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isPartOf:"SSE EFI working paper series in economics and finance"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of empirical finance"
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Zeitreihenanalyse
Theorie
614
Theory
614
Capital income
116
Kapitaleinkommen
116
Estimation
107
Schätzung
107
Portfolio selection
93
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93
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Teräsvirta, Timo
12
Lundbergh, Stefan
4
Medeiros, Marcelo C.
4
Veiga, Alvaro
4
Eklund, Bruno
3
Rech, Gianluigi
3
Franses, Philip Hans
2
He, Changli
2
Kim, Chang-Jin
2
Lyhagen, Johan
2
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2
Phillips, Peter C. B.
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Strikholm, Birgit
2
Taylor, Robert
2
Tschernig, Rolf
2
Amado, Cristina
1
Arakelian, V.
1
Astill, Sam
1
Ball, Clifford A.
1
Bee, Marco
1
Bernardi, Mauro
1
Boudt, Kris
1
Broze, Laurence
1
Cai, Lili
1
Campbell, John Y.
1
Catania, Leopoldo
1
Cerrato, Mario
1
Chen Zhou
1
Crosby, John
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Croux, Christophe
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Dark, Jonathan
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Davidson, James E. H.
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Degiannakis, Stavros
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Dendramis, Yiannis
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Diewald, Laszlo
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Dijk, Dick van
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1
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1
Fang, Tong
1
Faria, Gonçalo
1
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Ekonomiska forskningsinstitutet <Stockholm>
9
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SSE EFI working paper series in economics and finance
Journal of empirical finance
Journal of econometrics
326
International journal of forecasting
303
Economics letters
275
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
235
Journal of forecasting
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Econometric theory
190
Discussion paper / Tinbergen Institute
168
Econometric reviews
131
Economic modelling
112
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Applied economics
102
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
95
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
94
Journal of applied econometrics
89
Working paper / Department of Econometrics and Business Statistics, Monash University
78
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
76
Computational economics
71
Working paper
71
CREATES research paper
70
Applied economics letters
67
Journal of economic dynamics & control
66
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
EUI working paper / ECO
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Oxford bulletin of economics and statistics
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49
CESifo working papers
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European journal of operational research : EJOR
47
The econometrics journal
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Discussion papers of interdisciplinary research project 373
45
SFB 649 discussion paper
45
Discussion paper / Center for Economic Research, Tilburg University
41
Econometrics : open access journal
41
The review of economics and statistics
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Journal of macroeconomics
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ECONIS (ZBW)
75
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1
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
2
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
3
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
4
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
5
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
6
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
7
Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
Qiu, Yue
;
Wang, Zongrun
;
Xie, Tian
;
Zhang, Xinyu
- In:
Journal of empirical finance
62
(
2021
),
pp. 179-201
Persistent link: https://www.econbiz.de/10012693338
Saved in:
8
Forecasting stock returns with large dimensional factor models
Giovannelli, Alessandro
;
Massacci, Daniele
;
Soccorsi, …
- In:
Journal of empirical finance
63
(
2021
),
pp. 252-269
Persistent link: https://www.econbiz.de/10013259267
Saved in:
9
Discussions on the spurious hyperbolic memory in the conditional variance and a new model
Ho, Kin-Yip
;
Shi, Yanlin
- In:
Journal of empirical finance
55
(
2020
),
pp. 83-103
Persistent link: https://www.econbiz.de/10012175262
Saved in:
10
Predicting the long-term stock market volatility : a GARCH-MIDAS model with variable selection
Fang, Tong
;
Lee, Tae-hwy
;
Su, Zhi
- In:
Journal of empirical finance
58
(
2020
),
pp. 36-49
Persistent link: https://www.econbiz.de/10012430452
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