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subject:"Capital income"
subject:"Zeitreihenanalyse"
~isPartOf:"Journal of econometrics"
~isPartOf:"The journal of finance : the journal of the American Finance Association"
~person:"Hallin, Marc"
~person:"Titman, Sheridan"
~subject:"Theorie"
~subject:"Volatilität"
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Capital income
Zeitreihenanalyse
Theorie
Volatilität
Theory
16
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5
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5
Börsenkurs
4
Share price
4
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Hallin, Marc
Titman, Sheridan
Phillips, Peter C. B.
36
Aït-Sahalia, Yacine
16
Ghysels, Eric
16
Koop, Gary
16
Lee, Lung-fei
16
Swanson, Norman R.
16
Yu, Jun
16
Gouriéroux, Christian
15
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15
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14
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14
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13
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12
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12
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12
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11
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11
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11
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11
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11
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11
Xiao, Zhijie
11
Corradi, Valentina
10
Hsiao, Cheng
10
Whang, Yoon-jae
10
Brennan, Michael J.
9
Dufour, Jean-Marie
9
Hong, Yongmiao
9
Li, Qi
9
Lo, Andrew W.
9
Lütkepohl, Helmut
9
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9
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9
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9
Tsionas, Efthymios G.
9
White, Halbert
9
Baltagi, Badi H.
8
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8
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8
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Journal of econometrics
The journal of finance : the journal of the American Finance Association
ECARES working paper
33
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10
Working paper / National Bureau of Economic Research, Inc.
7
NBER Working Paper
6
Discussion paper / Center for Economic Research, Tilburg University
5
The review of financial studies
5
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3
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2
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ECONIS (ZBW)
16
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1
Time-varying general dynamic factor models and the measurement of financial connectedness
Barigozzi, Matteo
;
Hallin, Marc
;
Soccorsi, Stefano
; …
- In:
Journal of econometrics
222
(
2021
)
1,2
,
pp. 324-343
Persistent link: https://www.econbiz.de/10012619427
Saved in:
2
Generalized dynamic factor models and volatilities : consistency, rates, and prediction intervals
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
216
(
2020
)
1
,
pp. 4-34
Persistent link: https://www.econbiz.de/10012439634
Saved in:
3
R-estimation in semiparametric dynamic location-scale models
Hallin, Marc
;
La Vecchia, Davide
- In:
Journal of econometrics
196
(
2017
)
2
,
pp. 222-247
Persistent link: https://www.econbiz.de/10011818285
Saved in:
4
Generalized dynamic factor models and volatilities : estimation and forecasting
Barigozzi, Matteo
;
Hallin, Marc
- In:
Journal of econometrics
201
(
2017
)
2
,
pp. 307-321
Persistent link: https://www.econbiz.de/10011920497
Saved in:
5
Financial markets and investment externalities
Titman, Sheridan
- In:
The journal of finance : the journal of the American …
68
(
2013
)
4
,
pp. 1307-1329
Persistent link: https://www.econbiz.de/10009790997
Saved in:
6
Pseudo-Gaussian and rank-based optimal tests for random individual effects in large small panels
Bennala, Nezar
;
Hallin, Marc
;
Paindaveine, Davy
- In:
Journal of econometrics
170
(
2012
)
1
,
pp. 50-67
Persistent link: https://www.econbiz.de/10009673156
Saved in:
7
A class of simple distribution-free-rank-based unit root tests
Hallin, Marc
;
Akker, Ramon van den
;
Werker, Bas J. M.
- In:
Journal of econometrics
163
(
2011
)
2
,
pp. 200-214
Persistent link: https://www.econbiz.de/10009270609
Saved in:
8
Financial constraints, competition, and hedging in industry equilibrium
Adam, Tim
;
Dasgupta, Sudipto
;
Titman, Sheridan
- In:
The journal of finance : the journal of the American …
62
(
2007
)
5
,
pp. 2445-2473
Persistent link: https://www.econbiz.de/10003550286
Saved in:
9
Market imperfections, investment flexibility, and default spreads
Titman, Sheridan
;
Tompaidis, Stathis
;
Tsyplakov, Sergey
- In:
The journal of finance : the journal of the American …
59
(
2004
)
1
,
pp. 165-205
Persistent link: https://www.econbiz.de/10001930404
Saved in:
10
Feedback from stock prices to cash flows
Subrahmanyam, Avanidhar
;
Titman, Sheridan
- In:
The journal of finance : the journal of the American …
56
(
2001
)
6
,
pp. 2389-2413
Persistent link: https://www.econbiz.de/10001631759
Saved in:
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