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subject:"Time series analysis"
~isPartOf:"Finance research letters"
~subject:"Börsenkurs"
~type:"article"
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Time series analysis
Börsenkurs
Estimation
388
Schätzung
388
Capital income
148
Kapitaleinkommen
148
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125
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118
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Gil-Alaña, Luis A.
3
Gupta, Rangan
3
Li, Yan
3
Lyócsa, Štefan
3
Pierdzioch, Christian
3
Tiwari, Aviral Kumar
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Božović, Miloš
2
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Toan Luu Duc Huynh
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Finance research letters
Applied economics
184
Applied economics letters
180
Economic modelling
174
Journal of econometrics
142
International review of economics & finance : IREF
134
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
115
Journal of banking & finance
114
International review of financial analysis
111
The North American journal of economics and finance : a journal of financial economics studies
109
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107
Applied financial economics
104
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
103
Journal of empirical finance
101
Economics letters
93
Journal of international financial markets, institutions & money
84
International journal of forecasting
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70
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58
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55
Review of quantitative finance and accounting
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53
The European journal of finance
53
Cogent economics & finance
52
The empirical economics letters : a monthly international journal of economics
52
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
52
Econometric reviews
48
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
43
Journal of applied econometrics
43
Journal of economic dynamics & control
42
The journal of futures markets
40
Journal of financial econometrics : official journal of the Society for Financial Econometrics
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The journal of finance : the journal of the American Finance Association
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ECONIS (ZBW)
146
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1
Stock market volatility and economic policy uncertainty : new insight into a dynamic threshold mixed-frequency model
Zeng, Qing
;
Tang, Yusui
;
Yang, Hua
;
Zhang, Xi
- In:
Finance research letters
59
(
2024
),
pp. 1-6
Persistent link: https://www.econbiz.de/10014445136
Saved in:
2
A high-frequency data dive into SVB collapse
Aharon, David Y.
;
Ali, Shoaib
- In:
Finance research letters
59
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014445405
Saved in:
3
Revisiting the nexus of REITs returns and macroeconomic variables
Wu, Ming-Che
;
Wang, Chien-Ming
- In:
Finance research letters
59
(
2024
),
pp. 1-7
Persistent link: https://www.econbiz.de/10014445407
Saved in:
4
Intraday financial markets' response to U.S. bank failures
Mehdian, Seyed M.
;
Gherghina, Ştefan Cristian
;
Stoica, …
- In:
Finance research letters
60
(
2024
),
pp. 1-10
Persistent link: https://www.econbiz.de/10014490224
Saved in:
5
The VIX's term structure of individual active stocks
Qadan, Mahmoud
;
David, Or
;
Snunu, Iyad
;
Shuval, Kerem
- In:
Finance research letters
61
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014491016
Saved in:
6
Can asymmetry, long memory, and current return information improve crude oil volatility prediction? : evidence from ASHARV-MIDAS model
Chen, Zhenlong
;
Liu, Junjie
;
Hao, Xiaozhen
- In:
Finance research letters
64
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531739
Saved in:
7
Geopolitical risk exposure and stock returns : evidence from China
Zhang, Yaojie
;
Zhang, Yuxuan
;
Ren, Xinrui
;
Jin, Meichen
- In:
Finance research letters
64
(
2024
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014531770
Saved in:
8
Disaggregation quality, stock returns, and institutional demand
Jiang, George J.
;
Kenchington, David
;
McLemore, Ping
; …
- In:
Finance research letters
62
(
2024
)
2
,
pp. 1-7
Persistent link: https://www.econbiz.de/10014531192
Saved in:
9
Predicting stock market returns with average correlation and average variance : decomposition approach
Oh, Jong-Min
- In:
Finance research letters
63
(
2024
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014531460
Saved in:
10
Nowcasting of the short-run Euro-Dollar exchange rate with economic fundamentals and time-varying parameters
Yemba, Boniface P.
;
Otunuga, Olusegun Michael
;
Tang, Biyan
- In:
Finance research letters
52
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014472115
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