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subject:"USA"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~subject:"Liquidity"
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Search: subject_exact:"Autocorrelation"
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USA
Liquidity
Autocorrelation
139
Autokorrelation
139
Estimation theory
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Avramov, Doron
1
Bec, Frédérique
1
Chordia, Tarun
1
Connolly, Robert A.
1
Dufour, Jean-Marie
1
Fernandes, Marcelo
1
Goyal, Amit
1
Grammig, Joachim
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Guay, Alain
1
Guerre, Emmanuel
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Journal of econometrics
The journal of finance : the journal of the American Finance Association
Applied economics
4
EUI working paper / ECO
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Energy economics
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IMF Working Papers
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Macroeconomic dynamics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The review of financial studies
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Discussion papers / Helsinki Center of Economic Research : discussion paper
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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International journal of forecasting
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Journal of empirical finance
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Journal of financial economics
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Journal of money, credit and banking : JMCB
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Progress in economics research
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Real estate economics : journal of the American Real Estate and Urban Economics Association
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Rodney L. White Center for Financial Research
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SFB 649 discussion paper
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1
Adaptive consistent unit-root test based on autoregressive threshold model
Bec, Frédérique
;
Guay, Alain
;
Guerre, Emmanuel
- In:
Journal of econometrics
142
(
2008
)
1
,
pp. 94-133
Persistent link: https://www.econbiz.de/10003608129
Saved in:
2
Liquidity and autocorrelations in individual stock returns
Avramov, Doron
;
Chordia, Tarun
;
Goyal, Amit
- In:
The journal of finance : the journal of the American …
61
(
2006
)
5
,
pp. 2365-2394
Persistent link: https://www.econbiz.de/10003378711
Saved in:
3
A family of autoregressive conditional duration models
Fernandes, Marcelo
;
Grammig, Joachim
- In:
Journal of econometrics
130
(
2006
)
1
,
pp. 1-23
Persistent link: https://www.econbiz.de/10003228621
Saved in:
4
Momentum and reversals in equity-index returns during periods of abnormal turnover and return dispersion
Connolly, Robert A.
;
Stivers, Christopher T.
- In:
The journal of finance : the journal of the American …
58
(
2003
)
4
,
pp. 1521-1556
Persistent link: https://www.econbiz.de/10001781162
Saved in:
5
Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes
Dufour, Jean-Marie
;
Torrès, Olivier
- In:
Journal of econometrics
99
(
2000
)
2
,
pp. 255-289
Persistent link: https://www.econbiz.de/10001511971
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