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~isPartOf:"Journal of empirical finance"
~subject:"Finanzmarkt"
~subject:"Time series analysis"
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Finanzmarkt
Time series analysis
Theorie
421
Theory
421
Capital income
115
Kapitaleinkommen
115
Estimation
100
Schätzung
100
Portfolio selection
94
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81
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Journal of empirical finance
Journal of econometrics
340
Economics letters
323
International journal of forecasting
322
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
244
NBER working paper series
233
Journal of forecasting
228
Working paper / National Bureau of Economic Research, Inc.
225
NBER Working Paper
209
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193
Econometric theory
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Economic modelling
160
Journal of economic dynamics & control
153
Econometric reviews
134
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127
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121
Applied economics
115
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
106
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
104
Journal of applied econometrics
95
Computational economics
93
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
89
Applied economics letters
83
CESifo working papers
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Working paper / Department of Econometrics and Business Statistics, Monash University
82
Journal of banking & finance
79
Finance research letters
77
Journal of monetary economics
76
CREATES research paper
74
Macroeconomic dynamics
72
IMF working papers
70
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
69
Journal of economic theory
68
Journal of macroeconomics
68
Cowles Foundation discussion paper
65
Discussion paper
64
SpringerLink / Bücher
62
Energy economics
61
International review of economics & finance : IREF
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ECONIS (ZBW)
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1
Does risk aversion drive financial crises? : testing the predictive power of empirical indicators
Coudert, Virginie
;
Gex, Mathieu
- In:
Journal of empirical finance
15
(
2008
)
2
,
pp. 167-184
Persistent link: https://www.econbiz.de/10003699118
Saved in:
2
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:
3
Robust estimation of intraweek periodicity in volatility and jump detection
Boudt, Kris
;
Croux, Christophe
;
Laurent, Sébastien
- In:
Journal of empirical finance
18
(
2011
)
2
,
pp. 353-367
Persistent link: https://www.econbiz.de/10009301110
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
Long memory and tail dependence in trading volume and volatility
Rossi, Eduardo
;
Santucci de Magistris, Paolo
- In:
Journal of empirical finance
22
(
2013
),
pp. 94-112
Persistent link: https://www.econbiz.de/10009768422
Saved in:
8
Fractal market time
McCulloch, James
- In:
Journal of empirical finance
19
(
2012
)
5
,
pp. 686-701
Persistent link: https://www.econbiz.de/10009700607
Saved in:
9
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:
10
Time-variations in commodity price jumps
Diewald, Laszlo
;
Prokopczuk, Marcel
;
Wese Simen, Chardin
- In:
Journal of empirical finance
31
(
2015
),
pp. 72-84
Persistent link: https://www.econbiz.de/10011489343
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