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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of applied econometrics"
~isPartOf:"The review of financial studies"
~subject:"Share price"
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Time series analysis
United States
Share price
Estimation
1,636
Schätzung
1,636
Theorie
347
Theory
347
USA
326
Welt
170
World
170
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143
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118
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118
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Gil-Alaña, Luis A.
10
Caporale, Guglielmo Maria
7
Marcellino, Massimiliano
6
Bahmani-Oskooee, Mohsen
4
Chang, Tsangyao
4
Gupta, Rangan
4
Pesaran, M. Hashem
4
Stulz, René M.
4
Tiwari, Aviral Kumar
4
Ang, Andrew
3
Bekaert, Geert
3
Goel, Rajeev K.
3
Huang, Ho-chuan
3
Kelly, Bryan T.
3
Sola, Martin
3
Wohar, Mark E.
3
Yamada, Hiroshi
3
Apergis, Emmanuel
2
Apergēs, Nikolaos
2
Arouri, Mohamed
2
Bhaskara Rao, Buddhavarapu
2
Bollerslev, Tim
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Cao, Charles Q.
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Haley, M. Ryan
2
Hanck, Christoph
2
Holmes, Mark J.
2
Jawadi, Fredj
2
Kirby, Chris
2
Koop, Gary
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Kumbhakar, Subal
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Applied economics letters
Journal of applied econometrics
The review of financial studies
Working paper / National Bureau of Economic Research, Inc.
1,526
Discussion paper series / IZA
434
Applied economics
419
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409
NBER working paper series
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CESifo working papers
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Journal of econometrics
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International review of economics & finance : IREF
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Journal of banking & finance
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Finance research letters
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Energy economics
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International review of financial analysis
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ECONIS (ZBW)
510
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1
Non-linearities and persistence in US long-run interest rates
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Applied economics letters
29
(
2022
)
4
,
pp. 366-370
Persistent link: https://www.econbiz.de/10012803550
Saved in:
2
Robust inference under time-varying volatility : a real-time evaluation of professional forecasters
Demetrescu, Matei
;
Hanck, Christoph
;
Kruse-Becher, Robinson
- In:
Journal of applied econometrics
37
(
2022
)
5
,
pp. 1010-1030
Persistent link: https://www.econbiz.de/10013464645
Saved in:
3
Impacts of economic policy uncertainty on the time-varying risk-return relationship : evidence from G7 countries
He, Zhifang
;
Zheng, Jie
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 270-274
Persistent link: https://www.econbiz.de/10014468759
Saved in:
4
Fourier nonlinear quantile unit root test of purchasing power parity in cryptocurrencies
Goswami, Gour G.
;
Saha, Tapas Kumar
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 312-322
Persistent link: https://www.econbiz.de/10014468817
Saved in:
5
Measuring the persistence degree of shocks to the US tourism markets : new evidence for COVID-19 pandemic period
Peng, Yi-Ting
;
Chang, Tsangyao
;
Ranjbar, Omid
;
Li, Fangjhy
- In:
Applied economics letters
31
(
2024
)
5
,
pp. 422-431
Persistent link: https://www.econbiz.de/10014469924
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6
Monetary policy spillovers : the impact of ECB conventional and unconventional monetary policies on the Swiss stock market
Fausch, Jürg
;
Sutter, Daniel
- In:
Applied economics letters
31
(
2024
)
2
,
pp. 122-127
Persistent link: https://www.econbiz.de/10014448257
Saved in:
7
The macroeconomy as a random forest
Goulet Coulombe, Philippe
- In:
Journal of applied econometrics
39
(
2024
)
3
,
pp. 401-421
Persistent link: https://www.econbiz.de/10014517490
Saved in:
8
Risks and returns of cryptocurrency
Liu, Yukun
;
Tsyvinski, Aleh
- In:
The review of financial studies
34
(
2021
)
6
,
pp. 2689-2727
Persistent link: https://www.econbiz.de/10012546311
Saved in:
9
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time-varying instrument relevance
Liao, Wenting
;
Ma, Jun
;
Zhang, Chengsi
- In:
Journal of applied econometrics
38
(
2023
)
7
,
pp. 989-1006
Persistent link: https://www.econbiz.de/10014474382
Saved in:
10
Narrative asset pricing : interpretable systematic risk factors from news text
Bybee, Leland
;
Kelly, Bryan T.
;
Su, Yinan
- In:
The review of financial studies
36
(
2023
)
12
,
pp. 4759-4787
Persistent link: https://www.econbiz.de/10014446371
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