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Caporale, Guglielmo Maria
106
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103
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96
Heckman, James J.
72
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60
Diebold, Francis X.
58
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57
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55
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54
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52
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49
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48
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47
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45
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45
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44
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43
Auerbach, Alan J.
42
Cutler, David M.
41
McGrattan, Ellen R.
41
Pástor, Ľuboš
41
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40
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40
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39
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38
Reis, Ricardo
37
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36
Stein, Jeremy C.
36
Basu, Susanto
35
Caballero, Ricardo J.
35
Eichenbaum, Martin S.
35
Koopman, Siem Jan
35
Schorfheide, Frank
35
Shiller, Robert J.
35
Pesaran, M. Hashem
34
Zeckhauser, Richard
34
Hautsch, Nikolaus
33
Lanne, Markku
33
Shleifer, Andrei
33
Siklos, Pierre L.
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463
The review of financial studies
405
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Journal of political economy
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International journal of production research
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Applied economics letters
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International economic review
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ECONIS (ZBW)
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RePEc
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EconStor
3
ArchiDok
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USB Cologne (EcoSocSci)
2
BASE
1
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1
Causalité persistante entre séries non-stationnaires : application à l'étude comparée des politiques monétaires des pays du G5
Bruneau, Catherine
- In:
Annales d'économie et de statistique
(
1995
),
pp. 177-206
Persistent link: https://www.econbiz.de/10001333815
Saved in:
2
Ökonometrische Methoden und maschinelle Lernverfahren zur Wechselkursprognose : theoretische Analyse und empirischer Vergleich ; mit 124 Tabellen
Steurer, Elmar
-
1997
Persistent link: https://www.econbiz.de/10000621229
Saved in:
3
Fourier analysis for stock price forecasting : assumption and evidence
Stádník, Bohumil
;
Raudeliūnienė, Jurgita
; …
- In:
Journal of business economics and management
17
(
2016
)
3
,
pp. 365-380
Persistent link: https://www.econbiz.de/10011517950
Saved in:
4
Predictive ability of three different estimates of "cay" to excess stock returns : a comparative study for South Africa and USA
Emara, Noha
- In:
European research studies : an international …
17
(
2014
)
1
,
pp. 3-17
Persistent link: https://www.econbiz.de/10011383243
Saved in:
5
A time series analysis of aggregate business failure activity and credit conditions
Melicher, Ronald W.
- In:
Journal of economics & business
40
(
1988
)
4
,
pp. 319-333
Persistent link: https://www.econbiz.de/10001069780
Saved in:
6
Temporary components of stock returns : what do the data tell us?
Lamoureux, Christopher G.
- In:
The review of financial studies
9
(
1996
)
4
,
pp. 1033-1059
Persistent link: https://www.econbiz.de/10001212394
Saved in:
7
The value line stock rankings and the option model implied standard deviations
Tezel, Ahmet
- In:
The journal of financial research
11
(
1988
)
3
,
pp. 215-225
Persistent link: https://www.econbiz.de/10001090732
Saved in:
8
Fourth-moments structures in financial time series
Kunst, Robert M.
-
1993
Persistent link: https://www.econbiz.de/10000888010
Saved in:
9
The econometrics of ultra-high frequency data
Engle, Robert F.
-
1996
Persistent link: https://www.econbiz.de/10000613076
Saved in:
10
Peut-on exploiter le lien statistique entre cours et volumes? : Le cas de quatre bourses de valeurs
Chauveau, Thierry
-
1997
Persistent link: https://www.econbiz.de/10000962614
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