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subject:"India"
~accessRights:"restricted"
~person:"Asai, Manabu"
~person:"Battese, George Edward"
~person:"Kristensen, Dennis"
~subject:"1990"
~subject:"Efficiency"
~subject:"Japan"
~subject:"Stochastischer Prozess"
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India
1990
Efficiency
Japan
Stochastischer Prozess
Estimation theory
9
Schätztheorie
9
Stochastic process
4
Nichtparametrisches Verfahren
3
Nonparametric statistics
3
Time series analysis
3
Zeitreihenanalyse
3
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ARCH-Modell
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Estimation
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Corporate defaults
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Asai, Manabu
Battese, George Edward
Kristensen, Dennis
Parmeter, Christopher F.
8
Tsionas, Efthymios G.
8
Todorov, Viktor
7
Li, Jia
6
Kumbhakar, Subal
5
Tauchen, George Eugene
5
Park, Joon Y.
4
Sentana, Enrique
4
Cai, Jun
3
Cui, Zhenyu
3
Horrace, William C.
3
John, Joice
3
Kim, Donggyu
3
Lam, Henry
3
Li, Dong
3
Li, Guodong
3
Lucas, André
3
Maheswaran, S.
3
Manresa, Elena
3
Peng, Yijie
3
Phillips, Peter C. B.
3
Wang, Bin
3
Wang, Yazhen
3
Zakoïan, Jean-Michel
3
Zhu, Ke
3
Ahsan, Nazmul
2
Akira Toda, Alexis
2
Andersen, Torben
2
Aparicio, Juan
2
Avanzi, Benjamin
2
Battese, George E.
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Carriero, Andrea
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Chevallier, Julien
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Clark, Todd E.
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Coelli, Tim
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Das, Abhiman
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Dufour, Jean-Marie
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Journal of empirical finance
2
Econometric theory
1
Journal of time series econometrics
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Cointegrated dynamics for a generalized long memory process : application to interest rates
Asai, Manabu
;
Peiris, Shelton
;
McAleer, Michael
;
Allen, …
- In:
Journal of time series econometrics
12
(
2020
)
1
,
pp. 1-18
Persistent link: https://www.econbiz.de/10012258310
Saved in:
2
Estimation of stochastic volatility models by nonparametric filtering
Kanaya, Shin
;
Kristensen, Dennis
- In:
Econometric theory
32
(
2016
)
4
,
pp. 861-916
Persistent link: https://www.econbiz.de/10011644214
Saved in:
3
Modeling corporate defaults : poisson autoregressions with exogenous covariates (PARX)
Agosto, Arianna
;
Cavaliere, Giuseppe
;
Kristensen, Dennis
; …
- In:
Journal of empirical finance
38
(
2016
),
pp. 640-663
Persistent link: https://www.econbiz.de/10011663393
Saved in:
4
ABC of SV: limited information likelihood inference in stochastic volatility jump-diffusion models
Creel, Michael D.
;
Kristensen, Dennis
- In:
Journal of empirical finance
31
(
2015
),
pp. 85-108
Persistent link: https://www.econbiz.de/10011489408
Saved in:
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