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~isPartOf:"The European journal of finance"
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The European journal of finance
Discussion paper / Tinbergen Institute
96
Economic modelling
80
Economics letters
55
International journal of forecasting
55
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54
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53
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36
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35
Working paper / Department of Econometrics and Business Statistics, Monash University
35
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
33
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
32
Tinbergen Institute Discussion Paper
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International review of economics & finance : IREF
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The North American journal of economics and finance : a journal of financial economics studies
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1
Gaussian models for Euro high grade government yields
Realdon, Marco
- In:
The European journal of finance
23
(
2017
)
13/15
,
pp. 1468-1511
Persistent link: https://www.econbiz.de/10012014691
Saved in:
2
Implied liquidity risk premium in the term structure of sovereign credit default swap and bond spreads
Badaoui, Saad
;
Cathcart, Lara
;
Jahel, Lina el
- In:
The European journal of finance
22
(
2016
)
10/12
,
pp. 825-853
Persistent link: https://www.econbiz.de/10011715207
Saved in:
3
Commodity futures returns : more memory than you might think!
Coakley, Jerry
;
Kellard, Neil
;
Wang, Jian
- In:
The European journal of finance
22
(
2016
)
13/15
,
pp. 1457-1483
Persistent link: https://www.econbiz.de/10011715477
Saved in:
4
How beneficial is international stock market information in domestic stock market trading?
Ibrahim, Boulis Maher
;
Brzeszczyński, Janusz
- In:
The European journal of finance
20
(
2014
)
1/3
,
pp. 201-231
Persistent link: https://www.econbiz.de/10010462122
Saved in:
5
Co-movement of the Finnish and international stock markets : a wavelet analysis
Graham, M.
;
Nikkinen, Jussi
- In:
The European journal of finance
17
(
2011
)
5/6
,
pp. 409-425
Persistent link: https://www.econbiz.de/10009155387
Saved in:
6
Forecasting the weekly time-varying beta of UK firms : GARCH models vs. Kalman filter method
Choudhry, Taufiq
;
Wu, Hao
- In:
The European journal of finance
15
(
2009
)
3/4
,
pp. 437-444
Persistent link: https://www.econbiz.de/10003875496
Saved in:
7
Time-varying beta risk of Pan-European industry portfolios : a comparison of alternative modeling techniques
Mergner, Sascha
;
Bulla, Jan
- In:
The European journal of finance
14
(
2008
)
7/8
,
pp. 771-802
Persistent link: https://www.econbiz.de/10003816568
Saved in:
8
Return-based style analysis with time-varying exposures
Swinkels, Laurens
;
Sluis, Pieter J. van der
- In:
The European journal of finance
12
(
2006
)
6/7
,
pp. 529-552
Persistent link: https://www.econbiz.de/10003382844
Saved in:
9
Time-varying country risk : an assessment of alternative modelling techniques
Brooks, Robert
;
Faff, Robert W.
;
McKenzie, Michael D.
- In:
The European journal of finance
8
(
2002
)
3
,
pp. 249-274
Persistent link: https://www.econbiz.de/10001704466
Saved in:
10
Dynamic local models for segmentation and prediction of financial time series
Azzouzi, Mehdi
;
Nabney, Ian T.
- In:
The European journal of finance
7
(
2001
)
4
,
pp. 289-311
Persistent link: https://www.econbiz.de/10001627631
Saved in:
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