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subject:"USA"
type_genre:"Arbeitspapier"
~isPartOf:"CREATES research paper"
~subject:"Börsenkurs"
~type_genre:"Book review"
~type_genre:"Collection of articles written by one author"
~type_genre:"Rezension"
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USA
Börsenkurs
Estimation
79
Schätzung
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Theorie
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32
Time series analysis
25
Zeitreihenanalyse
25
Capital income
23
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Bollerslev, Tim
5
Todorov, Viktor
4
Grassi, Stefano
2
Kristensen, Johannes Tang
2
Nielsen, Morten Ørregaard
2
Violante, Francesco
2
Andreasen, Martin Møller
1
Callot, Laurent
1
Casas, Isabel
1
Delle Monache, Davide
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Demetrescu, Matei
1
Dolatabadi, Sepideh
1
Fernández-Villaverde, Jesús
1
Hall, Anthony D.
1
Hautsch, Nikolaus
1
Jungbacker, Borus
1
Koopman, Siem Jan
1
Kruse-Becher, Robinson
1
Lanne, Markku
1
Li, Sophia Zhengzi
1
MacKinnon, James G.
1
Mao, Xiuping
1
Mirone, Giorgio
1
Nielsen, Ole Linnemann
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Ntantamis, Christos
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Nyberg, Henri
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Podolskij, Mark
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Posselt, Anders Merrild
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Pönkä, Harri
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Rombouts, Jeroen V. K.
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Rubio-Ramírez, Juan Francisco
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Santucci de Magistris, Paolo
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Stentoft, Lars
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Teräsvirta, Timo
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Tevdovski, Dragan
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CREATES research paper
Working paper / National Bureau of Economic Research, Inc.
1,526
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420
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404
CESifo working papers
191
Finance and economics discussion series
170
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140
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84
Discussion paper / Tinbergen Institute
69
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65
CFS working paper series
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Staff reports / Federal Reserve Bank of New York
58
SFB 649 discussion paper
55
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
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36
Capital markets and finance in the enlarged Europe : the Postgraduate Research Programme working paper series
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1
Betting on mean reversion in the VIX? : evidence from ETP flows
Nielsen, Ole Linnemann
;
Posselt, Anders Merrild
-
2022
-
This version: September 1, 2021
Persistent link: https://www.econbiz.de/10012816394
Saved in:
2
Asset pricing using block-cholesky GARCH and time-varying betas
Grassi, Stefano
;
Violante, Francesco
-
2021
Persistent link: https://www.econbiz.de/10012620745
Saved in:
3
Is U.S. real output growth really non-normal? : testing distributional assumptions in time-varying location-scale models
Demetrescu, Matei
;
Kruse-Becher, Robinson
-
2021
Persistent link: https://www.econbiz.de/10012620758
Saved in:
4
Four Australian banks and the multivariate time-varying smooth transition correlation GARCH model
Hall, Anthony D.
;
Silvennoinen, Annastiina
; …
-
2021
Persistent link: https://www.econbiz.de/10012815962
Saved in:
5
Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium
Casas, Isabel
;
Mao, Xiuping
;
Veiga, Helena
-
2018
Persistent link: https://www.econbiz.de/10011864851
Saved in:
6
Cross-sectional noise reduction and more efficient estimation of integrated variance
Mirone, Giorgio
-
2018
Persistent link: https://www.econbiz.de/10011864983
Saved in:
7
Dynamics of variance risk premia, investors' sentiment and return predictability
Rombouts, Jeroen V. K.
;
Stentoft, Lars
;
Violante, Francesco
-
2017
Persistent link: https://www.econbiz.de/10011624137
Saved in:
8
Does the ARFIMA really shift?
Delle Monache, Davide
;
Grassi, Stefano
;
Santucci de …
-
2016
Persistent link: https://www.econbiz.de/10011648629
Saved in:
9
The role of credit in predicting US recessions
Pönkä, Harri
-
2015
Persistent link: https://www.econbiz.de/10011387597
Saved in:
10
Regularized estimation of structural instability in factor models : the US macroeconomy and the Great Moderation
Callot, Laurent
;
Kristensen, Johannes Tang
-
2015
Persistent link: https://www.econbiz.de/10010529439
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