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~isPartOf:"Journal of time series econometrics"
~subject:"Time series analysis"
~subject:"long memory"
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Time series analysis
long memory
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Journal of time series econometrics
CESifo working papers
34
CESifo Working Paper
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Applied economics
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Economics and finance working paper series
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Economics letters
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
9
Journal of empirical finance
9
DIW Discussion Papers
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International journal of economics and finance
7
International journal of finance & economics : IJFE
7
CREATES Research Papers
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Econometric Institute Report
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Econometric Institute Research Papers
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Queen's Economics Department Working Paper
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Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät / Wirtschaftswissenschaftliche Fakultät, Universität Hannover : Hannover economic papers (HEP)
5
International review of financial analysis
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Research in international business and finance
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CBN journal of applied statistics
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CREATES research paper
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Economic modelling
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International journal of monetary economics and finance
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International review of economics & finance : IREF
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Journal of banking & finance
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Journal of economics and finance
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Consumption, aggregate wealth and expected stock returns : an FCVAR approach
Quineche, Ricardo
- In:
Journal of time series econometrics
13
(
2021
)
1
,
pp. 21-42
Persistent link: https://www.econbiz.de/10012437824
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2
Testing for a change in mean under fractional integration
Iacone, Fabrizio
;
Leybourne, Stephen James
;
Taylor, Robert
- In:
Journal of time series econometrics
9
(
2017
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10011671125
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3
On identifying structural VAR models via ARCH effects
Milunovich, George
;
Yang, Minxian
- In:
Journal of time series econometrics
5
(
2013
)
2
,
pp. 117-131
Persistent link: https://www.econbiz.de/10010225458
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4
Forecasting volatility and the risk-return tradeoff : an application on the Fama-French benchmark market return
Vafiadis, Nikolaos
- In:
Journal of time series econometrics
7
(
2015
)
2
,
pp. 181-216
Persistent link: https://www.econbiz.de/10011291298
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