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person:"Hess, Dieter"
subject:"Börsenkurs"
~isPartOf:"Discussion papers / CEPR"
~isPartOf:"Journal of business & economic statistics : JBES ; a publication of the American Statistical Association"
~person:"Chiang, Thomas C."
~person:"Chinn, Menzie David"
~person:"Delle Monache, Davide"
~person:"Koopman, Siem Jan"
~person:"Ludvigson, Sydney C."
~person:"McMillan, David G."
~person:"Wohar, Mark E."
~subject:"Faktorenanalyse"
~subject:"Marktmikrostruktur"
~subject:"USA"
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Börsenkurs
Faktorenanalyse
Marktmikrostruktur
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Estimation
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4
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Hess, Dieter
Chiang, Thomas C.
Chinn, Menzie David
Delle Monache, Davide
Koopman, Siem Jan
Ludvigson, Sydney C.
McMillan, David G.
Wohar, Mark E.
Marcellino, Massimiliano
4
Forni, Mario
3
Gambetti, Luca
3
Petrella, Ivan
3
Venditti, Fabrizio
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Bianchi, Daniele
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Cheung, Ying Lun
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Jacobs, Kris
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Koop, Gary
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Lettau, Martin
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Yamagata, Takashi
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Discussion papers / CEPR
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
Discussion paper / Tinbergen Institute
23
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13
International review of economics & finance : IREF
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ECONIS (ZBW)
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1
Monetary-based asset pricing : a mixed-frequency structural approach
Bianchi, Francesco
;
Ludvigson, Sydney C.
;
Ma, Sai
-
2022
Persistent link: https://www.econbiz.de/10013271513
Saved in:
2
Price dividend ratio and long-run stock returns : a score-driven state space model
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1054-1065
Persistent link: https://www.econbiz.de/10012653225
Saved in:
3
Price dividend ratio and long-run stock returns : a score driven state space model
Delle Monache, Davide
;
Petrella, Ivan
;
Venditti, Fabrizio
-
2019
Persistent link: https://www.econbiz.de/10012205777
Saved in:
4
How the wealth was won : factor shares as market fundamentals
Lettau, Martin
;
Ludvigson, Sydney C.
;
Greenwald, Daniel L.
-
2019
Persistent link: https://www.econbiz.de/10012210013
Saved in:
5
Dynamic factor models with macro, frailty, and industry effects for US default counts : the credit crisis of 2008
Koopman, Siem Jan
;
Lucas, André
;
Schwaab, Bernd
- In:
Journal of business & economic statistics : JBES ; a …
30
(
2012
)
4
,
pp. 521-532
Persistent link: https://www.econbiz.de/10009667047
Saved in:
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