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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Della Corte, Pasquale"
~person:"Harvey, Andrew C."
~subject:"Schätzung"
~subject:"Welt"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
Zeitreihenanalyse
Schätzung
Welt
Theorie
33
Theory
33
Time series analysis
22
Exchange rate
9
Wechselkurs
9
Volatility
8
Volatilität
8
Estimation
7
Estimation theory
7
Schätztheorie
7
State space model
6
Zustandsraummodell
6
Risikoprämie
5
Risk premium
5
Großbritannien
4
Random Walk
4
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4
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4
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Country risk
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29
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Della Corte, Pasquale
Harvey, Andrew C.
Phillips, Peter C. B.
66
Franses, Philip Hans
60
Gil-Alaña, Luis A.
55
Gupta, Rangan
42
Caporale, Guglielmo Maria
38
Koop, Gary
32
Taylor, Robert
30
Ghysels, Eric
29
Kumbhakar, Subal
29
Leybourne, Stephen James
29
Perron, Pierre
29
Serletis, Apostolos
29
Timmermann, Allan
29
Koopman, Siem Jan
27
Moosa, Imad A.
27
Pesaran, M. Hashem
27
Granger, C. W. J.
25
Hendry, David F.
25
Hong, Yongmiao
25
Lütkepohl, Helmut
25
McAleer, Michael
25
Bollerslev, Tim
24
Engle, Robert F.
24
Herwartz, Helmut
24
Mills, Terence C.
23
Wohar, Mark E.
23
Bahmani-Oskooee, Mohsen
22
Hecq, Alain W. J.
22
Taylor, Mark P.
22
Chang, Tsangyao
21
Peel, David
21
Diebold, Francis X.
20
Engsted, Tom
20
Fabozzi, Frank J.
20
Marcellino, Massimiliano
20
Newbold, Paul
20
Satchell, Stephen
20
Hassler, Uwe
19
Hyndman, Rob J.
19
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Journal of econometrics
3
Journal of financial economics
3
Journal of applied econometrics
2
The economic journal : the journal of the Royal Economic Society
2
Advances in econometrics
1
Cambridge working papers in economics
1
Econometric theory
1
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1
International statistical review : a journal of the International Statistical Institute and its associations
1
Journal of economic dynamics & control
1
Journal of economic literature
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Journal of forecasting
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
National Institute economic review : journal of the National Institute of Economic and Social Research
1
On modelling the long run in applied economics
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The econometrics journal
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ECONIS (ZBW)
29
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1
Time series modelling of epidemics : leading indicators, control groups and policy assessment
Harvey, Andrew C.
- In:
National Institute economic review : journal of the …
257
(
2021
),
pp. 83-100
Persistent link: https://www.econbiz.de/10012656420
Saved in:
2
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
- In:
Journal of econometrics
237
(
2023
)
2,2
,
pp. 1-14
Persistent link: https://www.econbiz.de/10014471522
Saved in:
3
A credit-based theory of the currency risk premium
Della Corte, Pasquale
;
Jeanneret, Alexandre
;
Patelli, …
- In:
Journal of financial economics
149
(
2023
)
3
,
pp. 473-496
Persistent link: https://www.econbiz.de/10014420543
Saved in:
4
Exchange rates and sovereign risk
Della Corte, Pasquale
;
Sarno, Lucio
;
Schmeling, Maik
; …
- In:
Management science : journal of the Institute for …
68
(
2022
)
8
,
pp. 5591-5617
Persistent link: https://www.econbiz.de/10013370992
Saved in:
5
Score-driven models for realized volatility
Harvey, Andrew C.
;
Palumbo, Dario
-
2019
Persistent link: https://www.econbiz.de/10012703124
Saved in:
6
The cross-section of currency volatility premia
Della Corte, Pasquale
;
Kozhan, Roman
;
Neuberger, Anthony
- In:
Journal of financial economics
139
(
2021
)
3
,
pp. 950-970
Persistent link: https://www.econbiz.de/10012693854
Saved in:
7
Volatility risk premia and exchange rate predictability
Della Corte, Pasquale
;
Ramadorai, Tarun
;
Sarno, Lucio
- In:
Journal of financial economics
120
(
2016
)
1
,
pp. 21-40
Persistent link: https://www.econbiz.de/10011590062
Saved in:
8
[Rezension von: Harvey, Andrew C., Dynamic models for volatility and heavy tails, with applications to financial and economic time series]
Teräsvirta, Timo
- In:
Journal of economic literature
51
(
2013
)
4
,
pp. 1190-1192
Persistent link: https://www.econbiz.de/10010477804
Saved in:
9
When is a copula constant? : a test for changing relationships
Busetti, Fabio
;
Harvey, Andrew C.
- In:
Journal of financial econometrics : official journal of …
9
(
2011
)
1
,
pp. 106-131
Persistent link: https://www.econbiz.de/10009125155
Saved in:
10
General model-based filters for extracting cycles and trends in economic time series
Harvey, Andrew C.
;
Trimbur, Thomas M.
- In:
The review of economics and statistics
85
(
2003
)
2
,
pp. 244-255
Persistent link: https://www.econbiz.de/10001762174
Saved in:
1
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