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person:"Eichenbaum, Martin S."
subject:"USA"
~accessRights:"free"
~isPartOf:"CREATES research paper"
~person:"Hautsch, Nikolaus"
~person:"Koopman, Siem Jan"
~person:"Todorov, Viktor"
~subject:"Economic dynamics"
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Economic dynamics
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Eichenbaum, Martin S.
Hautsch, Nikolaus
Koopman, Siem Jan
Todorov, Viktor
Bollerslev, Tim
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CREATES research paper
Discussion paper / Tinbergen Institute
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Estimation of jump tails
Bollerslev, Tim
;
Todorov, Viktor
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2010
Persistent link: https://www.econbiz.de/10003959796
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2
Pre-averaging based estimation of quadratic variation in the presence of noise and jumps : theory, implementation, and empirical evidence
Hautsch, Nikolaus
;
Podolskij, Mark
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2010
Persistent link: https://www.econbiz.de/10008651782
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3
Tails, fears and risk premia
Bollerslev, Tim
;
Todorov, Viktor
-
2009
Persistent link: https://www.econbiz.de/10003849565
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4
Dynamic factor models with smooth loadings for analyzing the term structure of interest rates
Jungbacker, Borus
;
Koopman, Siem Jan
;
Wel, Michel van der
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2009
Persistent link: https://www.econbiz.de/10003875669
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