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subject:"National income"
subject:"Time series analysis"
~isPartOf:"Journal of empirical finance"
~person:"Gupta, Rangan"
~person:"Härdle, Wolfgang"
~person:"Koopman, Siem Jan"
~subject:"Aktienmarkt"
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National income
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Aktienmarkt
Estimation
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Gupta, Rangan
Härdle, Wolfgang
Koopman, Siem Jan
Karanasos, Menelaos
3
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2
Conrad, Christian
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Dendramis, Yiannis
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Kim, Chang-Jin
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Journal of empirical finance
Discussion paper / Tinbergen Institute
23
Department of Economics working paper series
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SFB 649 discussion paper
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The North American journal of economics and finance : a journal of financial economics studies
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Long memory dynamics for multivariate dependence under heavy tails
Janus, Paweł
;
Koopman, Siem Jan
;
Lucas, André
- In:
Journal of empirical finance
29
(
2014
),
pp. 187-206
Persistent link: https://www.econbiz.de/10011300485
Saved in:
2
Modelling and forecasting liquidity supply using semiparametric factor dynamics
Härdle, Wolfgang
;
Hautsch, Nikolaus
;
Mihoci, Andrija
- In:
Journal of empirical finance
19
(
2012
)
4
,
pp. 610-625
Persistent link: https://www.econbiz.de/10009615658
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