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~isPartOf:"Applied financial economics"
~subject:"Time series analysis"
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Time series analysis
Estimation
444
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444
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385
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355
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355
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330
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Gil-Alaña, Luis A.
4
Barkoulas, John T.
2
Baum, Christopher F.
2
Caporale, Guglielmo Maria
2
Cuñado Eizaguirre, Juncal
2
Gupta, Rangan
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1
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1
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1
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Applied financial economics
Economics letters
447
Applied economics
320
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
226
Applied economics letters
216
Energy economics
198
CREATES research paper
164
Computational economics
126
Working paper
112
Oxford bulletin of economics and statistics
101
International review of economics & finance : IREF
84
International Journal of Energy Economics and Policy : IJEEP
82
The North American journal of economics and finance : a journal of financial economics studies
76
EUI working paper / ECO
72
The empirical economics letters : a monthly international journal of economics
67
The review of economics and statistics
67
Cowles Foundation discussion paper
65
Cambridge working papers in economics
62
Discussion paper / Department of Economics, University of California San Diego
57
International journal of economics and financial issues : IJEFI
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Economics and finance working paper series
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International journal of economics and finance
49
International journal of finance & economics : IJFE
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Journal of monetary economics
49
Tourism economics : the business and finance of tourism and recreation
49
Econometric Institute research papers
47
Economics discussion papers
47
Discussion papers / Department of Economics, University of Copenhagen
46
Discussion paper / Suntory-Toyota International Centre for Economics and Related Disciplines
45
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
45
Jahrbücher für Nationalökonomie und Statistik
40
Working paper series in economics and finance
40
Discussion papers in economics
39
Finance and economics discussion series
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IHS economics series : working paper
38
Working paper series
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Discussion paper / Centre for Economic Policy Research
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Umeå economic studies
37
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ECONIS (ZBW)
80
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1
Predicting BRICS stock returns using ARFIMA models
Aye, Goodness C.
;
Balcilar, Mehmet
;
Gupta, Rangan
; …
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1159-1166
Persistent link: https://www.econbiz.de/10010418936
Saved in:
2
Volatility forecasting performance of two-scale realized volatility
Garg, S.
;
Vipul
- In:
Applied financial economics
24
(
2014
)
16/18
,
pp. 1111-1121
Persistent link: https://www.econbiz.de/10010418949
Saved in:
3
Revisiting purchasing power parity in African countries : panel stationary test with sharp and smooth breaks
Bahmani-Oskooee, Mohsen
;
Chang, Tsangyao
;
Wu, Tsungpao
- In:
Applied financial economics
24
(
2014
)
22/24
,
pp. 1429-1438
Persistent link: https://www.econbiz.de/10010460119
Saved in:
4
Gold prices and exchange rates : a time-varying copula analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 41-50
Persistent link: https://www.econbiz.de/10010389374
Saved in:
5
Seasonal processes in the Euro-US Dollar daily exchange rate
Cellini, Roberto
;
Cuccia, Tiziana
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 161-174
Persistent link: https://www.econbiz.de/10010391453
Saved in:
6
Revisiting serial dependence in the stock markets of the G7 countries, Portugal, Spain and Greece
Ferreira, Paulo
;
Dionísio, Andreia
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 319-331
Persistent link: https://www.econbiz.de/10010399410
Saved in:
7
Forecasting stock return volatility at the quarterly frequency : an evaluation of time series approaches
Reeves, Jonathan J.
;
Xie, Xuan
- In:
Applied financial economics
24
(
2014
)
4/6
,
pp. 347-356
Persistent link: https://www.econbiz.de/10010399705
Saved in:
8
Modelling the volatility of the Dow Jones Islamic Market World Index using a fractionally integrated time-varying GARCH (FITVGARCH) model
Nasr, Adnen Ben
;
Ajmi, Ahdi Noomen
;
Gupta, Rangan
- In:
Applied financial economics
24
(
2014
)
13/15
,
pp. 993-1004
Persistent link: https://www.econbiz.de/10010415355
Saved in:
9
Principal component measures of exchange market pressure : comparisons with variance-weighted measures
Hegerty, Scott W.
- In:
Applied financial economics
23
(
2013
)
16/18
,
pp. 1483-1495
Persistent link: https://www.econbiz.de/10010259384
Saved in:
10
Forecasting US housing starts under asymmetric loss
Pierdzioch, Christian
;
Ruelke, Jan-Christoph
; …
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 505-513
Persistent link: https://www.econbiz.de/10009718870
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