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~isPartOf:"International review of financial analysis"
~source:"econis"
~subject:"United States"
~subject:"Zustandsraummodell"
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Zustandsraummodell
Time series analysis
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Aye, Goodness C.
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Bahcivan, Hulusi
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Calice, Giovanni
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Charteris, Ailie
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Hammoudeh, Shawkat
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International review of financial analysis
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
41
International journal of forecasting
40
Discussion paper / Centre for Economic Policy Research
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Computational economics
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Economic modelling
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Energy economics
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Journal of econometrics
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Economics letters
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Applied economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of economic dynamics & control
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Applied economics letters
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Finance research letters
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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Working paper / National Bureau of Economic Research, Inc.
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Journal of forecasting
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The review of financial studies
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Journal of macroeconomics
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of applied econometrics
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Journal of quantitative economics
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Journal of time series econometrics
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European journal of operational research : EJOR
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International journal of financial engineering
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International journal of production research
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Journal of financial econometrics
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NBER working paper series
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Quantitative finance
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Research paper series / Swiss Finance Institute
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SpringerLink / Bücher
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Annals of financial economics
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Cliometrica : journal of historical economics and econometric history
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Economic systems
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Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
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1
Forecasting the price of gold using dynamic model averaging
Aye, Goodness C.
;
Gupta, Rangan
;
Hammoudeh, Shawkat
; …
- In:
International review of financial analysis
41
(
2015
),
pp. 257-266
Persistent link: https://www.econbiz.de/10011508954
Saved in:
2
A Markov switching unobserved component analysis of the CDX index term premium
Calice, Giovanni
;
Ioannidis, Christos
;
Miao, Rong Hui
- In:
International review of financial analysis
44
(
2016
),
pp. 189-204
Persistent link: https://www.econbiz.de/10011623992
Saved in:
3
High frequency correlation dynamics and day-of-the-week effect : a score-driven approach in an emerging market stock exchange
Bahcivan, Hulusi
;
Karahan, Cenk C.
- In:
International review of financial analysis
80
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013366247
Saved in:
4
Do commodity markets catch a cold from stock markets? : Modelling uncertainty spillovers using Google search trends and wavelet coherence
Szczygielski, Jan Jakub
;
Charteris, Ailie
;
Obojska, Lidia
- In:
International review of financial analysis
87
(
2023
),
pp. 1-19
Persistent link: https://www.econbiz.de/10014457702
Saved in:
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