//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria"
~person:"Caporale, Guglielmo Maria"
~person:"Liesenfeld, Roman"
~person:"Miyakoshi, Tatsuyoshi"
~subject:"Deutschland"
~subject:"Efficient market hypothesis"
~subject:"Financial market"
~subject:"Japan"
~type_genre:"Arbeitspapier"
~type_genre:"Article in journal"
~type_genre:"Book section"
~type_genre:"Conference proceedings"
~type_genre:"Gutachten"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
An autoregressive index model...
Similar by subject
Narrow search
Delete all filters
| 13 applied filters
Year of publication
From:
To:
Subject
All
Deutschland
Efficient market hypothesis
Financial market
Japan
USA
5
United States
5
Cointegration
3
Estimation
3
Kointegration
3
Schätzung
3
Finanzmarkt
2
Fractional cointegration
2
Fractional integration
2
Time series analysis
2
Zeitreihenanalyse
2
1948-2008
1
ARCH model
1
ARCH-Modell
1
ARMA model
1
ARMA-Modell
1
Bourse
1
Bruttoinlandsprodukt
1
Börse
1
Börsenkurs
1
Economy
1
Effizienzmarkthypothese
1
Financial data
1
Generalisiertes lineares Modell
1
Generalized linear model
1
Gesundheitskosten
1
Gross domestic product
1
Großbritannien
1
Health care costs
1
Healthcare expenditure
1
Income elasticity
1
Interest rate parity
1
Kaufkraftparität
1
Long-range dependence
1
Market microstructure
1
Marktmikrostruktur
1
Mean Reversion
1
more ...
less ...
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Arbeitspapier
Article in journal
Book section
Conference proceedings
Gutachten
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Caporale, Guglielmo Maria
Liesenfeld, Roman
Miyakoshi, Tatsuyoshi
Diaz-Serrano, Luis
2
Gil-Alaña, Luis A.
2
Hartog, Joop
2
Kugler, Peter
2
Nessén, Marianne
2
Ali, Faek Menla
1
Almekinders, Geert J.
1
Biewen, Martin
1
Budria, Santi
1
Chan, Wing Hong
1
Choudhry, Taufiq
1
De la Croix, David
1
Eijffinger, Sylvester C. W.
1
Ferrer-i-Carbonell, Ada
1
Franz, Wolfgang
1
Fukuda, Kosei
1
Funke, Michael
1
Gervais, Jean-Philippe
1
Groen, Jan J. J.
1
Hamori, Shigeyuki
1
Hatemi-J, Abdulnasser
1
Irandoust, Manuchehr
1
Jacobson, Tor
1
Jenkins, Stephen
1
Juselius, Mikael
1
Jäger, Albert
1
Kim, Moshe
1
Koedijk, Kees
1
Kool, Clemens
1
Kurita, Takamitsu
1
Larue, Bruno
1
Le Pen, Yannik
1
Liu, Peter C.
1
Lütkepohl, Helmut
1
Maddala, Gangadharrao S.
1
Maußner, Alfred
1
Meyer, Bernd
1
more ...
less ...
Published in...
All
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
CESifo working papers
7
Discussion paper / Centre for Economic Forecasting
6
Economics and finance working paper series
6
Discussion papers / Deutsches Institut für Wirtschaftsforschung
4
Department of Economics working papers
2
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
2
Economic modelling
2
Global economic institutions working paper series
2
Review of financial economics : RFE
2
Advances in quantitative analysis of finance and accounting : a research annual
1
Applied financial economics
1
Economics working paper
1
Empirica : journal of european economics
1
Estudos econômicos : publicação trimestral do Departamento de Economia da Faculdade de Economia, Administração e Contabilidade da Universidade de São Paulo
1
International journal of finance & economics : IJFE
1
Journal of economic integration
1
Journal of economics and finance
1
Journal of international financial markets, institutions & money
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
The Manchester School
1
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
1
Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Fractional integration and cointegration in US financial time series data
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
- In:
Empirical economics : a journal of the Institute for …
47
(
2014
)
4
,
pp. 1389-1410
Persistent link: https://www.econbiz.de/10010461103
Saved in:
2
A testing of the purchasing power parity hypothesis using a vector autoregressive model
Miyakoshi, Tatsuyoshi
- In:
Empirical economics : a journal of the Institute for …
29
(
2004
)
3
,
pp. 541-552
Persistent link: https://www.econbiz.de/10002223199
Saved in:
3
Modelling financial transaction price movements : a dynamic integer count data model
Liesenfeld, Roman
;
Nolte, Ingmar
;
Pohlmeier, Winfried
- In:
Empirical economics : a journal of the Institute for …
30
(
2005
)
4
,
pp. 795-825
Persistent link: https://www.econbiz.de/10003233759
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->