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~isPartOf:"Journal of empirical finance"
~subject:"Share price"
~subject:"Zeitreihenanalyse"
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Share price
Zeitreihenanalyse
Theorie
421
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Journal of empirical finance
Journal of econometrics
368
Economics letters
357
International journal of forecasting
331
NBER working paper series
284
Working paper / National Bureau of Economic Research, Inc.
271
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
268
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207
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191
Finance research letters
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175
The journal of finance : the journal of the American Finance Association
171
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168
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151
Econometric reviews
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140
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135
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International review of financial analysis
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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113
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
113
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108
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
107
International review of economics & finance : IREF
106
Journal of applied econometrics
103
CESifo working papers
100
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
94
The North American journal of economics and finance : a journal of financial economics studies
92
CREATES research paper
86
Working paper / Department of Econometrics and Business Statistics, Monash University
83
Applied financial economics
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Energy economics
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Management science : journal of the Institute for Operations Research and the Management Sciences
80
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
78
The European journal of finance
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ECONIS (ZBW)
135
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1
Model averaging in risk management with an application to futures markets
Pesaran, M. Hashem
;
Schleicher, Christoph
;
Zaffaroni, Paolo
- In:
Journal of empirical finance
16
(
2009
)
2
,
pp. 280-305
Persistent link: https://www.econbiz.de/10003839329
Saved in:
2
The economic value of range-based covariance between stock and bond returns with dynamic copulas
Wu, Chih-chiang
;
Liang, Shin-shun
- In:
Journal of empirical finance
18
(
2011
)
4
,
pp. 711-727
Persistent link: https://www.econbiz.de/10009306532
Saved in:
3
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:
4
Do financial variables help predict the conditional distribution of the market portfolio?
Zamenjani, Azam Shamsi
- In:
Journal of empirical finance
62
(
2021
),
pp. 327-345
Persistent link: https://www.econbiz.de/10012693441
Saved in:
5
Forecasting stock market returns by summing the frequency-decomposed parts
Faria, Gonçalo
;
Verona, Fabio
- In:
Journal of empirical finance
45
(
2018
),
pp. 228-242
Persistent link: https://www.econbiz.de/10012102423
Saved in:
6
Maximal predictability under long-term mean reversion
Hjalmarsson, Erik
- In:
Journal of empirical finance
45
(
2018
),
pp. 269-282
Persistent link: https://www.econbiz.de/10012102446
Saved in:
7
Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
Saved in:
8
Relation between higher order comoments and dependence structure of equity portfolio
Cerrato, Mario
;
Crosby, John
;
Kim, Minjoo
;
Zhao, Yang
- In:
Journal of empirical finance
40
(
2017
),
pp. 101-120
Persistent link: https://www.econbiz.de/10011744455
Saved in:
9
Exponential smoothing of realized portfolio weights
Golosnoy, Vasyl
;
Gribisch, Bastian
;
Seifert, Miriam
- In:
Journal of empirical finance
53
(
2019
),
pp. 222-237
Persistent link: https://www.econbiz.de/10012171651
Saved in:
10
Overlapping momentum portfolios
Blanco, Ivan
;
Jesus, Miguel de
;
Remesal, Alvaro
- In:
Journal of empirical finance
72
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014476787
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