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Balboa, Marina
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Journal of Applied Econometrics
Journal of econometrics
46
Econometric theory
45
Discussion Papers / Granger Centre for Time Series Econometrics, School of Economics
37
Oxford bulletin of economics and statistics
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Department of Economics discussion paper / Department of Economics, The University of Birmingham
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Journal of Time Series Analysis
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Journal of Econometrics
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Economic research paper / Loughborough University, Department of Economics
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Journal of empirical finance
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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CREATES research paper
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Econometrics Journal
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Economic research paper / Loughborough University, Department of Economics / Loughborough University, Department of Economics
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Economics Letters
5
CREATES Research Paper
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Discussion papers / Department of Economics, University of Copenhagen
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Journal of time series econometrics
4
Queen's Economics Department working paper
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The Manchester School
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An Elgar reference collection
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Discussion papers in economics / School of Economics
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International journal of forecasting
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Journal of applied econometrics
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Univ. of Copenhagen Dept. of Economics Discussion Paper
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Applied financial economics
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CREDIT research paper
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Discussion Papers / Department of Economics and Related Studies, University of York
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Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics
Coroneo, Laura
;
Iacone, Fabrizio
- In:
Journal of Applied Econometrics
35
(
2020
)
4
,
pp. 391-409
Persistent link: https://www.econbiz.de/10012273427
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2
Multivariate fractional integration tests allowing for conditional heteroskedasticity with an application to return volatility and trading volume
Balboa, Marina
;
Rodrigues, Paulo M. M.
;
Rubia, Antonio
; …
- In:
Journal of Applied Econometrics
36
(
2021
)
5
,
pp. 544-565
Persistent link: https://www.econbiz.de/10012632810
Saved in:
3
Real‐time detection of regimes of predictability in the US equity premium
Harvey, David I.
;
Leybourne, Stephen J.
;
Sollis, Robert
; …
- In:
Journal of Applied Econometrics
36
(
2020
)
1
,
pp. 45-70
Persistent link: https://www.econbiz.de/10012273458
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