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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"Annales d'économie et de statistique"
~isPartOf:"CAMA working paper series"
~isPartOf:"Journal of empirical finance"
~person:"Beine, Michel"
~person:"Campbell, John Y."
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Phillips, Peter C. B."
~subject:"Time varying parameters"
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Newbold, Paul
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5
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Annales d'économie et de statistique
CAMA working paper series
Journal of empirical finance
Cowles Foundation discussion paper
44
Journal of econometrics
20
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
9
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1
Time varying cointegration and the UK great ratios
Kapetanios, George
;
Millard, Stephen Patrick
;
Petrova, …
-
2018
Persistent link: https://www.econbiz.de/10012203995
Saved in:
2
Asset pricing with financial bubble risk
Lee, Ji Hyung
;
Phillips, Peter C. B.
- In:
Journal of empirical finance
38
(
2016
),
pp. 590-622
Persistent link: https://www.econbiz.de/10011663380
Saved in:
3
A time varying DSGE model with financial frictions
Galvão, Ana Beatriz C.
;
Giraitis, Liudas
;
Kapetanios, …
- In:
Journal of empirical finance
38
(
2016
),
pp. 690-716
Persistent link: https://www.econbiz.de/10011663775
Saved in:
4
Level shifts in stock returns driven by large shocks
Dendramis, Yiannis
;
Kapetanios, George
;
Tzavalis, Elias
- In:
Journal of empirical finance
29
(
2014
),
pp. 41-51
Persistent link: https://www.econbiz.de/10011300506
Saved in:
5
Why long horizons? : A study of power against persistent alternatives
Campbell, John Y.
- In:
Journal of empirical finance
8
(
2001
)
5
,
pp. 459-491
Persistent link: https://www.econbiz.de/10001655350
Saved in:
6
Inference in codependence : some Monte Carlo results and applications
Beine, Michel
;
Hecq, Alain W. J.
- In:
Annales d'économie et de statistique
(
1999
),
pp. 69-90
Persistent link: https://www.econbiz.de/10001565468
Saved in:
7
The relationship between GARCH and symmetric stable processes : finding the source of fat tails in financial data
Ghose, Devajyoti
- In:
Journal of empirical finance
2
(
1995
)
3
,
pp. 225-251
Persistent link: https://www.econbiz.de/10001203344
Saved in:
8
Testing the covariance stationarity of heavy-tailed time series : an overview of the theory with applications to several financial datasets
Loretan, Mico
- In:
Journal of empirical finance
1
(
1993
)
2
,
pp. 211-248
Persistent link: https://www.econbiz.de/10001158653
Saved in:
9
Racines unitaires en macroéconomie : le cas multidimensionnel
Perron, Pierre
- In:
Annales d'économie et de statistique
(
1992
),
pp. 1-50
Persistent link: https://www.econbiz.de/10001133662
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