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~person:"Alves, Carlos"
~person:"Taylor, Robert"
~subject:"Seasonal variations"
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Search: subject_exact:"Saisonnormale"
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Seasonal variations
Saisonkomponente
13
Seasonal component
13
Einheitswurzeltest
11
Unit root test
11
Theorie
8
Theory
8
Time series analysis
8
Zeitreihenanalyse
8
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6
Aktienindex
2
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2
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2
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Alves, Carlos
Taylor, Robert
Koopman, Siem Jan
10
Hindrayanto, Irma
8
Osborn, Denise R.
8
Abeln, Barend
7
Jacobs, Jan
7
McElroy, Tucker
6
Ooms, Marius
6
Gil-Alaña, Luis A.
5
Harvey, Andrew C.
5
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5
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4
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4
Ghysels, Eric
4
Ollech, Daniel
4
Phillips, Keith R.
4
Wang, Jianguo
4
Webel, Karsten
4
Camacho, Maximo
3
Findley, David F.
3
Keloharju, Matti
3
Miller, Don M.
3
Pierce, David A.
3
Rodrigues, Paulo M. M.
3
Scott, Andrew
3
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3
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3
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2
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2
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2
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2
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2
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2
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2
Fodor, Andy
2
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1
Evidence of idiosyncratic seasonality in ETFs performance
Alves, Carlos
;
Reis, Duarte André de Castro
-
2018
-
Version: January 2018
Persistent link: https://www.econbiz.de/10011879147
Saved in:
2
Exposition of evidence for idiosyncratic versus induced seasonality in ETF performance
Alves, Carlos
;
Reis, Duarte André de Castro
- In:
Applied economics letters
27
(
2020
)
1
,
pp. 14-18
Persistent link: https://www.econbiz.de/10012205362
Saved in:
3
Robust tests for deterministic seasonality and seasonal mean shifts
Astill, S.
;
Taylor, Robert
- In:
The econometrics journal
21
(
2018
)
3
,
pp. 277-297
Persistent link: https://www.econbiz.de/10012166629
Saved in:
4
Semi-parametric seasonal unit root tests
Barrio Castro, Tomás del
;
Rodrigues, Paulo M. M.
; …
- In:
Econometric theory
34
(
2018
)
2
,
pp. 447-476
Persistent link: https://www.econbiz.de/10011950979
Saved in:
5
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Barrio Castro, Tomás del
;
Osborn, Denise R.
;
Taylor, Robert
- In:
Econometric reviews
35
(
2016
)
1/4
,
pp. 122-168
Persistent link: https://www.econbiz.de/10011549897
Saved in:
6
The performance of lag selection and detrending methods for HEGY seasonal unit root tests
Castro, Tomás del Barrio
;
Osborn, Denise R.
;
Taylor, Robert
-
2012
Persistent link: https://www.econbiz.de/10009659181
Saved in:
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