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subject:"Capital income"
subject:"Zeitreihenanalyse"
~accessRights:"restricted"
~isPartOf:"Journal of time series econometrics"
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Capital income
Zeitreihenanalyse
Theorie
52
Theory
52
Time series analysis
28
ARCH model
8
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8
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8
Prognoseverfahren
8
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1
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Journal of time series econometrics
International journal of forecasting
190
Journal of econometrics
134
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
106
Finance research letters
103
Economics letters
93
Discussion paper / Centre for Economic Policy Research
88
Journal of empirical finance
85
Applied economics
79
Economic modelling
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of banking & finance
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of financial economics
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Working paper / National Bureau of Economic Research, Inc.
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Management science : journal of the Institute for Operations Research and the Management Sciences
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Econometric reviews
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Energy economics
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Quantitative finance
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Journal of economic dynamics & control
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
41
Discussion papers / CEPR
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SpringerLink / Bücher
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European journal of operational research : EJOR
34
Applied economics letters
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Insurance / Mathematics & economics
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Journal of financial econometrics
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Research in international business and finance
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The European journal of finance
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Econometric theory
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Journal of international financial markets, institutions & money
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Journal of financial markets
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Journal of international money and finance
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The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
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Review of quantitative finance and accounting
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ECONIS (ZBW)
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1
Simple factor realized stochastic volatility models
Kawakatsu, Hiroyuki
- In:
Journal of time series econometrics
15
(
2023
)
1
,
pp. 79-110
Persistent link: https://www.econbiz.de/10014288373
Saved in:
2
A robust test for monotonicity in asset returns
Taufemback, Cleiton Guollo
;
Troster, Victor
;
Shahbaz, …
- In:
Journal of time series econometrics
14
(
2022
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10013260108
Saved in:
3
Seasonal adjustment of daily time series
Ollech, Daniel
- In:
Journal of time series econometrics
13
(
2021
)
2
,
pp. 235-264
Persistent link: https://www.econbiz.de/10012612770
Saved in:
4
INAR(1) processes with inflated-parameter generalized power series innovations
Lívio, Tito
;
Bourguignon, Marcelo
;
Nascimento, …
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012300796
Saved in:
5
A flexible mixed-frequency vector autoregression with a steady-state prior
Ankargren, Sebastian
;
Unosson, Måns
;
Yang, Yukai
- In:
Journal of time series econometrics
12
(
2020
)
2
,
pp. 1-41
Persistent link: https://www.econbiz.de/10012300798
Saved in:
6
A neural network method for nonlinear time series analysis
Lee, Jinu
- In:
Journal of time series econometrics
11
(
2019
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012022813
Saved in:
7
Dynamic D-vine copula model with applications to Value-at-Risk (VaR)
Tófoli, Paula V.
;
Ziegelmann, Flávio A.
;
Candido, Osvaldo
- In:
Journal of time series econometrics
11
(
2019
)
2
,
pp. 1-34
Persistent link: https://www.econbiz.de/10012022874
Saved in:
8
Risk analysis of cumulative intraday return curves
Kokoszka, Piotr
;
Miao, Hong
;
Stoev, Stilian
;
Zheng, Ben
- In:
Journal of time series econometrics
11
(
2019
)
2
,
pp. 1-31
Persistent link: https://www.econbiz.de/10012022894
Saved in:
9
The Chow-Lin method extended to dynamic models with autocorrelated residuals
Poissonnier, Aurélien
- In:
Journal of time series econometrics
10
(
2018
)
1
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011817681
Saved in:
10
Volatility modeling with leverage effect under laplace errors
Jiang, Zhengjun
;
Xia, Weixuan
- In:
Journal of time series econometrics
10
(
2018
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10011817685
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