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isPartOf:"Gabler Edition Wissenschaft"
subject:"Zeitreihenanalyse"
~isPartOf:"CREATES research paper"
~subject:"Kointegration"
~subject:"Share price"
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Zeitreihenanalyse
Kointegration
Share price
Schätzung
219
Estimation
218
Theorie
114
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114
Deutschland
102
Germany
102
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39
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Nielsen, Morten Ørregaard
7
Bollerslev, Tim
4
Santucci de Magistris, Paolo
4
Teräsvirta, Timo
4
Carlini, Federico
3
Grassi, Stefano
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Silvennoinen, Annastiina
3
Todorov, Viktor
3
Cavaliere, Giuseppe
2
Delle Monache, Davide
2
Ergemen, Yunus Emre
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2
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2
Kang, Jian
2
Kemper, Oliver
2
Taylor, Robert
2
Violante, Francesco
2
Akitürk, Deniz
1
Akitürk, Deniz C.
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Andreasen, Martin Møller
1
Bartsch, Daniel
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Beckmann, Philip
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Haulde, Javier
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Hauser, Stephanie Elisabeth
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CREATES research paper
Applied economics
290
Applied economics letters
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International review of economics & finance : IREF
163
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
161
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155
Finance research letters
155
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149
CESifo working papers
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126
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International review of financial analysis
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Economics letters
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International Journal of Energy Economics and Policy : IJEEP
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74
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67
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66
Theoretical and applied economics : GAER review
65
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
63
Pacific-Basin finance journal
62
Review of quantitative finance and accounting
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ECONIS (ZBW)
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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
Adaptive inference in heteroskedastic fractional time series models
Cavaliere, Giuseppe
;
Nielsen, Morten Ørregaard
; …
-
2020
Persistent link: https://www.econbiz.de/10012317803
Saved in:
8
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model
He, Changli
;
Kang, Jian
;
Teräsvirta, Timo
;
Zhang, Shuhua
-
2019
Persistent link: https://www.econbiz.de/10012316892
Saved in:
9
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium
Casas, Isabel
;
Mao, Xiuping
;
Veiga, Helena
-
2018
Persistent link: https://www.econbiz.de/10011864851
Saved in:
10
Nonstationary cointegration in the fractionally cointegrated VAR model
Johansen, Søren
;
Nielsen, Morten Ørregaard
-
2018
Persistent link: https://www.econbiz.de/10011864979
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