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~isPartOf:"International review of financial analysis"
~subject:"Schätzung"
~subject:"USA"
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Search: subject_exact:"State space model"
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State space model
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Bahcivan, Hulusi
1
Calice, Giovanni
1
Cowan, Adrian M.
1
Hearn, Bruce
1
Hong, KiHoon
1
Huang, Shupei
1
Huang, Xiaohong
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International review of financial analysis
Economic modelling
34
Discussion paper / Tinbergen Institute
29
Applied economics
19
CAMA working paper series
19
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
17
Journal of economic dynamics & control
17
Energy economics
15
International journal of forecasting
15
Journal of econometrics
15
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
14
The North American journal of economics and finance : a journal of financial economics studies
14
Applied economics letters
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CESifo working papers
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Economics letters
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Finance and economics discussion series
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Finance research letters
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International review of economics & finance : IREF
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
11
Working paper
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Journal of forecasting
10
Journal of macroeconomics
10
Macroeconomic dynamics
10
Econometric reviews
9
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets
8
Journal of empirical finance
8
The empirical economics letters : a monthly international journal of economics
8
Discussion paper / Centre for Economic Policy Research
7
Econometrics : open access journal
7
Empirical economics : a quarterly journal of the Institute for Advanced Studies
7
International journal of finance & economics : IJFE
7
Iranian economic review : journal of University of Tehran
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Working paper series / European Central Bank
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CREATES research paper
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ECONIS (ZBW)
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1
High frequency correlation dynamics and day-of-the-week effect : a score-driven approach in an emerging market stock exchange
Bahcivan, Hulusi
;
Karahan, Cenk C.
- In:
International review of financial analysis
80
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013366247
Saved in:
2
Stock price default boundary : a Black-Cox model approach
Shi, Yunkun
;
Stasinakis, Charalampos
;
Xu, Yaofei
;
Yan, Cheng
- In:
International review of financial analysis
83
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013455157
Saved in:
3
Identifying the comovement of price between China's and international crude oil futures : a time-frequency perspective
Huang, Xiaohong
;
Huang, Shupei
- In:
International review of financial analysis
72
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012437245
Saved in:
4
The roles of past returns and firm fundamentals in driving US stock price movements
Hong, KiHoon
;
Wu, Eliza
- In:
International review of financial analysis
43
(
2016
),
pp. 62-75
Persistent link: https://www.econbiz.de/10011623714
Saved in:
5
A Markov switching unobserved component analysis of the CDX index term premium
Calice, Giovanni
;
Ioannidis, Christos
;
Miao, Rong Hui
- In:
International review of financial analysis
44
(
2016
),
pp. 189-204
Persistent link: https://www.econbiz.de/10011623992
Saved in:
6
Modelling the UK and Euro yield curves using the generalized Vasicek model : empirical results fron panel data for one and two factor models
Nowman, Khalid Ben
- In:
International review of financial analysis
19
(
2010
)
5
,
pp. 334-341
Persistent link: https://www.econbiz.de/10009272649
Saved in:
7
Time varying size and liquidity effects in South Asian equity markets : a study of blue-chip industry stocks
Hearn, Bruce
- In:
International review of financial analysis
19
(
2010
)
4
,
pp. 242-257
Persistent link: https://www.econbiz.de/10009272669
Saved in:
8
An unobserved component model of asset pricing across financial markets
Cowan, Adrian M.
;
Joutz, Frederick L.
- In:
International review of financial analysis
15
(
2006
)
1
,
pp. 86-107
Persistent link: https://www.econbiz.de/10003286083
Saved in:
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