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~isPartOf:"Finance research letters"
~source:"econis"
~subject:"Effizienzmarkthypothese"
~subject:"Kapitaleinkommen"
~subject:"Zustandsraummodell"
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Effizienzmarkthypothese
Kapitaleinkommen
Zustandsraummodell
Time series analysis
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103
Theorie
50
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Volatility
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Gil-Alaña, Luis A.
3
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2
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Finance research letters
Discussion paper / Tinbergen Institute
88
Journal of econometrics
78
International journal of forecasting
70
Economic modelling
60
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
Journal of empirical finance
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Computational economics
45
Journal of forecasting
44
Economics letters
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Applied economics
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Energy economics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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International review of financial analysis
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International review of economics & finance : IREF
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Applied economics letters
31
The North American journal of economics and finance : a journal of financial economics studies
28
Journal of banking & finance
24
Journal of economic dynamics & control
24
Econometric reviews
23
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
23
Journal of risk and financial management : JRFM
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Research in international business and finance
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Working paper / Department of Econometrics and Business Statistics, Monash University
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CESifo working papers
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CREATES research paper
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Applied financial economics
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CAMA working paper series
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Journal of financial economics
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Journal of international financial markets, institutions & money
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The journal of finance : the journal of the American Finance Association
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Research paper series / Swiss Finance Institute
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Quantitative finance
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The European journal of finance
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1
Automatic variance ratio test under conditional heteroskedasticity
Kim, Jae H.
- In:
Finance research letters
6
(
2009
)
3
,
pp. 179-185
Persistent link: https://www.econbiz.de/10003888018
Saved in:
2
Assessing the profitability of intraday opening range breakout strategies : Ulf Holmberg; Carl Lönnbark; Christian Lundström
Holmberg, Ulf
;
Lönnbark, Carl
;
Lundström, Christian
- In:
Finance research letters
10
(
2013
)
1
,
pp. 27-33
Persistent link: https://www.econbiz.de/10009728609
Saved in:
3
Testing equality of modified Sharpe ratios
Ardia, David
;
Boudt, Kris
- In:
Finance research letters
13
(
2015
),
pp. 97-104
Persistent link: https://www.econbiz.de/10011552416
Saved in:
4
A bootstrap test for predictability of asset returns
Kim, Jae H.
;
Shamsuddin, Abul
- In:
Finance research letters
35
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012438374
Saved in:
5
A parametric bootstrap to evaluate portfolio allocation models
Boynton, Wentworth
;
Chen, Fang
- In:
Finance research letters
25
(
2018
),
pp. 76-82
Persistent link: https://www.econbiz.de/10012003460
Saved in:
6
On the uncertainty of art market returns
Charlin, Ventura
;
Cifuentes, Arturo
- In:
Finance research letters
21
(
2017
),
pp. 186-189
Persistent link: https://www.econbiz.de/10011807769
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7
Markowitz meets technical analysis : building optimal portfolios by exploiting information in trend-following signals
Santos, André A. P.
;
Torrent, Hudson S.
- In:
Finance research letters
49
(
2022
),
pp. 1-7
Persistent link: https://www.econbiz.de/10013478652
Saved in:
8
Temporal aggregation and risk-return relation
Jin, Xing
;
Wang, Leping
;
Yu, Jun
- In:
Finance research letters
4
(
2007
)
2
,
pp. 104-115
Persistent link: https://www.econbiz.de/10003477216
Saved in:
9
Detecting structural changes using wavelets
Yazgan, Mustafa Ege
;
Özkan, Harun
- In:
Finance research letters
12
(
2015
),
pp. 23-37
Persistent link: https://www.econbiz.de/10011551751
Saved in:
10
Long memory and the relation between options and stock prices
Huang, Teng-Ching
;
Tu, Yu-Chen
;
Chou, Heng-chih
- In:
Finance research letters
12
(
2015
),
pp. 77-91
Persistent link: https://www.econbiz.de/10011552258
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