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McAleer, Michael
226
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86
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83
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68
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65
Ma, Feng
65
Teräsvirta, Timo
62
Engle, Robert F.
61
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58
Karanasos, Menelaos
57
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52
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50
Francq, Christian
50
Laurent, Sébastien
47
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46
Herwartz, Helmut
43
Saikkonen, Pentti
42
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39
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37
Asai, Manabu
36
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35
Koopman, Siem Jan
34
Serletis, Apostolos
34
Feng, Yuanhua
33
Meitz, Mika
33
Zhang, Yaojie
33
Ardia, David
32
Gil-Alaña, Luis A.
32
Kumar, Dilip
32
Lütkepohl, Helmut
32
McMillan, David G.
32
Allen, David E.
31
Mittnik, Stefan
31
Beran, Jan
30
Linton, Oliver
29
Rahbek, Anders
29
Silvennoinen, Annastiina
29
Christoffersen, Peter F.
28
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28
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National Bureau of Economic Research
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Ekonomiska forskningsinstitutet <Stockholm>
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University of Canterbury / Dept. of Economics and Finance
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Econometrisch Instituut <Rotterdam>
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Instituto Valenciano de Investigaciones Económicas
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Unité Mixte de Recherche Théorie Economique, Modélisation et Applications
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Hugo Steinhaus Center for Stochastic Methods, Politechnika Wrocławska
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London School of Economics and Political Science
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2
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2
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
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Energy economics
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Finance research letters
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Applied economics
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Journal of econometrics
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Economics letters
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International review of financial analysis
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International journal of forecasting
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International review of economics & finance : IREF
126
The North American journal of economics and finance : a journal of financial economics studies
125
Journal of banking & finance
120
Journal of forecasting
117
Journal of international financial markets, institutions & money
111
Applied financial economics
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Discussion paper / Tinbergen Institute
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Econometric theory
97
Journal of risk and financial management : JRFM
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Applied economics letters
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
81
The European journal of finance
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The journal of futures markets
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Working paper
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Econometric Institute research papers
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International Journal of Energy Economics and Policy : IJEEP
73
Journal of financial econometrics : official journal of the Society for Financial Econometrics
67
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
61
International journal of economics and financial issues : IJEFI
57
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
56
Computational economics
53
Econometric reviews
53
International journal of finance & economics : IJFE
52
CREATES research paper
49
The econometrics journal
49
International journal of economics and finance
48
Journal of international money and finance
48
Review of quantitative finance and accounting
48
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
43
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ECONIS (ZBW)
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EconStor
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RePEc
49
USB Cologne (EcoSocSci)
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OLC EcoSci
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BASE
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1
Temporal aggregation of univariate and multivariate time series models : a survey
Silvestrini, Andrea
;
Veredas, David
- In:
Journal of economic surveys
22
(
2008
)
3
,
pp. 458-497
Persistent link: https://www.econbiz.de/10003726259
Saved in:
2
Forecasting interest rates in India
Dua, Pami
;
Raje, Nishita
;
Sahoo, Satyananda
- In:
Margin: the journal of applied economic research
2
(
2008
)
1
,
pp. 1-41
Persistent link: https://www.econbiz.de/10003758797
Saved in:
3
Multimodality in GARCH regression models
Doornik, Jurgen A.
;
Ooms, Marius
- In:
International journal of forecasting
24
(
2008
)
3
,
pp. 432-448
Persistent link: https://www.econbiz.de/10003764109
Saved in:
4
Short term forecasting of electricity prices for MISO hubs : evidence from ARIMA-EGARCH models
Bowden, Nicholas
;
Payne, James E.
- In:
Energy economics
30
(
2008
)
6
,
pp. 3186-3197
Persistent link: https://www.econbiz.de/10003777126
Saved in:
5
Detecting some dynamic properties of the Euro/Dollar exchange rate
Osińska, Magdalena
;
Matuszewska, Aleksandra
- In:
International advances in economic research : IAER ; an …
12
(
2006
)
3
,
pp. 327-341
Persistent link: https://www.econbiz.de/10003772310
Saved in:
6
Temporal aggregation of univariate linear time series model
Silvestrini, Andrea
(
contributor
); …
-
2005
Persistent link: https://www.econbiz.de/10003155209
Saved in:
7
Periodic seasonal Reg-AFRIMA-GARCH models for daily electricity spot prices
Koopman, Siem Jan
;
Ooms, Marius
;
Carnero, M. Angeles
-
2005
Persistent link: https://www.econbiz.de/10003155845
Saved in:
8
Bayesian analysis of a doubly truncated ARMA-GARCH model
Goldman, Elena
(
contributor
);
Tsurumi, Hiroki
(
contributor
)
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
9
(
2005
)
3
,
pp. 1-36
Persistent link: https://www.econbiz.de/10003283242
Saved in:
9
A predictive comparison of some simple long- and short memory models of daily US stock returns, with emphasis on business cycle effects
Bhardwaj, Geetesh
;
Swanson, Norman R.
- In:
Nonlinear time series analysis of business cycles
,
(pp. 379-405)
.
2006
Persistent link: https://www.econbiz.de/10003309394
Saved in:
10
Testing efficiency of the ruble-sterling foreign-exchange market under the gold standard
Goldman, Elena
- In:
Empirical economics : a journal of the Institute for …
31
(
2006
)
2
,
pp. 449-477
Persistent link: https://www.econbiz.de/10003333492
Saved in:
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