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isPartOf:"Journal of applied econometrics"
subject:"Lohnstruktur"
~isPartOf:"Journal of econometrics"
~person:"Asai, Manabu"
~person:"Lucas, André"
~subject:"Markov-Kette"
~subject:"Theorie"
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Lohnstruktur
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5
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5
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2
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2
Leverage effects
2
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Asai, Manabu
Lucas, André
Pesaran, M. Hashem
7
Koop, Gary
6
Phillips, Peter C. B.
6
Aït-Sahalia, Yacine
4
Clark, Todd E.
4
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Marcellino, Massimiliano
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Journal of applied econometrics
Journal of econometrics
Discussion paper / Tinbergen Institute
13
Econometric reviews
2
Journal of financial econometrics : official journal of the Society for Financial Econometrics
2
Sveriges Riksbank working paper series
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Rotterdam Institute for Business Economic Studies
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ECONIS (ZBW)
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1
Modeling financial sector joint tail risk in the Euro Area
Lucas, André
;
Schwaab, Bernd
;
Zhang, Xin
- In:
Journal of applied econometrics
32
(
2017
)
1
,
pp. 171-191
Persistent link: https://www.econbiz.de/10011688510
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2
Joint Bayesian analysis of oarameters and states in nonlinear non‐Gaussian state space models
Barra, István
;
Hoogerheide, Lennart
;
Koopman, Siem Jan
; …
- In:
Journal of applied econometrics
32
(
2017
)
5
,
pp. 1003-1026
Persistent link: https://www.econbiz.de/10011862307
Saved in:
3
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
4
Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 436-446
Persistent link: https://www.econbiz.de/10011499703
Saved in:
5
Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance
Asai, Manabu
;
McAleer, Michael
- In:
Journal of econometrics
189
(
2015
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10011504522
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