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subject:"Capital income"
subject:"Zeitreihenanalyse"
~accessRights:"free"
~accessRights:"restricted"
~isPartOf:"Journal of econometrics"
~person:"Blasques, Francisco"
~person:"Swanson, Norman R."
~subject:"Statistischer Test"
~subject:"Volatility"
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Capital income
Zeitreihenanalyse
Statistischer Test
Volatility
Theorie
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Blasques, Francisco
Swanson, Norman R.
Yu, Jun
5
Aït-Sahalia, Yacine
4
Barigozzi, Matteo
4
Chen, Rong
4
Hallin, Marc
4
Koop, Gary
4
Phillips, Peter C. B.
4
Asai, Manabu
3
Cavaliere, Giuseppe
3
Chan, Joshua
3
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3
Linton, Oliver
3
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3
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3
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3
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3
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3
Xiu, Dacheng
3
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3
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2
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2
Chang, Yoosoon
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Christensen, Kim
2
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2
Fan, Yanqin
2
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Koo, Bonsoo
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Lieberman, Offer
2
Liu, Xialu
2
Livieri, Giulia
2
Lu, Ye
2
Pelger, Markus
2
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2
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Journal of econometrics
Discussion paper / Tinbergen Institute
12
Working papers / Rutgers University, Department of Economics
12
Working papers / Federal Reserve Bank of Philadelphia, Research Department
4
Tinbergen Institute Discussion Paper
3
International journal of forecasting
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Econometrics : open access journal
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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International review of economics & finance : IREF
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Macroeconomic forecasting in the era of big data : theory and practice
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TI 2017-050/III, Tinbergen Institute Discussion Paper
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Stochastic properties of nonlinear locally-nonstationary filters
Blasques, Francisco
;
Nientker, Marc
- In:
Journal of econometrics
235
(
2023
)
2
,
pp. 2082-2095
Persistent link: https://www.econbiz.de/10014471445
Saved in:
2
Spillover dynamics for systemic risk measurement using spatial financial time series models
Blasques, Francisco
;
Koopman, Siem Jan
;
Lucas, André
; …
- In:
Journal of econometrics
195
(
2016
)
2
,
pp. 211-223
Persistent link: https://www.econbiz.de/10011705251
Saved in:
3
Empirical evidence on the importance of aggregation, asymmetry, and jumps for volatility prediction
Duong, Diep
;
Swanson, Norman R.
- In:
Journal of econometrics
187
(
2015
)
2
,
pp. 606-621
Persistent link: https://www.econbiz.de/10011499786
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