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subject:"Time series analysis"
subject:"United States"
~accessRights:"restricted"
~person:"Hansen, Anne Lundgaard"
~person:"Kurozumi, Eiji"
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Time series analysis
United States
Estimation
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Hansen, Anne Lundgaard
Kurozumi, Eiji
Gupta, Rangan
60
Gil-Alaña, Luis A.
41
Marcellino, Massimiliano
22
Bahmani-Oskooee, Mohsen
21
Chang, Tsangyao
17
Balcilar, Mehmet
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Tiwari, Aviral Kumar
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Wohar, Mark E.
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Salisu, Afees A.
13
Caporale, Guglielmo Maria
11
Ranjbar, Omid
11
Chan, Joshua
10
Heckman, James J.
10
Li, Jia
10
Miller, Stephen M.
10
Hamermesh, Daniel S.
9
Kelly, Bryan T.
9
Lettau, Martin
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Ludvigson, Sydney C.
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Ma, Feng
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Moosa, Imad A.
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Stulz, René M.
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Apergēs, Nikolaos
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Journal of financial econometrics
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ECONIS (ZBW)
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1
A joint model for the term structure of interest rates and realized volatility
Hansen, Anne Lundgaard
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1196-1227
Persistent link: https://www.econbiz.de/10014391449
Saved in:
2
Time-transformed test for bubbles under non-stationary volatility
Kurozumi, Eiji
;
Skrobotov, Anton
;
Tsarev, Alexey
- In:
Journal of financial econometrics
21
(
2023
)
4
,
pp. 1282-1307
Persistent link: https://www.econbiz.de/10014391459
Saved in:
3
Modeling persistent interest rates with double-autoregressive processes
Hansen, Anne Lundgaard
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013257376
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