Search Results

Modelling the distributions and spatial coincidence of bluetongue vectors Culicoides imicola and the Culicoides obsoletus group throughout the Iberian peninsula

Authors: CALVETE; ESTRADA; MIRANDA; BORRÁS; CALVO; LUCIENTES

Source: Medical & Veterinary Entomology, Volume 22, Number 2, June 2008 , pp. 124-134(11)

Publisher: Blackwell Publishing

An annual cycle of vegetation in a GCM. Part II: global impacts on climate and hydrology

Authors: Lawrence, D.; Slingo, J.

Source: Climate Dynamics, Volume 22, Numbers 2-3, March 2004 , pp. 107-122(16)

Publisher: Springer

Dependence structures for multivariate high-frequency data in finance

Authors: W. Breymann; A. Dias; P. Embrechts

Source: Quantitative Finance, Volume 3, Number 1, 2003 , pp. 1-14(14)

Publisher: Routledge, part of the Taylor & Francis Group

Short-term electricity demand forecasting using double seasonal exponential smoothing

Author: Taylor J.W.

Source: Journal of the Operational Research Society, Volume 54, Number 8, August 2003 , pp. 799-805(7)

Publisher: Palgrave Macmillan

Time-series Behavior of Intra-daily Data from the Athens Stock Exchange

Authors: Markellos, Raphael N.; Siriopoulos, Costas

Source: International Transactions in Operational Research, Volume 9, Number 5, September 2002 , pp. 619-628(10)

Publisher: Blackwell Publishing

A Joint Test of the Rational Expectations-Permanent Income Hypothesis under Seasonal Cointegration

Author: Huang, Tai-Hsin

Source: Australian Economic Papers, Volume 41, Number 2, June 2002 , pp. 208-232(25)

Publisher: Blackwell Publishing

Temporal Distribution of Chaetocnema pulicaria (Coleoptera: Chrysomelidae) Populations in Iowa

Authors: Esker, P. D.; Obrycki, J.; Nutter, F. W.

Source: Journal of Economic Entomology, Volume 95, Number 4, August 2002 , pp. 739-747(9)

Publisher: Entomological Society of America

The anomalies that aren't there: the weekend, January and pre-holiday effects on the all gold index on the Johannesburg Stock Exchange 1987–1997

Authors: Coutts J.A.; Sheikh M.A.

Source: Applied Financial Economics, Volume 12, Number 12, 1 December 2002 , pp. 863-871(9)

Publisher: Routledge, part of the Taylor & Francis Group

Common features between stock returns and trading volume

Authors: Regúlez M.; Zarraga A.

Source: Applied Financial Economics, Volume 12, Number 12, 1 December 2002 , pp. 885-893(9)

Publisher: Routledge, part of the Taylor & Francis Group

Palaeotemperature calculations from the Praetiglian/Tiglian (Plio-Pleistocene) pollen record of Lieth, northern Germany: implications for the climatic evolution of NW Europe

Authors: Pross J.; Klotz S.

Source: Global and Planetary Change, Volume 34, Number 3, November 2002 , pp. 253-267(15)

Publisher: Elsevier

Modeling electricity loads in California: ARMA models with hyperbolic noise

Authors: Nowicka-Zagrajek J.; Weron R.

Source: Signal Processing, Volume 82, Number 12, December 2002 , pp. 1903-1915(13)

Publisher: Elsevier

Evolution of cannibalistic traits: scenarios derived from adaptive dynamics

Authors: Dercole F.; Rinaldi S.

Source: Theoretical Population Biology, Volume 62, Number 4, December 2002 , pp. 365-374(10)

Publisher: Academic Press

Emerging stock markets return seasonalities: the January effect and the tax-loss selling hypothesis

Authors: Fountas S.; Segredakis K. N.

Source: Applied Financial Economics, Volume 12, Number 4, 1 April 2002 , pp. 291-299(9)

Publisher: Routledge, part of the Taylor & Francis Group

Insider trading, tax-loss selling, and the turn-of-the-year effect

Authors: Hillier¹ D.; Marshall A.

Source: International Review of Financial Analysis, Volume 11, Number 1, 2002 , pp. 73-84(12)

Publisher: Elsevier

Volatility estimation on the basis of price intensities

Authors: Gerhard F.; Hautsch N.

Source: Journal of Empirical Finance, Volume 9, Number 1, January 2002 , pp. 57-89(33)

Publisher: Elsevier

KLSE Long Run Overreaction and the Chinese New-Year Effect

Authors: Ahmad, Zamri; Hussain, Simon

Source: Journal of Business Finance & Accounting, Volume 28, Numbers 1-2, January/March 2001 , pp. 63-105(43)

Publisher: Blackwell Publishing

Intra-day seasonalities on stock returns: evidence from the Turkish Stock Market

Author: Bildik R.

Source: Emerging Markets Review, Volume 2, Number 4, 1 December 2001 , pp. 387-417(31)

Publisher: Elsevier

Price spread and convenience yield behaviour in the international oil market

Authors: Milonas N. T.; Henker T.

Source: Applied Financial Economics, Volume 11, Number 1, 1 February 2001 , pp. 23-36(14)

Publisher: Routledge, part of the Taylor & Francis Group

Differentiating intraday seasonalities through wavelet multi-scaling

Authors: Gencay R.; Selcuk F.; Whitcher B.

Source: Physica A, Volume 289, Number 3, 15 January 2001 , pp. 543-556(14)

Publisher: Elsevier

Storage and Viability of a Fishery with Resource and Market Dephased Seasonalities

Authors: Béné C.; Doyen L.

Source: Environmental and Resource Economics, Volume 15, Number 1, January 2000 , pp. 1-26(26)

Publisher: Springer