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person:"Kapetanios, George"
~isPartOf:"Economics letters"
~person:"Koopman, Siem Jan"
~person:"Maravall Herrero, Agustín"
~subject:"Cointegration"
~subject:"Schätztheorie"
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Kapetanios, George
Koopman, Siem Jan
Maravall Herrero, Agustín
Hassler, Uwe
6
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Time-varying cointegration with an application to the UK Great Ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
- In:
Economics letters
193
(
2020
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012509073
Saved in:
2
A factor approach to realized volatility forecasting in the presence of finite jumps and cross-sectional correlation in pricing errors
Atak, Alev
;
Kapetanios, George
- In:
Economics letters
120
(
2013
)
2
,
pp. 224-228
Persistent link: https://www.econbiz.de/10010128339
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