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United States
Theorie
137
Theory
137
Time series analysis
61
Zeitreihenanalyse
61
Estimation theory
57
Schätztheorie
57
economic models
55
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52
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52
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46
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46
USA
45
ECONOMIC MODELS
41
Volatility
41
Volatilität
41
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34
econometrics
33
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27
Stochastischer Prozess
27
Börsenkurs
21
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21
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20
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information
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risk
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tests
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competition
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contracts
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English
45
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Ghysels, Eric
41
Andreou, Elena
4
Lieberman, Offer
4
Santa-Clara, Pedro
4
Valkanov, Rossen I.
4
Chabot, Benjamin
3
Engle, Robert F.
3
Jagannathan, Ravi
3
Ball, Ryan
2
Ben-Zion, Uri
2
Brownlees, Christian
2
Chabot, Ben
2
Fleming, Michael J.
2
Gagliardini, Patrick
2
Hauser, Shmuel
2
Kurz, Christopher J.
2
Levy, Ariel
2
Nguyen, Giang H.
2
Plazzi, Alberto
2
Rubin, Mirco
2
Valkanov, Rossen
2
Wright, Jonathan H.
2
Anderson, Ewan W.
1
Bollerslev, Tim
1
Brown, Gregory W.
1
Callan, Myles
1
Campbell, Bryan
1
Canova, Fabio
1
Cao, Charles Q.
1
Chernov, Mikhail
1
Colacito, Riccardo
1
Eriksson, Anders
1
Forsberg, Lars
1
Granger, C. W. J.
1
Gredil, Oleg R.
1
Guérin, Pierre
1
Hatheway, Frank
1
Horan, Casidhe
1
Juergens, Jennifer L.
1
Lee, Hahn-shik
1
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Discussion paper / Centre for Economic Policy Research
7
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
The review of financial studies
4
The review of economics and statistics
3
Working paper / National Bureau of Economic Research, Inc.
3
Journal of econometrics
2
Journal of financial economics
2
Working papers / Federal Reserve Bank of Chicago
2
Discussion papers / CEPR
1
Econometric Society monographs
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
European financial management : the journal of the European Financial Management Association
1
Finance and economics discussion series
1
Handbook of economic forecasting ; Volume 2A
1
International journal of forecasting
1
Journal of banking & finance
1
Journal of economic dynamics & control
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of international money and finance
1
Research paper series / Swiss Finance Institute
1
Review of finance : journal of the European Finance Association
1
Southern economic journal
1
Special issue on new developments in time series econometrics
1
Staff reports / Federal Reserve Bank of New York
1
The journal of derivatives : the official publication of the International Association of Financial Engineers
1
The journal of finance : the journal of the American Finance Association
1
Working paper series / Universität München, Center for Economic Studies
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ECONIS (ZBW)
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1
A characterization of the price behavior of international dual stocks : an error correction approach
Lieberman, Offer
;
Ben-Zion, Uri
;
Hauser, Shmuel
- In:
Journal of international money and finance
18
(
1999
)
2
,
pp. 289-304
Persistent link: https://www.econbiz.de/10001381607
Saved in:
2
Active flows and passive returns
Levy, Ariel
;
Lieberman, Offer
- In:
Review of finance : journal of the European Finance …
20
(
2016
)
1
,
pp. 373-401
Persistent link: https://www.econbiz.de/10011590600
Saved in:
3
Overreaction of country ETFs to US market returns : intraday vs. daily horizons and the role of synchronized trading
Levy, Ariel
;
Lieberman, Offer
- In:
Journal of banking & finance
37
(
2013
)
5
,
pp. 1412-1421
Persistent link: https://www.econbiz.de/10009729094
Saved in:
4
A characterization of the price behaviour of international dual stocks : an error correction approach
Ben-Zion, Uri
-
1996
Persistent link: https://www.econbiz.de/10013408074
Saved in:
5
On the (mis)specification of seasonality and its consequences : an empirical investigation with US data
Ghysels, Eric
- In:
Empirical economics : a journal of the Institute for …
18
(
1993
)
4
,
pp. 747-760
Persistent link: https://www.econbiz.de/10001331522
Saved in:
6
Unit-root tests and the statistical pitfalls of seasonal adjustment : the case of US postwar real gross national product
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
8
(
1990
)
2
,
pp. 145-152
Persistent link: https://www.econbiz.de/10001086822
Saved in:
7
Periodic autoregressive conditional heteroscedasticity
Bollerslev, Tim
- In:
Journal of business & economic statistics : JBES ; a …
14
(
1996
)
2
,
pp. 139-160
Persistent link: https://www.econbiz.de/10001203173
Saved in:
8
Federal budget projections : a nonparametric assessment of bias and efficiency
Campbell, Bryan
- In:
The review of economics and statistics
77
(
1995
)
1
,
pp. 17-31
Persistent link: https://www.econbiz.de/10001180426
Saved in:
9
A semiparametric factor model of interest rates and tests of the affine term structure
Ghysels, Eric
- In:
The review of economics and statistics
80
(
1998
)
4
,
pp. 535-548
Persistent link: https://www.econbiz.de/10001254697
Saved in:
10
Changes in seasonal patterns : are they cyclical?
Canova, Fabio
- In:
Journal of economic dynamics & control
18
(
1994
)
6
,
pp. 1143-1171
Persistent link: https://www.econbiz.de/10001170702
Saved in:
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