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subject:"Time series analysis"
person:"Phillips, Peter C. B."
~isPartOf:"Journal of empirical finance"
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Time series analysis
Theorie
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Theory
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Zeitreihenanalyse
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Asset pricing
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Bubbles
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Börsenkurs
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CAPM
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Financial market
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Financial market anomalies
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Log linear approximation
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Mildly explosive time series
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Phillips, Peter C. B.
Kim, Chang-Jin
2
Nelson, Charles R.
2
Taylor, Robert
2
Arakelian, V.
1
Astill, Sam
1
Ball, Clifford A.
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Ho, Kin-Yip
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Hotta, Luiz K.
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Journal of empirical finance
Cowles Foundation discussion paper
44
Journal of econometrics
15
Cowles Foundation Discussion Paper
12
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
12
Econometric theory
11
Econometric reviews
5
Working paper series / Department of Economics, Auckland Business School, The University of Auckland
3
Discussion papers / Department of Economics, University of California San Diego
2
Economic time series with random walk and other nonstationary components
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Essays in honor of Joon Y. Park : econometric theory
1
International economic review
1
Journal of applied econometrics
1
Journal of financial econometrics
1
Journal of quantitative economics
1
New Zealand economic papers
1
Neyar diyun / ham- Merkāz le-Fittûaḥ 'al Šēm P. Sapir
1
Oxford bulletin of economics and statistics
1
School of Economics working papers / The University of Adelaide, School of Economics
1
Special issue on new developments in time series econometrics
1
The econometrics journal
1
The review of economic studies
1
Time series analysis : in memory of E. J. Hannan
1
Working paper
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Working paper / Department of Econometrics and Business Statistics, Monash University
1
Working papers in economics
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Asset pricing with financial bubble risk
Lee, Ji Hyung
;
Phillips, Peter C. B.
- In:
Journal of empirical finance
38
(
2016
),
pp. 590-622
Persistent link: https://www.econbiz.de/10011663380
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2
Testing the covariance stationarity of heavy-tailed time series : an overview of the theory with applications to several financial datasets
Loretan, Mico
- In:
Journal of empirical finance
1
(
1993
)
2
,
pp. 211-248
Persistent link: https://www.econbiz.de/10001158653
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