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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Applied financial economics"
~type_genre:"Aufsatz in Zeitschrift"
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Time series analysis
United States
Estimation
442
Schätzung
442
USA
98
Theorie
95
Theory
95
Capital income
87
Kapitaleinkommen
87
Börsenkurs
84
Share price
84
Volatility
75
Volatilität
75
Aktienmarkt
61
Stock market
61
Großbritannien
50
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Prognoseverfahren
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Aufsatz in Zeitschrift
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117
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English
117
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Madura, Jeff
3
Akhigbe, Aigbe O.
2
Barkoulas, John T.
2
Baum, Christopher F.
2
Berger, Dave
2
Brockman, Paul
2
Caporale, Guglielmo Maria
2
Chatrath, Arjun
2
Coakley, Jerry
2
Darrat, Ali F.
2
Gulley, Orrin David
2
Moosa, Imad A.
2
Niizeki, Mikiyo Kii
2
Ramchander, Sanjay
2
Sengupta, Jati K.
2
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2
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2
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2
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2
Adrangi, Bahram
1
Ajmi, Ahdi Noomen
1
Alangar, Sadhana M.
1
Alles, Lakshman
1
Ammann, Manuel
1
Apergēs, Nikolaos
1
Armah, Nii Ayi
1
Artikis, George P.
1
Bahmani-Oskooee, Mohsen
1
Bandholz, Harm
1
Bauer, Rob
1
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1
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1
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1
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1
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1
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1
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1
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Applied financial economics
Applied economics
337
Applied economics letters
209
The review of economics and statistics
171
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
167
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
167
Journal of econometrics
162
Economic modelling
157
The American economic review
151
The journal of finance : the journal of the American Finance Association
148
Economics letters
135
Journal of applied econometrics
118
Journal of international money and finance
92
The review of financial studies
92
Journal of money, credit and banking : JMCB
87
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
87
Energy economics
85
The journal of futures markets
85
International journal of forecasting
82
International review of economics & finance : IREF
81
Journal of banking & finance
77
Journal of political economy
76
The North American journal of economics and finance : a journal of financial economics studies
76
American economic journal : a journal of the American Economic Association
75
Journal of financial and quantitative analysis : JFQA
74
Journal of economic dynamics & control
72
Journal of macroeconomics
72
Journal of monetary economics
70
Southern economic journal
64
Journal of labor economics
61
Journal of forecasting
59
Journal of financial economics
58
Econometric reviews
57
The quarterly journal of economics
56
Economic inquiry : journal of the Western Economic Association International
53
Macroeconomic dynamics
53
Finance research letters
51
American journal of agricultural economics
50
Journal of empirical finance
50
Journal of human resources : JHR
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ECONIS (ZBW)
117
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1
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
2
Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Wu, Tsungpao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
Saved in:
3
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
4
Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households
Kabir, M. Humayun
;
Shakur, Shamim
- In:
Applied financial economics
24
(
2014
)
7/9
,
pp. 495-503
Persistent link: https://www.econbiz.de/10010401955
Saved in:
5
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
6
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
7
Financial turbulence and beta estimation
Berger, Dave
- In:
Applied financial economics
23
(
2013
)
1/3
,
pp. 251-263
Persistent link: https://www.econbiz.de/10009718964
Saved in:
8
Determinants of interest rate swap spreads in the US : bounds testing approach to cointegration
Toyoshima, Yuki
- In:
Applied financial economics
22
(
2012
)
4/6
,
pp. 331-338
Persistent link: https://www.econbiz.de/10009581360
Saved in:
9
Accounting information and excess stock returns : the role of the cost of capital ; new evidence from US firm-level data
Apergēs, Nikolaos
;
Artikis, George P.
;
Eleftheriou, Sofia
- In:
Applied financial economics
22
(
2012
)
4/6
,
pp. 321-329
Persistent link: https://www.econbiz.de/10009581364
Saved in:
10
An empirical study of the returns on defaulted debt
Jacobs, Michael <Jr.>
- In:
Applied financial economics
22
(
2012
)
7/9
,
pp. 563-579
Persistent link: https://www.econbiz.de/10009624360
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