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~subject:"Share price"
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Cointegration
Share price
Time series analysis
265
Zeitreihenanalyse
265
Theorie
113
Theory
113
Estimation
100
Schätzung
100
Forecasting model
60
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Baruník, Jozef
2
Kumar, Dilip
2
Maheswaran, S.
2
Narayan, Paresh Kumar
2
Shahbaz, Muhammad
2
Sharma, Susan Sunila
2
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2
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1
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Bhaskara Rao, Buddhavarapu
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Cardoso, F. N.
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Economic modelling
Journal of econometrics
99
Applied economics
46
Economics letters
44
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
43
Applied economics letters
38
CESifo working papers
35
Energy economics
35
Journal of empirical finance
35
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
International Journal of Energy Economics and Policy : IJEEP
33
International journal of forecasting
31
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The empirical economics letters : a monthly international journal of economics
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Econometric reviews
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Econometrics : open access journal
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Discussion paper / Tinbergen Institute
25
Econometric theory
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International journal of economics and financial issues : IJEFI
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International review of economics & finance : IREF
24
Journal of risk and financial management : JRFM
23
Journal of forecasting
22
Journal of banking & finance
21
Applied financial economics
20
The North American journal of economics and finance : a journal of financial economics studies
20
Working paper / Department of Econometrics and Business Statistics, Monash University
20
CREATES research paper
19
International review of financial analysis
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NBER working paper series
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Discussion papers / Department of Economics, University of Copenhagen
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Research in international business and finance
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SFB 649 discussion paper
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NBER Working Paper
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Computational economics
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
16
Finance research letters
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Quantitative finance
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Economics and finance working paper series
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International journal of economics and finance
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ECONIS (ZBW)
64
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1
A regime-switching model of stock returns with momentum and mean reversion
Giner, Javier
;
Zakamulin, Valeriy
- In:
Economic modelling
122
(
2023
),
pp. 1-17
Persistent link: https://www.econbiz.de/10014388630
Saved in:
2
Testing factor models when asset bubbles occur : a time-varying perspective
Yu, Lu
;
Li, Yanglin
- In:
Economic modelling
124
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014463291
Saved in:
3
Testing for integration and cointegration when
time
series
are observed with noise
Gianfreda, Angelica
;
Maranzano, Paolo
;
Parisio, Lucia
; …
- In:
Economic modelling
125
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014463618
Saved in:
4
Price convergence : representation and testing
Garcia-Hiernaux, Alfredo
;
Guerrero, David E.
- In:
Economic modelling
104
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013164195
Saved in:
5
Bootstrap cointegration tests in ARDL models
Bertelli, Stefano
;
Vacca, Gianmarco
;
Zoia, Maria Grazia
- In:
Economic modelling
116
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014512301
Saved in:
6
Testing for no cointegration in vector autoregressions with estimated degree of fractional integration
Demetrescu, Matei
;
Kusin, Vladimir
;
Salish, Nazarii
- In:
Economic modelling
108
(
2022
),
pp. 1-32
Persistent link: https://www.econbiz.de/10013347934
Saved in:
7
Bayesian TVP-VARX models with time invariant long-run multipliers
Belomestny, Denis
;
Krymova, Ekaterina
;
Polbin, Andrej
- In:
Economic modelling
101
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012796054
Saved in:
8
Detecting periods of exuberance : a look at the role of aggregation with an application to house prices
Pavlidis, Efthymios
;
Martínez-García, Enrique
; …
- In:
Economic modelling
80
(
2019
),
pp. 87-102
Persistent link: https://www.econbiz.de/10012199187
Saved in:
9
Purchasing power parity vs. uncovered interest rate parity for NAFTA countries : the value of incorporating time-varying parameter model
Yoon, Jong Cheol
;
Min, Dai Hong
;
Jei, Sang Young
- In:
Economic modelling
90
(
2020
),
pp. 494-500
Persistent link: https://www.econbiz.de/10012428957
Saved in:
10
The distribution of index futures realised volatility under seasonality and microstructure noise
Alemany, Nuria
;
Aragó, Vicent
;
Salvador, Enrique
- In:
Economic modelling
93
(
2020
),
pp. 398-414
Persistent link: https://www.econbiz.de/10012430196
Saved in:
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