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subject:"Time series analysis"
subject:"United States"
~isPartOf:"Applied financial economics"
~subject:"Deutschland"
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Time series analysis
United States
Deutschland
Estimation
444
Schätzung
444
USA
99
Theorie
95
Theory
95
Capital income
87
Kapitaleinkommen
87
Börsenkurs
84
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84
Volatility
75
Volatilität
75
Aktienmarkt
61
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61
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51
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51
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37
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33
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23
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Article
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English
138
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Madura, Jeff
3
Akhigbe, Aigbe O.
2
Barkoulas, John T.
2
Baum, Christopher F.
2
Berger, Dave
2
Brockman, Paul
2
Caporale, Guglielmo Maria
2
Chatrath, Arjun
2
Coakley, Jerry
2
Darrat, Ali F.
2
Gulley, Orrin David
2
Kanas, Angelos
2
Moosa, Imad A.
2
Niizeki, Mikiyo Kii
2
Ramchander, Sanjay
2
Schich, Sebastian T.
2
Sengupta, Jati K.
2
Snaith, Stuart
2
Song, Frank M.
2
Sultan, Jahangir
2
Zheng, Yijuan
2
Adrangi, Bahram
1
Adão, Bernardino
1
Ajmi, Ahdi Noomen
1
Alangar, Sadhana M.
1
Alles, Lakshman
1
Ammann, Manuel
1
Apergēs, Nikolaos
1
Armah, Nii Ayi
1
Artikis, George P.
1
Bahmani-Oskooee, Mohsen
1
Bandholz, Harm
1
Bauer, Rob
1
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1
Bedrossian, Robert
1
Behr, Andreas
1
Ben-David, Nissim
1
Berg, Lennart
1
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1
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Applied financial economics
Working paper / National Bureau of Economic Research, Inc.
1,529
Discussion paper series / IZA
964
Discussion paper / Centre for Economic Policy Research
490
Applied economics
442
ZEW discussion papers
423
CESifo working papers
385
Discussion paper
352
IZA Discussion Paper
276
Applied economics letters
268
Discussion papers / Deutsches Institut für Wirtschaftsforschung
254
SOEP papers on multidisciplinary panel data research / German Socio-Economic Panel Study (SOEP), DIW Berlin
242
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
228
NBER working paper series
220
Working paper
214
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
182
The review of economics and statistics
182
Economic modelling
179
Finance and economics discussion series
170
Economics letters
169
Journal of econometrics
168
Discussion paper / Deutsche Bundesbank
165
NBER Working Paper
159
The American economic review
154
The journal of finance : the journal of the American Finance Association
151
Discussion paper series / Forschungsinstitut zur Zukunft der Arbeit
147
Jahrbücher für Nationalökonomie und Statistik
146
Europäische Hochschulschriften / 5
145
Ruhr economic papers
140
Journal of applied econometrics
137
ZEW - Centre for European Economic Research Discussion Paper
133
Discussion paper / Tinbergen Institute
129
Kiel working paper
125
Energy economics
121
SpringerLink / Bücher
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Gabler Edition Wissenschaft
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Journal of international money and finance
110
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
102
CESifo Working Paper Series
100
IAB discussion paper : Beiträge zum wissenschaftlichen Dialog aus dem Institut für Arbeitsmarkt- und Berufsforschung
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ECONIS (ZBW)
138
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1
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
2
Nonlinear decomposition analysis of risk aversion and stock-holding behaviour of US households
Kabir, M. Humayun
;
Shakur, Shamim
- In:
Applied financial economics
24
(
2014
)
7/9
,
pp. 495-503
Persistent link: https://www.econbiz.de/10010401955
Saved in:
3
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
4
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
5
Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Wu, Tsungpao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
Saved in:
6
The US zero-coupon yield spread as a predictor of excess daily stock market volatility
Li, Matthew C.
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 889-906
Persistent link: https://www.econbiz.de/10010410398
Saved in:
7
Financial turbulence and beta estimation
Berger, Dave
- In:
Applied financial economics
23
(
2013
)
1/3
,
pp. 251-263
Persistent link: https://www.econbiz.de/10009718964
Saved in:
8
An empirical study of the returns on defaulted debt
Jacobs, Michael <Jr.>
- In:
Applied financial economics
22
(
2012
)
7/9
,
pp. 563-579
Persistent link: https://www.econbiz.de/10009624360
Saved in:
9
Technical trading with open interest : evidence from the German market
Lubnau, Thorben Manfred
;
Todorova, Neda
- In:
Applied financial economics
22
(
2012
)
10/12
,
pp. 791-809
Persistent link: https://www.econbiz.de/10009625082
Saved in:
10
Do trading volumes explain the persistence of GARCH effects?
Carroll, Rachael
;
Kearney, Colm
- In:
Applied financial economics
22
(
2012
)
22/24
,
pp. 1993-2008
Persistent link: https://www.econbiz.de/10009719309
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