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isPartOf:"Gabler Edition Wissenschaft"
subject:"Zeitreihenanalyse"
~isPartOf:"CREATES research paper"
~isPartOf:"The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association"
~subject:"Share price"
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Zeitreihenanalyse
Share price
Schätzung
411
Estimation
410
Theorie
157
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157
Deutschland
110
Germany
110
Börsenkurs
82
Capital income
68
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Nielsen, Morten Ørregaard
5
Bollerslev, Tim
4
Gil-Alaña, Luis A.
4
Teräsvirta, Timo
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Bohl, Martin T.
3
Caporale, Guglielmo Maria
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Grassi, Stefano
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Silvennoinen, Annastiina
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Todorov, Viktor
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Delle Monache, Davide
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Demirer, Rıza
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Ergemen, Yunus Emre
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Gupta, Rangan
2
Haldrup, Niels
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Hesselmann, Christoph
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Kang, Jian
2
Kemper, Oliver
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Poza, Carlos
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Santucci de Magistris, Paolo
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Siklos, Pierre L.
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Ahmed, Shaker
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Akitürk, Deniz
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Akitürk, Deniz C.
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Bathia, Deven
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Gabler Edition Wissenschaft
CREATES research paper
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
Applied economics
184
Applied economics letters
180
Economic modelling
174
Finance research letters
146
Journal of econometrics
142
International review of economics & finance : IREF
134
NBER working paper series
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
115
Journal of banking & finance
114
Working paper / National Bureau of Economic Research, Inc.
114
International review of financial analysis
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The North American journal of economics and finance : a journal of financial economics studies
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CESifo working papers
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NBER Working Paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Journal of empirical finance
101
Economics letters
93
Discussion paper / Tinbergen Institute
87
International journal of forecasting
84
Journal of international financial markets, institutions & money
84
Research in international business and finance
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Working paper
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Discussion paper / Centre for Economic Policy Research
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Journal of forecasting
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Journal of risk and financial management : JRFM
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Journal of financial economics
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International journal of finance & economics : IJFE
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Pacific-Basin finance journal
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International journal of economics and finance
58
International journal of economics and financial issues : IJEFI
55
Review of quantitative finance and accounting
55
The European journal of finance
54
Journal of international money and finance
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Cogent economics & finance
52
The empirical economics letters : a monthly international journal of economics
52
Econometric reviews
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ECONIS (ZBW)
115
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1
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model
Kang, Jian
;
Jakobsen, Johan Stax
;
Silvennoinen, Annastiina
-
2022
Persistent link: https://www.econbiz.de/10012816369
Saved in:
2
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
3
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
-
2022
Persistent link: https://www.econbiz.de/10013367389
Saved in:
4
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
5
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
6
Fractional integration and cointegration
Haulde, Javier
;
Nielsen, Morten Ørregaard
-
2021
Persistent link: https://www.econbiz.de/10012816374
Saved in:
7
Firm-level business uncertainty and the predictability of the aggregate US stock market volatility during the COVID-19 pandemic
Demirer, Rıza
;
Gupta, Rangan
;
Salisu, Afees A.
;
Van …
- In:
The quarterly review of economics and finance : journal …
88
(
2023
),
pp. 295-302
Persistent link: https://www.econbiz.de/10014428071
Saved in:
8
Trading strategies and the frequency of time-series
Isaenko, Sergei
- In:
The quarterly review of economics and finance : journal …
90
(
2023
),
pp. 267-283
Persistent link: https://www.econbiz.de/10014432056
Saved in:
9
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
10
The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Poza, Carlos
- In:
The quarterly review of economics and finance : journal …
86
(
2022
),
pp. 118-123
Persistent link: https://www.econbiz.de/10014249042
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