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subject:"Time series analysis"
~isPartOf:"International journal of finance & economics : IJFE"
~isPartOf:"Journal of econometrics"
~subject:"Share price"
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Time series analysis
Share price
Estimation
706
Schätzung
701
Theorie
232
Theory
232
Estimation theory
223
Schätztheorie
223
Volatility
146
Volatilität
146
Zeitreihenanalyse
139
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119
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119
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111
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Todorov, Viktor
8
Tauchen, George Eugene
6
Bollerslev, Tim
5
Kim, Donggyu
5
Li, Jia
5
Gil-Alaña, Luis A.
4
Phillips, Peter C. B.
4
Andersen, Torben
3
Cheung, Yin-Wong
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3
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3
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3
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2
Asai, Manabu
2
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2
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2
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2
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2
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2
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2
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2
Dijk, Dick van
2
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2
Francq, Christian
2
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2
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2
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2
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2
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2
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2
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2
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2
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International journal of finance & economics : IJFE
Journal of econometrics
Applied economics
184
Applied economics letters
180
Economic modelling
174
Finance research letters
146
International review of economics & finance : IREF
134
NBER working paper series
119
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
115
Journal of banking & finance
114
Working paper / National Bureau of Economic Research, Inc.
114
International review of financial analysis
111
The North American journal of economics and finance : a journal of financial economics studies
109
Energy economics
107
CESifo working papers
105
Applied financial economics
104
NBER Working Paper
104
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
103
Journal of empirical finance
101
Economics letters
93
Discussion paper / Tinbergen Institute
87
International journal of forecasting
84
Journal of international financial markets, institutions & money
84
Research in international business and finance
79
Working paper
77
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
70
Discussion paper / Centre for Economic Policy Research
68
Journal of forecasting
67
Journal of risk and financial management : JRFM
67
Journal of financial economics
66
Pacific-Basin finance journal
61
International journal of economics and finance
58
International journal of economics and financial issues : IJEFI
55
Review of quantitative finance and accounting
55
The European journal of finance
54
Journal of international money and 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
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ECONIS (ZBW)
203
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1
Trend inflation in Sweden
Österholm, Pär
;
Poon, Aubrey
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 4707-4716
Persistent link: https://www.econbiz.de/10014430060
Saved in:
2
On the persistence of UK inflation : a long-range dependence approach
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
;
Trani, …
- In:
International journal of finance & economics : IJFE
27
(
2022
)
1
,
pp. 439-454
Persistent link: https://www.econbiz.de/10012814596
Saved in:
3
Macroeconomic determinants of households' indebtedness in Portugal : what really matters in the era of financialisation?
Romão, Ana
;
Barradas, Ricardo
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 383-401
Persistent link: https://www.econbiz.de/10014469016
Saved in:
4
Better ways to test for herding
Wang, Junkai
;
Hudson, Robert
- In:
International journal of finance & economics : IJFE
29
(
2024
)
1
,
pp. 790-818
Persistent link: https://www.econbiz.de/10014469057
Saved in:
5
Intraday cross-sectional distributions of systematic risk
Andersen, Torben
;
Riva, Raul
;
Thyrsgaard, Martin
; …
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1394-1418
Persistent link: https://www.econbiz.de/10014471397
Saved in:
6
Parametric estimation of long memory in factor models
Ergemen, Yunus Emre
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 1483-1499
Persistent link: https://www.econbiz.de/10014471404
Saved in:
7
Volatility measurement with pockets of extreme return persistence
Andersen, Torben
;
Li, Yingying
;
Todorov, Viktor
;
Zhou, Bo
- In:
Journal of econometrics
237
(
2023
)
2,3
,
pp. 1-27
Persistent link: https://www.econbiz.de/10014471793
Saved in:
8
High-dimensional conditionally Gaussian state space models with missing data
Chan, Joshua
;
Poon, Aubrey
;
Zhu, Dan
- In:
Journal of econometrics
236
(
2023
)
1
,
pp. 1-21
Persistent link: https://www.econbiz.de/10014332310
Saved in:
9
Analysis of stock markets risk spillover with copula models under the background of Chinese financial opening
Du, Jiangze
;
Chen, Xizhuo
;
Gong, Jincheng
;
Lin, Xiao
; …
- In:
International journal of finance & economics : IJFE
28
(
2023
)
4
,
pp. 3997-4019
Persistent link: https://www.econbiz.de/10014429264
Saved in:
10
Moments, shocks and spillovers in Markov-switching VAR models
Kole, Erik
;
Dijk, Dick van
- In:
Journal of econometrics
236
(
2023
)
2
,
pp. 1-26
Persistent link: https://www.econbiz.de/10014365495
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