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~source:"econis"
~subject:"Kapitaleinkommen"
~subject:"Zustandsraummodell"
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Market sentiment and the Fama-French factor premia
Shamsuddin, Abdul
;
Kim, Jae H.
- In:
Economics letters
136
(
2015
),
pp. 129-132
Persistent link: https://www.econbiz.de/10011435995
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2
Measuring business cycles : a wavelet analysis of economic time series
Yogo, Motohiro
- In:
Economics letters
100
(
2008
)
2
,
pp. 208-212
Persistent link: https://www.econbiz.de/10003768215
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Flexible model comparison of unobserved components models using particle Gibbs with ancestor sampling
Nonejad, Nima
- In:
Economics letters
133
(
2015
),
pp. 35-39
Persistent link: https://www.econbiz.de/10011431849
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Volatility persistence in stock market
Chuang, Hongwei
- In:
Economics letters
133
(
2015
),
pp. 64-67
Persistent link: https://www.econbiz.de/10011431978
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A switching model with flexible threshold variable : with an application to nonlinear dynamics in stock returns
Massacci, Daniele
- In:
Economics letters
119
(
2013
)
2
,
pp. 199-203
Persistent link: https://www.econbiz.de/10009745760
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Short and long memory in stock returns data
Goddard, John A.
;
Onali, Enrico
- In:
Economics letters
117
(
2012
)
1
,
pp. 253-255
Persistent link: https://www.econbiz.de/10009697789
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Estimating the state vector of linearized DSGE models without the Kalman filter
Kollmann, Robert
- In:
Economics letters
120
(
2013
)
1
,
pp. 65-66
Persistent link: https://www.econbiz.de/10009760472
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8
GARCH models for daily stock returns : impact of estimation frequency on Value-at-Risk and Expected Shortfall forecasts
Ardia, David
;
Hoogerheide, Lennart F.
- In:
Economics letters
123
(
2014
)
2
,
pp. 187-190
Persistent link: https://www.econbiz.de/10010400299
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9
Time scale evaluation of economic forecasts
Michis, Antonis A.
- In:
Economics letters
123
(
2014
)
3
,
pp. 279-281
Persistent link: https://www.econbiz.de/10010401387
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10
What drives the nonlinearity of time series : a frequency perspective
Caraiani, Petre
- In:
Economics letters
125
(
2014
)
1
,
pp. 40-42
Persistent link: https://www.econbiz.de/10010504780
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