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~isPartOf:"Applied financial economics"
~subject:"Zeitreihenanalyse"
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Three Essays on Semiparametric...
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Zeitreihenanalyse
Estimation
444
Schätzung
444
USA
106
United States
106
Theorie
98
Theory
98
Capital income
93
Kapitaleinkommen
93
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89
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89
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76
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64
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39
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25
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24
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27
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Barkoulas, John T.
2
Baum, Christopher F.
2
Ajmi, Ahdi Noomen
1
Alles, Lakshman
1
Armah, Nii Ayi
1
Bahmani-Oskooee, Mohsen
1
Berg, Lennart
1
Beveridge, Steve
1
Bühlmann, Peter
1
Caporale, Guglielmo Maria
1
Chang, Tsangyao
1
Cheung, Yin-Wong
1
Chyi, Yih-luan
1
Clements, Adam
1
Collet, Jérôme
1
Davradakis, Emmanuel
1
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1
Garcia, Márcio Gomes Pinto
1
Garg, S.
1
Gil-Alaña, Luis A.
1
Guerard, John Baynard
1
Gupta, Rangan
1
Iyer, Sridhar
1
Johnson, Paul A.
1
Kanas, Angelos
1
Karfakis, Costas I.
1
Kunst, Robert M.
1
Lai, Kon S.
1
Li, Chulin
1
Li, Dong
1
Lin, Shao-kung
1
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1
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1
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1
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1
Nasr, Adnen Ben
1
Oickle, Cyril
1
Reeves, Jonathan J.
1
Shen, Chung-hua
1
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1
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Applied financial economics
Journal of econometrics
210
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
128
Economic modelling
113
Applied economics
107
International journal of forecasting
105
Discussion paper / Tinbergen Institute
103
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
87
Applied economics letters
84
Economics letters
84
Econometric reviews
83
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
74
CESifo working papers
70
Working paper
69
Energy economics
66
Journal of forecasting
63
CREATES research paper
50
Working paper / Department of Econometrics and Business Statistics, Monash University
50
Econometric theory
44
International review of economics & finance : IREF
41
Journal of applied econometrics
39
Computational economics
38
Journal of economic dynamics & control
38
Journal of empirical finance
36
The North American journal of economics and finance : a journal of financial economics studies
36
SFB 649 discussion paper
35
CAMA working paper series
33
Macroeconomic dynamics
33
Finance research letters
32
Empirical economics : a quarterly journal of the Institute for Advanced Studies
31
Journal of macroeconomics
31
Economics and finance working paper series
30
Econometrics : open access journal
29
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
28
Discussion papers / Deutsches Institut für Wirtschaftsforschung
28
Journal of risk and financial management : JRFM
28
Cambridge working papers in economics
27
Discussion papers of interdisciplinary research project 373
27
Journal of banking & finance
27
Journal of international money and finance
27
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ECONIS (ZBW)
27
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1
Macroeconomic fundamentals and exchange rates : a non-parametric cointegration analysis
Davradakis, Emmanuel
- In:
Applied financial economics
15
(
2005
)
7
,
pp. 439-446
Persistent link: https://www.econbiz.de/10002738621
Saved in:
2
A new test for simultaneous
estimation
of unit roots and GARCH risk in the presence of stationary conditional heteroscedasticity disturbances
Sjölander, Pär
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 527-558
Persistent link: https://www.econbiz.de/10003739218
Saved in:
3
Do common volatility models capture cyclical behaviour in volatility?
Clements, Adam
;
Collet, Jérôme
- In:
Applied financial economics
18
(
2008
)
7/9
,
pp. 599-604
Persistent link: https://www.econbiz.de/10003739247
Saved in:
4
Forecasting stock return volatility at the quarterly frequency : an
evaluation
of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
5
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
6
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
7
Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Wu, Tsungpao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
Saved in:
8
The weekly structure of US stock prices
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Applied financial economics
21
(
2011
)
22/24
,
pp. 1757-1764
Persistent link: https://www.econbiz.de/10009384839
Saved in:
9
The relationship between short-term and forward interest rates : a structural time-series analysis
Iyer, Sridhar
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 143-153
Persistent link: https://www.econbiz.de/10001525829
Saved in:
10
A regression tree analysis of real interest rate regime changes
Johnson, Paul A.
;
Garcia, Márcio Gomes Pinto
- In:
Applied financial economics
10
(
2000
)
2
,
pp. 171-176
Persistent link: https://www.econbiz.de/10001526218
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