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subject:"Time series analysis"
~isPartOf:"Journal of empirical finance"
~subject:"Umweltökonomik"
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Time series analysis
Umweltökonomik
Theorie
421
Theory
421
Capital income
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Kapitaleinkommen
115
Estimation
100
Schätzung
100
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Kim, Chang-Jin
2
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Taylor, Robert
2
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1
Astill, Sam
1
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Journal of empirical finance
Journal of econometrics
326
International journal of forecasting
316
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
283
Economics letters
281
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of forecasting
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Discussion paper / Tinbergen Institute
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Econometric theory
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Econometric reviews
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Economic modelling
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Applied economics
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Working paper
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Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
103
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
98
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Journal of applied econometrics
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Computational economics
79
Working paper / Department of Econometrics and Business Statistics, Monash University
79
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
77
Journal of economic dynamics & control
77
CESifo working papers
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NBER Working Paper
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Working paper / National Bureau of Economic Research, Inc.
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Energy economics
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Applied economics letters
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CREATES research paper
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NBER working paper series
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Europäische Hochschulschriften / 5
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
60
Cowles Foundation discussion paper
57
European journal of operational research : EJOR
54
New horizons in environmental economics
54
SpringerLink / Bücher
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Oxford bulletin of economics and statistics
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Série des documents de travail / Centre de Recherche en Économie et Statistique
50
The econometrics journal
47
Discussion paper / Center for Economic Research, Tilburg University
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ECONIS (ZBW)
52
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1
Time series momentum and reversal : intraday information from realized semivariance
Liu, Zhenya
;
Lu, Shanglin
;
Li, Bo
;
Wang, Shixuan
- In:
Journal of empirical finance
72
(
2023
),
pp. 54-77
Persistent link: https://www.econbiz.de/10014476799
Saved in:
2
Intraday VaR : a copula-based approach
Wang, Keli
;
Liu, Xiaoquan
;
Ye, Wuyi
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014477064
Saved in:
3
Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables
Nonejad, Nima
- In:
Journal of empirical finance
70
(
2023
),
pp. 91-122
Persistent link: https://www.econbiz.de/10014423619
Saved in:
4
Forecasting intraday market risk : a marked self-exciting point process with exogenous renewals
Stindl, Tom
- In:
Journal of empirical finance
70
(
2023
),
pp. 182-198
Persistent link: https://www.econbiz.de/10014423627
Saved in:
5
Using covariates to improve the efficacy of univariate bubble detection methods
Astill, Sam
;
Taylor, Robert
;
Kellard, Neil
;
Korkos, Ioannis
- In:
Journal of empirical finance
70
(
2023
),
pp. 342-366
Persistent link: https://www.econbiz.de/10014423733
Saved in:
6
Forecasting tail risk measures for financial time series : an extreme value approach with covariates
James, Robert
;
Leung, Henry
;
Leung, Jessica Wai Yin
; …
- In:
Journal of empirical finance
71
(
2023
),
pp. 29-50
Persistent link: https://www.econbiz.de/10014292519
Saved in:
7
Forecasting Bitcoin realized volatility by exploiting measurement error under model uncertainty
Qiu, Yue
;
Wang, Zongrun
;
Xie, Tian
;
Zhang, Xinyu
- In:
Journal of empirical finance
62
(
2021
),
pp. 179-201
Persistent link: https://www.econbiz.de/10012693338
Saved in:
8
Forecasting stock returns with large dimensional factor models
Giovannelli, Alessandro
;
Massacci, Daniele
;
Soccorsi, …
- In:
Journal of empirical finance
63
(
2021
),
pp. 252-269
Persistent link: https://www.econbiz.de/10013259267
Saved in:
9
Predicting the long-term stock market volatility : a GARCH-MIDAS model with variable selection
Fang, Tong
;
Lee, Tae-hwy
;
Su, Zhi
- In:
Journal of empirical finance
58
(
2020
),
pp. 36-49
Persistent link: https://www.econbiz.de/10012430452
Saved in:
10
Discussions on the spurious hyperbolic memory in the conditional variance and a new model
Ho, Kin-Yip
;
Shi, Yanlin
- In:
Journal of empirical finance
55
(
2020
),
pp. 83-103
Persistent link: https://www.econbiz.de/10012175262
Saved in:
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