
Journal of empirical finance
266
European economic review : EER
262
International journal of economics and finance
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International journal of economics and financial issues : IJEFI
256
Journal of financial economics
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Journal of international financial markets, institutions & money
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Economics of education review
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International journal of finance & economics : IJFE
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Research in international business and finance
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Journal of international economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
216
Journal of monetary economics
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204
Cogent economics & finance
203
The European journal of finance
202
International journal of forecasting
198
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
198
Journal of economic behavior & organization : JEBO
197
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ECONIS (ZBW)
916
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1
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10
of
916
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1
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:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
The role of distance and financial development : evidence from international financial markets
Li, Wei
;
Wang, Xin
;
Zhang, Haofei
- In:
International review of financial analysis
92
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014492419
Saved in:
10
The sources of portfolio volatility and mutual fund performance
Vafai, Nima
;
Rakowski, David
- In:
International review of financial analysis
91
(
2024
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014446960
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