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isPartOf:"Journal of empirical finance"
subject:"Börsenkurs"
~subject:"Correlation"
~subject:"Regression analysis"
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Börsenkurs
Correlation
Regression analysis
Estimation theory
76
Schätztheorie
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Time series analysis
24
Zeitreihenanalyse
24
Estimation
22
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Journal of empirical finance
Journal of econometrics
351
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
138
Economics letters
124
Econometric theory
104
Journal of the American Statistical Association : JASA
104
CEMMAP working papers / Centre for Microdata Methods and Practice
100
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
84
Econometric reviews
76
The econometrics journal
63
Discussion paper series / IZA
48
NBER Working Paper
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Discussion paper / Sonderforschungsbereich 386 der Ludwig-Maximilians-Universität München
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Econometrics : open access journal
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Cambridge working papers in economics
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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SFB 649 discussion paper
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Economic modelling
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Working paper / Department of Econometrics and Business Statistics, Monash University
32
European journal of operational research : EJOR
30
Applied economics letters
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Cowles Foundation Discussion Paper
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International journal of forecasting
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KBI
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Discussion paper
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Computational economics
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IZA Discussion Paper
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Journal of risk and financial management : JRFM
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CESifo working papers
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Discussion paper / Center for Economic Research, Tilburg University
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Journal of applied econometrics
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Journal of banking & finance
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Quantitative economics : QE ; journal of the Econometric Society
22
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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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
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:
4
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
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
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
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
Testing of a market fraction model and power-law behaviour in the DAX 30
He, Xue-zhong
;
Li, Youwei
- In:
Journal of empirical finance
31
(
2015
),
pp. 1-17
Persistent link: https://www.econbiz.de/10011489318
Saved in:
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