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person:"Gil-Alaña, Luis A."
~isPartOf:"Finance research letters"
~isPartOf:"Working papers / University of Connecticut, Department of Economics"
~person:"Heckman, James J."
~subject:"Multivariate Verteilung"
~subject:"Persistence"
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Multivariate Verteilung
Persistence
Estimation
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Gil-Alaña, Luis A.
Heckman, James J.
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Caporale, Guglielmo Maria
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Finance research letters
Working papers / University of Connecticut, Department of Economics
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association
3
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Journal of economics and finance : JEF
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Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX : evidence using Markov-switching copulas
Abakah, Emmanuel Joel Aikins
;
Tiwari, Aviral Kumar
; …
- In:
Finance research letters
47
(
2022
)
1
,
pp. 1-8
Persistent link: https://www.econbiz.de/10013455804
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2
Modeling U.S. historical time-series prices and inflation using various linear and nonlinear long-memory approaches
Canarella, Giorgio
;
Gil-Alaña, Luis A.
;
Gupta, Rangan
; …
-
2017
Persistent link: https://www.econbiz.de/10011687773
Saved in:
3
Is market fear persistent? : a long-memory analysis
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
; …
- In:
Finance research letters
27
(
2018
),
pp. 140-147
Persistent link: https://www.econbiz.de/10012006763
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