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subject:"Time series analysis"
subject:"United States"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~person:"Camilleri, Silvio John"
~person:"Pérez Rodríguez, Jorge V."
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Time series analysis
United States
Cointegration
3
Estimation
3
Kointegration
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Schätzung
3
Aktienmarkt
2
Börsenkurs
2
Share price
2
Stock market
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Zeitreihenanalyse
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Aktienindex
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China
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Economic indicator
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Forward volatility unbiasedness hypothesis
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Macroeconomic indicators
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Multivariate Verteilung
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Pesaran-Timmermann test
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Pharmaceutical indexes
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Pharmaceutical industry
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Pharmaceuticals
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Pharmaindustrie
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Risikomaß
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Risk measure
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Stock index
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Camilleri, Silvio John
Pérez Rodríguez, Jorge V.
Gupta, Rangan
7
Ji, Qiang
3
Nonejad, Nima
3
Pierdzioch, Christian
3
Liu, Qiang
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Ur Rehman, Mobeen
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Xuan Vinh Vo
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Al-Shboul, Mohammad
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The North American journal of economics and finance : a journal of financial economics studies
Tourism economics : the business and finance of tourism and recreation
2
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
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Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence
Pérez Rodríguez, Jorge V.
;
Andrada Félix, Julián
; …
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012822266
Saved in:
2
Risk dependence and cointegration between pharmaceutical stock markets : the case of China and the USA
Zhou, Xinmiao
;
Qian, Huanhuan
;
Pérez Rodríguez, Jorge V.
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012654918
Saved in:
3
Do stock markets lead or lag macroeconomic variables? : evidence from select European countries
Camilleri, Silvio John
;
Scicluna, Nicolanne
;
Bai, Ye
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 170-186
Persistent link: https://www.econbiz.de/10012120227
Saved in:
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