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person:"Newbold, Paul"
subject:"Zeitreihenanalyse"
~isPartOf:"CAMA working paper series"
~isPartOf:"CESifo Working Paper"
~isPartOf:"Econometric reviews"
~isPartOf:"Journal of empirical finance"
~person:"An, Sungbae"
~person:"Ashley, Richard A."
~person:"Baillie, Richard"
~person:"Bernardi, Mauro"
~person:"Dagum, Estela Bee"
~person:"Franses, Philip Hans"
~person:"Ghose, Devajyoti"
~person:"Kapetanios, George"
~person:"Pesaran, M. Hashem"
~person:"Spanos, Aris"
~person:"Wang, Yudong"
~subject:"Autokorrelation"
~subject:"Bayes-Statistik"
~subject:"Economic forecast"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Heteroscedasticity"
~subject:"Portfolio-Management"
~subject:"Time varying parameters"
~type_genre:"Aufsatz in Zeitschrift"
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Zeitreihenanalyse
Autokorrelation
Bayes-Statistik
Economic forecast
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Heteroscedasticity
Portfolio-Management
Time varying parameters
Theorie
45
Theory
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Newbold, Paul
An, Sungbae
Ashley, Richard A.
Baillie, Richard
Bernardi, Mauro
Dagum, Estela Bee
Franses, Philip Hans
Ghose, Devajyoti
Kapetanios, George
Pesaran, M. Hashem
Spanos, Aris
Wang, Yudong
Phillips, Peter C. B.
8
Taylor, Robert
8
Harvey, David I.
6
Leybourne, Stephen James
6
Maasoumi, Esfandiar
6
McAleer, Michael
6
Ullah, Aman
6
Kilian, Lutz
5
Schorfheide, Frank
5
Andreou, Elena
4
Bera, Anil K.
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Gouriéroux, Christian
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Koop, Gary
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Kumbhakar, Subal
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Nijman, Theodore E.
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Psaradakis, Zacharias G.
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Cavaliere, Giuseppe
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Dijk, Herman K. van
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Fiebig, Denzil G.
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Granger, C. W. J.
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Hendry, David F.
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Herwartz, Helmut
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King, Maxwell L.
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Lee, Tae-hwy
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Lopes, Hedibert Freitas
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Lucas, André
3
Orme, Chris D.
3
Proietti, Tommaso
3
Soofi, Ehsan S.
3
Steel, Mark F. J.
3
Tzavalis, Elias
3
Verbeek, Marno
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10
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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Insurance / Mathematics & economics
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Journal of economic growth
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ECONIS (ZBW)
36
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1
Dynamic portfolio allocation with time-varying jump risk
Zhou, Chunyang
;
Wu, Chongfeng
;
Wang, Yudong
- In:
Journal of empirical finance
50
(
2019
),
pp. 113-124
Persistent link: https://www.econbiz.de/10012169946
Saved in:
2
Momentum of return predictability
Wang, Yudong
;
Liu, Li
;
Ma, Feng
;
Diao, Xundi
- In:
Journal of empirical finance
45
(
2018
),
pp. 141-156
Persistent link: https://www.econbiz.de/10012102447
Saved in:
3
Portfolio optimisation under flexible dynamic dependence modelling
Bernardi, Mauro
;
Catania, Leopoldo
- In:
Journal of empirical finance
48
(
2018
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012109219
Saved in:
4
Multiple risk measures for multivariate dynamic heavy-tailed models
Bernardi, Mauro
;
Maruotti, Antonello
;
Petrella, Lea
- In:
Journal of empirical finance
43
(
2017
),
pp. 1-32
Persistent link: https://www.econbiz.de/10011817885
Saved in:
5
Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model
Pan, Zhiyuan
;
Wang, Yudong
;
Wu, Chongfeng
;
Yin, Libo
- In:
Journal of empirical finance
43
(
2017
),
pp. 130-142
Persistent link: https://www.econbiz.de/10011817944
Saved in:
6
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:
7
Assessing Euro crises from a time varying international CAPM approach
Baillie, Richard
;
Cho, Dooyeon
- In:
Journal of empirical finance
39
(
2016
),
pp. 197-208
Persistent link: https://www.econbiz.de/10011663843
Saved in:
8
Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions
Baillie, Richard
;
Kim, Kun Ho
- In:
Journal of empirical finance
34
(
2015
),
pp. 99-111
Persistent link: https://www.econbiz.de/10011557073
Saved in:
9
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:
10
A review of some modern approaches to the problem of trend extraction
Alexandrov, Theodore
;
Bianconcini, Silvia
;
Dagum, Estela Bee
- In:
Econometric reviews
31
(
2012
)
4/6
,
pp. 593-624
Persistent link: https://www.econbiz.de/10009539678
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