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subject:"Cointegration"
type_genre:"Collection of articles written by one author"
~isPartOf:"Journal of empirical finance"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
~type_genre:"Konferenzbeitrag"
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Search: subject_exact:"Estimation theory"
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Cointegration
Prognoseverfahren
Estimation theory
74
Schätztheorie
74
Time series analysis
23
Zeitreihenanalyse
23
Estimation
21
Schätzung
21
Volatility
20
Volatilität
20
Capital income
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Kapitaleinkommen
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Theorie
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Stochastic process
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Stochastischer Prozess
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Autocorrelation
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Autokorrelation
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Statistical distribution
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Statistische Verteilung
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Correlation
7
Korrelation
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Nichtparametrisches Verfahren
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Nonparametric statistics
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CAPM
6
Regression analysis
5
Regressionsanalyse
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USA
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Collection of articles written by one author
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Konferenzbeitrag
Aufsatz in Zeitschrift
12
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2
Konferenzschrift
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English
12
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Baillie, Richard
2
Amihud, Yakov
1
Bauwens, Luc
1
Bekaert, Geert
1
Berens, Tobias
1
Chiang, I-Hsuan Ethan
1
Dacorogna, Michel M.
1
Dark, Jonathan
1
De Backer, Bruno
1
Dolatabadi, Sepideh
1
Dufays, Arnaud
1
Hurvich, Clifford M.
1
Jayetileke, Harshanie L.
1
Kapetanios, George
1
Liao, Yin
1
Nielsen, Morten Ørregaard
1
Papailias, Fotis
1
Ren, Yu
1
Sizova, Natalia
1
Tu, Yundong
1
Wang, Yi
1
Wang, You-Gan
1
Weiß, Gregor
1
Wied, Dominik
1
Xu, Ke
1
Yi, Yanping
1
Zhou, Qing
1
Zhu, Min
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HFDF <1, 1995, Zürich>
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Journal of empirical finance
Journal of econometrics
132
International journal of forecasting
115
Journal of forecasting
72
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
53
Economics letters
42
Econometric theory
35
Econometric reviews
34
Economic modelling
23
The econometrics journal
23
Econometrics : open access journal
22
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
22
Applied economics letters
21
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
21
Applied economics
18
Empirical economics : a quarterly journal of the Institute for Advanced Studies
16
International journal of economics and financial issues : IJEFI
14
Journal of the American Statistical Association : JASA
14
Oxford bulletin of economics and statistics
14
Computational economics
12
Insurance / Mathematics & economics
12
Journal of time series econometrics
12
Finance research letters
11
International Journal of Energy Economics and Policy : IJEEP
11
Journal of banking & finance
11
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
10
Journal of applied econometrics
10
Journal of financial econometrics
10
Quantitative finance
10
European journal of operational research : EJOR
9
Journal of financial econometrics : official journal of the Society for Financial Econometrics
9
Journal of macroeconomics
9
Astin bulletin : the journal of the International Actuarial Association
8
International journal of economics and finance
8
Journal of quantitative economics
8
Journal of risk and financial management : JRFM
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The empirical economics letters : a monthly international journal of economics
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International journal of production economics
7
Risks : open access journal
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ECONIS (ZBW)
12
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1
An adaptive long memory conditional correlation model
Dark, Jonathan
- In:
Journal of empirical finance
75
(
2024
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014491877
Saved in:
2
Modeling the cross-section of stock returns using sensible models in a model pool
Chiang, I-Hsuan Ethan
;
Liao, Yin
;
Zhou, Qing
- In:
Journal of empirical finance
60
(
2021
),
pp. 56-73
Persistent link: https://www.econbiz.de/10012692977
Saved in:
3
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
4
Balanced predictive regressions
Ren, Yu
;
Tu, Yundong
;
Yi, Yanping
- In:
Journal of empirical finance
54
(
2019
),
pp. 118-142
Persistent link: https://www.econbiz.de/10012174812
Saved in:
5
A fractionally cointegrated VAR model with deterministic trends and application to commodity futures markets
Dolatabadi, Sepideh
;
Nielsen, Morten Ørregaard
;
Xu, Ke
- In:
Journal of empirical finance
38
(
2016
),
pp. 623-639
Persistent link: https://www.econbiz.de/10011663388
Saved in:
6
Testing for structural breaks in correlations : does it improve Value-at-Risk forecasting?
Berens, Tobias
;
Weiß, Gregor
;
Wied, Dominik
- In:
Journal of empirical finance
32
(
2015
),
pp. 135-152
Persistent link: https://www.econbiz.de/10011556809
Saved in:
7
A Bayesian method of change-point estimation with recurrent regimes : application to GARCH models
Bauwens, Luc
;
De Backer, Bruno
;
Dufays, Arnaud
- In:
Journal of empirical finance
29
(
2014
),
pp. 207-229
Persistent link: https://www.econbiz.de/10011300484
Saved in:
8
Bandwidth selection by cross-validation for forecasting long memory financial time series
Baillie, Richard
;
Kapetanios, George
;
Papailias, Fotis
- In:
Journal of empirical finance
29
(
2014
),
pp. 129-143
Persistent link: https://www.econbiz.de/10011300500
Saved in:
9
A frequency-domain alternative to long-horizon regressions with application to return predictability
Sizova, Natalia
- In:
Journal of empirical finance
28
(
2014
),
pp. 261-272
Persistent link: https://www.econbiz.de/10011285632
Saved in:
10
Predictive regression with order-p autoregressive predictors
Amihud, Yakov
;
Hurvich, Clifford M.
;
Wang, Yi
- In:
Journal of empirical finance
17
(
2010
)
3
,
pp. 513-525
Persistent link: https://www.econbiz.de/10009267284
Saved in:
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