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~person:"Ghysels, Eric"
~person:"Ziemba, William T."
~type_genre:"Article in journal"
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Search: subject_exact:"Seasonal variations"
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Saisonale Schwankungen
19
Seasonal variations
19
Theorie
13
Theory
13
Time series analysis
12
Zeitreihenanalyse
12
USA
7
United States
7
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4
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Ghysels, Eric
Ziemba, William T.
Franses, Philip Hans
31
Gil-Alaña, Luis A.
17
Taylor, Robert
15
Lucey, Brian M.
8
McElroy, Tucker
8
Miron, Jeffrey A.
8
Proietti, Tommaso
8
Barrio Castro, Tomás del
7
Moosa, Imad A.
7
Paap, Richard
7
Tang, Gordon Y. N.
7
Weron, Rafał
7
Arnade, Carlos Anthony
6
Duro, Juan Antonio
6
Kunst, Robert M.
6
Osborn, Denise R.
6
Wüger, Michael
6
Zaremba, Adam
6
Alañón Pardo, Ángel
5
Caporale, Guglielmo Maria
5
Cáceres-Hernández, José Juan
5
Lee, Hahn-shik
5
Maravall Herrero, Agustín
5
Martín Martín, José María
5
Martín-Rodríguez, Gloria
5
Ooms, Marius
5
Plastun, Alex
5
Rodrigues, Paulo M. M.
5
Thury, Gerhard
5
Aggarwal, Raj
4
Albers, Heidi J.
4
Athanassakos, George
4
Beaulieu, J. Joseph
4
Blazsek, Szabolcs
4
Canova, Fabio
4
Cellini, Roberto
4
Cuccia, Tiziana
4
Fernández Morales, Antonio
4
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
3
Journal of econometrics
3
Financial markets and portfolio management
2
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2
Duration transition and count data models
1
Econometric theory
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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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The journal of portfolio management : a publication of Institutional Investor
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The journal of prediction markets
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ECONIS (ZBW)
19
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1
Holiday effects in the US equity futures markets
Ziemba, William T.
;
Dzhabarov, Constantine
- In:
The journal of prediction markets
15
(
2021
)
3
,
pp. 105-112
Persistent link: https://www.econbiz.de/10013162265
Saved in:
2
Investing in the turn-of-the-year effect
Ziemba, William T.
- In:
Financial markets and portfolio management
25
(
2011
)
4
,
pp. 455-472
Persistent link: https://www.econbiz.de/10009516937
Saved in:
3
Do seasonal anomalies still work?
Dzhabarov, Constantine
;
Ziemba, William T.
- In:
The journal of portfolio management : a publication of …
36
(
2009/10
)
3
,
pp. 93-104
Persistent link: https://www.econbiz.de/10003980048
Saved in:
4
Is the January effect still alive in the futures markets?
Rondon, Juan
;
Ziemba, William T.
- In:
Financial markets and portfolio management
21
(
2007
)
3
,
pp. 381-396
Persistent link: https://www.econbiz.de/10003575859
Saved in:
5
Seasonal time series and autocorrelation function estimation
Lee, Hahn-shik
;
Ghysels, Eric
;
Bell, William R.
- In:
The Manchester School
70
(
2002
)
5
,
pp. 651-665
Persistent link: https://www.econbiz.de/10001699703
Saved in:
6
Time-series model with periodic stochastic regime switching: Part 2 : Applications to 16th- and 17th-century grain prices
Bac, Catherine
;
Chevet, Jean-Michel
;
Ghysels, Eric
- In:
Macroeconomic dynamics
5
(
2001
)
1
,
pp. 21-55
Persistent link: https://www.econbiz.de/10001570829
Saved in:
7
Time-series model with periodic stochastic regime switching: Part 1 : Theory
Ghysels, Eric
- In:
Macroeconomic dynamics
4
(
2000
)
4
,
pp. 467-486
Persistent link: https://www.econbiz.de/10001548619
Saved in:
8
Bayesian inference for periodic regime-switching models
Ghysels, Eric
- In:
Journal of applied econometrics
13
(
1998
)
2
,
pp. 129-143
Persistent link: https://www.econbiz.de/10001241597
Saved in:
9
On seasonality and business cycle durations : a nonparametric investigation
Ghysels, Eric
- In:
Journal of econometrics
79
(
1997
)
2
,
pp. 269-290
Persistent link: https://www.econbiz.de/10001335929
Saved in:
10
Seasonal adjustment and other data transformations
Ghysels, Eric
- In:
Journal of business & economic statistics : JBES ; a …
15
(
1997
)
4
,
pp. 410-418
Persistent link: https://www.econbiz.de/10001227133
Saved in:
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