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isPartOf:"Document de travail de l'OFCE"
subject:"Exchange rate"
~isPartOf:"Journal of empirical finance"
~subject:"Autocorrelation"
~subject:"Korrelation"
~subject:"Nichtparametrisches Verfahren"
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Exchange rate
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Nichtparametrisches Verfahren
Estimation theory
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Time series analysis
24
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24
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Document de travail de l'OFCE
Journal of empirical finance
Journal of econometrics
423
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
173
Economics letters
142
Econometric theory
140
CEMMAP working papers / Centre for Microdata Methods and Practice
131
Econometric reviews
118
Journal of the American Statistical Association : JASA
89
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80
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
57
Discussion paper / Tinbergen Institute
56
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50
Working paper / Department of Econometrics and Business Statistics, Monash University
49
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43
SFB 649 discussion paper
42
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
40
Quantitative economics : QE ; journal of the Econometric Society
37
Cowles Foundation Discussion Paper
35
Econometrics : open access journal
35
Econometrics papers
32
NBER Working Paper
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Applied economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Cambridge working papers in economics
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CREATES research paper
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European journal of operational research : EJOR
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
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Economic modelling
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Journal of applied econometrics
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Série des documents de travail / Centre de Recherche en Économie et Statistique
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Boston College working papers in economics
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International journal of forecasting
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KBI
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CESifo working papers
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Discussion paper / Center for Economic Research, Tilburg University
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An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Using, taming or avoiding the factor zoo? : a double-shrinkage estimator for covariance matrices
De Nard, Gianluca
;
Zhao, Zhao
- In:
Journal of empirical finance
72
(
2023
),
pp. 23-35
Persistent link: https://www.econbiz.de/10014476795
Saved in:
3
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
4
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
5
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
6
Nonparametric estimates of pricing functionals
Marinelli, Carlo
;
D'Addona, Stefano
- In:
Journal of empirical finance
44
(
2017
),
pp. 19-35
Persistent link: https://www.econbiz.de/10011817977
Saved in:
7
The benefits of improved covariance estimation
Turtle, Harry J.
;
Wang, Kainan
- In:
Journal of empirical finance
37
(
2016
),
pp. 233-246
Persistent link: https://www.econbiz.de/10011663041
Saved in:
8
Testing against changing correlation
Harvey, Andrew C.
;
Thiele, Stephen
- In:
Journal of empirical finance
38
(
2016
),
pp. 575-589
Persistent link: https://www.econbiz.de/10011663373
Saved in:
9
Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
Saved in:
10
Power transformations of absolute returns and long memory estimation
Dalla, Violetta
- In:
Journal of empirical finance
33
(
2015
),
pp. 1-18
Persistent link: https://www.econbiz.de/10011556833
Saved in:
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