//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Applied economics"
~isPartOf:"Journal of empirical finance"
~person:"Agosto, Arianna"
~person:"Eom, Kyong Shik"
~subject:"Autocorrelation"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"AR(1) model"
Narrow search
Delete all filters
| 5 applied filters
Year of publication
From:
To:
Subject
All
Autocorrelation
Autokorrelation
2
ARCH model
1
ARCH-Modell
1
Börsenkurs
1
Capital income
1
Corporate defaults
1
Correlation
1
Count data
1
Estimation
1
Estimation theory
1
Exogenous covariates
1
Insolvency
1
Insolvenz
1
Kapitaleinkommen
1
Korrelation
1
Market
1
Market microstructure
1
Marktmikrostruktur
1
Microstructure
1
Nonsynchronous trading
1
Open-to-close return
1
Partial price adjustment
1
Poisson autoregression
1
Preismanagement
1
Pricing strategy
1
Schätztheorie
1
Schätzung
1
Share price
1
Stochastic process
1
Stochastischer Prozess
1
Stock return autocorrelation
1
Theorie
1
Theory
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Agosto, Arianna
Eom, Kyong Shik
Gschwandtner, Adelina
2
Le Gallo, Julie
2
Lim, Kian-Ping
2
Rahbek, Anders
2
Alp, Elçin Aykaç
1
Amihud, Yakov
1
Anderson, Robert M.
1
Antoniou, Antonios
1
Asai, Manabu
1
Astill, Sam
1
Ayouba, Kassoum
1
Balcilar, Mehmet
1
Baur, Dirk G.
1
Bohn Nielsen, Heino
1
Breuillé, Marie-Laure
1
Brodaty, Thibault
1
Cavaliere, Giuseppe
1
Chang, Sheng-kai
1
Chen, An-sing
1
Chen, Carl R.
1
Chong, Terence Tai-Leung
1
Chou, Pin-huang
1
Chung, Huimin
1
Crespo Cuaresma, Jesús
1
Dimpfl, Thomas
1
Ekren, Nazım
1
Fukuda, Kosei
1
Granger, C. W. J.
1
Gupta, Rangan
1
Hahn, Sang Buhm
1
Halicioglu, Ferda
1
Harvey, David I.
1
Hauser, Michael A.
1
Herrera, Rodrigo
1
Huang, Gow-Cheng
1
Huang, Ying
1
Hurvich, Clifford M.
1
Hyung, Namwon
1
more ...
less ...
Published in...
All
Applied economics
Journal of empirical finance
CREATES research paper
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Journal of the Operational Research Society
1
Papers / Institute of Business and Economic Research, Department of Economics, University of California
1
Risks : open access journal
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
Saved in:
2
Autocorrelation and partial price adjustment
Anderson, Robert M.
;
Eom, Kyong Shik
;
Hahn, Sang Buhm
; …
- In:
Journal of empirical finance
24
(
2013
),
pp. 78-93
Persistent link: https://www.econbiz.de/10010371989
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->