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~subject:"Zeitreihenanalyse"
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[Rezension von: McDonald, Rona...
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Zeitreihenanalyse
Theorie
193
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190
Wechselkurs
145
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143
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142
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141
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English
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MacDonald, Ronald
20
Coakley, Jerry
9
Fuertes, Ana María
9
Fuertes, Ana-Maria
6
Kalotychou, Elena
3
Smith, Ron
3
Bayoumi, Tamim
2
Bayoumi, Tamim A.
2
Bénassy-Quéré, Agnès
2
Chen, Xiaoshan
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Fraser, Patricia
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Larribeau, Sophie
2
Nagayasu, Jun
2
Todorovic, Natasa
2
Andrada Félix, Julián
1
Andrada-Felix, Julian
1
Clark, Peter B.
1
Fei, Fei
1
Fernandez-Rodriguez, Fernando
1
Fernández Rodríguez, Fernando
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Fiess, Norbert M.
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Gylfi Zoega
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Economics letters
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International journal of forecasting
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ECONIS (ZBW)
35
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1
Daily volume, intraday and overnight returns for volatility prediction : profitability or accuracy?
Fuertes, Ana María
;
Kalotychou, Elena
;
Todorovic, Natasa
- In:
Review of quantitative finance and accounting
45
(
2015
)
2
,
pp. 251-278
Persistent link: https://www.econbiz.de/10011333120
Saved in:
2
Unobserved heterogeneity in panel time series models
Coakley, Jerry
(
contributor
); …
-
2004
Persistent link: https://www.econbiz.de/10002437135
Saved in:
3
A non-linear analysis of excess foreign exchange returns
Coakley, Jerry
;
Fuertes, Ana María
- In:
The Manchester School
69
(
2001
)
6
,
pp. 623-642
Persistent link: https://www.econbiz.de/10001625354
Saved in:
4
Numerical issues in threshold autoregressive modeling of time series
Coakley, Jerry
;
Fuertes, Ana María
;
Pérez, María-Teresa
- In:
Journal of economic dynamics & control
27
(
2003
)
11/12
,
pp. 2219-2242
Persistent link: https://www.econbiz.de/10001768920
Saved in:
5
Asymmetries and the forward premium puzzle
Coakley, Jerry
;
Fuertes, Ana María
-
1999
Persistent link: https://www.econbiz.de/10001465704
Saved in:
6
New panel unit root tests of PPP
Coakley, Jerry
- In:
Economics letters
57
(
1997
)
1
,
pp. 17-22
Persistent link: https://www.econbiz.de/10001229597
Saved in:
7
Testing the persistence and structuralist theories of uemployment
Coakley, Jerry
;
Fuertes, Ana María
;
Gylfi Zoega
-
1999
Persistent link: https://www.econbiz.de/10001451908
Saved in:
8
Dependence in credit default swap and equity markets : dynamic copula with Markov-switching
Fei, Fei
;
Fuertes, Ana María
;
Kalotychou, Elena
- In:
International journal of forecasting
33
(
2017
)
3
,
pp. 662-678
Persistent link: https://www.econbiz.de/10011746197
Saved in:
9
Combining nearest neighbor predictions and model-based predictions of realized variance : does it pay?
Andrada Félix, Julián
;
Fernández Rodríguez, Fernando
; …
- In:
International journal of forecasting
32
(
2016
)
3
,
pp. 695-715
Persistent link: https://www.econbiz.de/10011621779
Saved in:
10
Panel unit root tests and real exchange rates
MacDonald, Ronald
- In:
Economics letters
50
(
1996
)
1
,
pp. 7-11
Persistent link: https://www.econbiz.de/10001194180
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