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~isPartOf:"International review of economics & finance : IREF"
~subject:"Stochastischer Prozess"
~subject:"Welt"
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Stochastischer Prozess
Welt
Time series analysis
84
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40
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40
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28
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Caporin, Massimiliano
2
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Arize, Augustine Chuck
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Asai, Manabu
1
Balcilar, Mehmet
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International review of economics & finance : IREF
Journal of econometrics
79
Energy economics
56
Discussion paper / Tinbergen Institute
49
Econometric reviews
30
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
29
Economic modelling
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Economics letters
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Applied economics letters
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Econometric theory
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International journal of forecasting
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Working paper
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Econometrics : open access journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Applied economics
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CAMA working paper series
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CREATES research paper
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Journal of international money and finance
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Computational economics
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Journal of banking & finance
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Journal of applied econometrics
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CESifo working papers
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Cowles Foundation discussion paper
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SFB 649 discussion paper
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The econometrics journal
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Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Research in international business and finance
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The North American journal of economics and finance : a journal of financial economics studies
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Tinbergen Institute Discussion Paper
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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European journal of operational research : EJOR
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Finance research letters
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International Journal of Energy Economics and Policy : IJEEP
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Journal of risk and financial management : JRFM
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1
Forecasting the stock-cryptocurrency relationship : evidence from a dynamic GAS model
Ivanovski, Kris
;
Hailemariam, Abebe
- In:
International review of economics & finance : IREF
86
(
2023
),
pp. 97-111
Persistent link: https://www.econbiz.de/10014431156
Saved in:
2
Disentangling the sources of inflation synchronization : evidence from a large panel dataset
Szafranek, Karol
- In:
International review of economics & finance : IREF
76
(
2021
),
pp. 229-245
Persistent link: https://www.econbiz.de/10013175802
Saved in:
3
Global real interest rate dynamics from the late 19th century to today
Probst, Julius
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 522-547
Persistent link: https://www.econbiz.de/10012203284
Saved in:
4
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?
Caporin, Massimiliano
;
Chang, Chia-Lin
;
McAleer, Michael
- In:
International review of economics & finance : IREF
59
(
2019
),
pp. 50-70
Persistent link: https://www.econbiz.de/10012202481
Saved in:
5
Analyzing time-frequency co-movements across gold and oil prices with BRICS stock markets : a VaR based on wavelet approach
Mensi, Walid
;
Hkiri, Besma
;
Al-Yahyaee, Khamis Hamed
; …
- In:
International review of economics & finance : IREF
54
(
2018
),
pp. 74-102
Persistent link: https://www.econbiz.de/10012033348
Saved in:
6
Realized volatility transmission from crude oil to equity sectors : a study with economic significance analysis
Kumar, Dilip
- In:
International review of economics & finance : IREF
49
(
2017
),
pp. 149-167
Persistent link: https://www.econbiz.de/10011748390
Saved in:
7
Is the refining margin stationary?
Población, Javier
;
Serna, Gregorio
- In:
International review of economics & finance : IREF
44
(
2016
),
pp. 169-186
Persistent link: https://www.econbiz.de/10011626045
Saved in:
8
Mean reversion in stock prices of seven Asian stock markets : unit root test and stationary test with Fourier functions
Wang, Juan
;
Zhang, Dongxiang
;
Zhang, Jian
- In:
International review of economics & finance : IREF
37
(
2015
),
pp. 157-164
Persistent link: https://www.econbiz.de/10011538307
Saved in:
9
Forecasting value-at-risk using block structure multivariate stochastic volatility models
Asai, Manabu
;
Caporin, Massimiliano
;
McAleer, Michael
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 40-50
Persistent link: https://www.econbiz.de/10011571858
Saved in:
10
The time-varying causality between spot and futures crude oil prices : a regime switching approach
Balcilar, Mehmet
;
Gungor, Hasan
;
Hammoudeh, Shawkat
- In:
International review of economics & finance : IREF
40
(
2015
),
pp. 51-71
Persistent link: https://www.econbiz.de/10011571896
Saved in:
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