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subject:"Capital income"
subject:"Zeitreihenanalyse"
~person:"Engle, Robert F."
~person:"Peel, David"
~source:"econis"
~subject:"Schätzung"
~type_genre:"Aufsatz in Zeitschrift"
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Capital income
Zeitreihenanalyse
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Theorie
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26
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Engle, Robert F.
Peel, David
Phillips, Peter C. B.
65
Franses, Philip Hans
59
Gil-Alaña, Luis A.
55
Gupta, Rangan
41
Caporale, Guglielmo Maria
37
Koop, Gary
31
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Ghysels, Eric
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Perron, Pierre
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Pesaran, M. Hashem
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Lütkepohl, Helmut
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19
Hyndman, Rob J.
19
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19
Satchell, Stephen
19
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19
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
5
Economics letters
4
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
3
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ECONIS (ZBW)
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1
Large dynamic covariance matrices : enhancements based on intraday data
De Nard, Gianluca
;
Engle, Robert F.
;
Ledoit, Olivier
; …
- In:
Journal of banking & finance
138
(
2022
),
pp. 1-16
Persistent link: https://www.econbiz.de/10013461761
Saved in:
2
Large dynamic covariance matrices
Engle, Robert F.
;
Ledoit, Olivier
;
Wolf, Michael
- In:
Journal of business & economic statistics : JBES ; a …
37
(
2019
)
2
,
pp. 363-375
Persistent link: https://www.econbiz.de/10012178181
Saved in:
3
Modeling changes in US monetary policy with a time-varying nonlinear Taylor rule
Nguyen, Anh D. M.
;
Pavlidis, Efthymios G.
;
Peel, David
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
22
(
2018
)
5
,
pp. 1-16
Persistent link: https://www.econbiz.de/10011966001
Saved in:
4
Episodes of exuberance in housing markets : in search of the smoking gun
Pavlidis, Efthymios
;
Yusupova, Alisa
;
Payá, Ivan
; …
- In:
The journal of real estate finance and economics
53
(
2016
)
4
,
pp. 419-449
Persistent link: https://www.econbiz.de/10011717531
Saved in:
5
Testing for linear and nonlinear Granger causality in the real exchange rate-consumption relation
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
- In:
Economics letters
132
(
2015
),
pp. 13-17
Persistent link: https://www.econbiz.de/10011422757
Saved in:
6
Nonlinear dynamics in economics and finance and unit root testing
Pavlidis, Efthymios G.
;
Payá, Ivan
;
Peel, David
; …
- In:
The European journal of finance
19
(
2013
)
5/6
,
pp. 572-588
Persistent link: https://www.econbiz.de/10010243592
Saved in:
7
A GARCH option pricing model with filtered historical simulation
Barone-Adesi, Giovanni
;
Engle, Robert F.
;
Mancini, Loriano
- In:
The review of financial studies
21
(
2008
)
3
,
pp. 1223-1258
Persistent link: https://www.econbiz.de/10003742228
Saved in:
8
Testing and valuing dynamic correlations for asset allocation
Engle, Robert F.
;
Colacito, Riccardo
- In:
Journal of business & economic statistics : JBES ; a …
24
(
2006
)
2
,
pp. 238-253
Persistent link: https://www.econbiz.de/10003317174
Saved in:
9
On the speed of adjustment in ESTAR models when allowance is made for bias in estimation
Payá, Ivan
;
Peel, David
- In:
Economics letters
90
(
2006
)
2
,
pp. 272-277
Persistent link: https://www.econbiz.de/10003276066
Saved in:
10
Expected stock returns, aggregate consumption and wealth : some further empirical evidence
Ioannidis, Christos
;
Peel, David
;
Matthews, Kent
- In:
Journal of macroeconomics
28
(
2006
)
2
,
pp. 439-445
Persistent link: https://www.econbiz.de/10003331960
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