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subject:"Börsenkurs"
subject:"Derivat"
~isPartOf:"Economic modelling"
~isPartOf:"Journal of international financial markets, institutions & money"
~subject:"Cointegration"
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Börsenkurs
Derivat
Cointegration
Estimation theory
151
Schätztheorie
151
Estimation
59
Schätzung
58
Time series analysis
39
Zeitreihenanalyse
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Kumar, Dilip
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Economic modelling
Journal of international financial markets, institutions & money
Journal of econometrics
113
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
30
Economics letters
29
Econometric theory
28
Econometric reviews
27
Econometrics : open access journal
23
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Discussion paper / Tinbergen Institute
19
CREATES research paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Applied economics letters
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International journal of economics and financial issues : IJEFI
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Cowles Foundation discussion paper
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Journal of banking & finance
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The econometrics journal
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12
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CESifo working papers
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Cambridge working papers in economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Cowles Foundation Discussion Paper
10
Journal of forecasting
10
NBER Working Paper
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
9
International journal of economics and finance
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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Journal of risk and financial management : JRFM
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Oxford bulletin of economics and statistics
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The journal of finance : the journal of the American Finance Association
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The review of financial studies
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ECONIS (ZBW)
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Testing for integration and cointegration when time series are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
2
Bootstrap cointegration tests in ARDL models
Bertelli, Stefano
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
Economic modelling
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014512301
Saved in:
3
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
4
The Tobit cointegrated vector autoregressive model : an application to the currency market
Grabowski, Wojciech
;
Welfe, Aleksander
- In:
Economic modelling
89
(
2020
),
pp. 88-100
Persistent link: https://www.econbiz.de/10012425926
Saved in:
5
Testing the white noise hypothesis of stock returns
Hill, Jonathan B.
;
Motegi, Kaiji
- In:
Economic modelling
76
(
2019
),
pp. 231-242
Persistent link: https://www.econbiz.de/10012198322
Saved in:
6
An augmented autoregressive distributed lag bounds test for cointegration
Sam, Chung Yan
;
McNown, Robert F.
;
Khoon, Goh Soo
- In:
Economic modelling
80
(
2019
),
pp. 130-141
Persistent link: https://www.econbiz.de/10012200504
Saved in:
7
Modelling Sri Lankan consumption patterns using error corrected LA-AIDS
Rathnayaka, Shashika D.
;
Selvanathan, Saroja
; …
- In:
Economic modelling
80
(
2019
),
pp. 185-191
Persistent link: https://www.econbiz.de/10012200510
Saved in:
8
A new GARCH model with higher moments for stock return predictability
Narayan, Paresh Kumar
;
Liu, Ruipeng
- In:
Journal of international financial markets, …
56
(
2018
),
pp. 93-103
Persistent link: https://www.econbiz.de/10011984164
Saved in:
9
Bias-corrected estimation for speculative bubbles in stock prices
Kruse, Robinson
;
Kaufmann, Hendrik
;
Wegener, Christoph
- In:
Economic modelling
73
(
2018
),
pp. 354-364
Persistent link: https://www.econbiz.de/10012100460
Saved in:
10
On estimating long-run effects in models with lagged dependent variables
Reed, W. Robert
;
Zhu, Min
- In:
Economic modelling
64
(
2017
),
pp. 302-311
Persistent link: https://www.econbiz.de/10011761016
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