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~isPartOf:"Journal of empirical finance"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Zeitreihenanalyse"
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Zeitreihenanalyse
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Journal of empirical finance
Working paper / Department of Econometrics and Business Statistics, Monash University
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ECONIS (ZBW)
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1
Macroeconomic determinants of the term structure : long-run and short-run dynamics
Doshi, Hitesh
;
Jacobs, Kris
;
Liu, Rui
- In:
Journal of empirical finance
48
(
2018
),
pp. 99-122
Persistent link: https://www.econbiz.de/10012109275
Saved in:
2
Cross-temporal probabilistic forecast reconciliation
Girolimetto, Daniele
;
Athanasopoulos, George
;
Di Fonzo, …
-
2023
Persistent link: https://www.econbiz.de/10014316407
Saved in:
3
Long memory and nonlinearity in conditional variances : a smooth transition FIGARCH model
Kiliç, Rehim
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 368-378
Persistent link: https://www.econbiz.de/10009301107
Saved in:
4
In- and out-of-sample specification analysis of spot rate models : further evidence for the period 1982 - 2008
Cai, Lili
;
Swanson, Norman R.
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 743-764
Persistent link: https://www.econbiz.de/10009306528
Saved in:
5
Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
6
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
7
Market proxies as factors in linear asset pricing models : still living with the roll critique
Prono, Todd
- In:
Journal of empirical finance
31
(
2015
),
pp. 36-53
Persistent link: https://www.econbiz.de/10011489332
Saved in:
8
On the intraday periodicity duration adjustment of high-frequency data
Wu, Zhengxiao
- In:
Journal of empirical finance
19
(
2012
)
2
,
pp. 282-291
Persistent link: https://www.econbiz.de/10009615704
Saved in:
9
Bayesian arbitrage threshold analysis
Forbes, Catherine Scipione
-
1997
Persistent link: https://www.econbiz.de/10000978712
Saved in:
10
Long term dependence in stock returns
Jacobsen, Ben
- In:
Journal of empirical finance
3
(
1996
)
4
,
pp. 393-417
Persistent link: https://www.econbiz.de/10001215361
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