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~isPartOf:"Journal of empirical finance"
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Search: subject:"Autokorrelation"
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Autocorrelation
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Discussion papers in economics and econometrics
Journal of empirical finance
Série des documents de travail / Centre de Recherche en Économie et Statistique
Journal of econometrics
135
Economics letters
78
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ECONIS (ZBW)
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1
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:
2
Predictive regression with p-lags and order-q autoregressive predictors
Jayetileke, Harshanie L.
;
Wang, You-Gan
;
Zhu, Min
- In:
Journal of empirical finance
62
(
2021
),
pp. 282-293
Persistent link: https://www.econbiz.de/10012693434
Saved in:
3
Testing for explosive bubbles in the presence of autocorrelated innovations
Pedersen, Thomas Quistgaard
;
Montes Schütte, Erik Christian
- In:
Journal of empirical finance
58
(
2020
),
pp. 207-225
Persistent link: https://www.econbiz.de/10012430675
Saved in:
4
Inferring the predictability induced by a persistent regressor in a predictive threshold model
Gonzalo, Jesús
;
Pitarakis, Jean-Yves
-
2015
Persistent link: https://www.econbiz.de/10010515364
Saved in:
5
Indirect inference in spatial autoregression
Kyriacou, Maria
;
Phillips, Peter C. B.
;
Rossi, Francesca
-
2014
Persistent link: https://www.econbiz.de/10010515591
Saved in:
6
Overlapping sub-sampling and invariance to initial conditions
Kyriacou, Maria
-
2012
Persistent link: https://www.econbiz.de/10009672405
Saved in:
7
Jointly testing linearity and nonstationarity within threshold autoregressions
Pitarakis, Jean-Yves
-
2012
Persistent link: https://www.econbiz.de/10009672417
Saved in:
8
Survival of hedge funds : frailty vs contagion
Darolles, Serge
;
Gagliardini, Patrick
;
Gouriéroux, …
-
2012
Persistent link: https://www.econbiz.de/10010188790
Saved in:
9
Wars as large depreciation shocks
Auray, Stéphane
;
Eyquem, Aurélien
;
Jouneau-Sion, …
-
2012
Persistent link: https://www.econbiz.de/10010188797
Saved in:
10
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
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