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type_genre:"Collection of articles of several authors"
~person:"Buccheri, Giuseppe"
~person:"Luger, Richard"
~subject:"Capital income"
~type_genre:"Article in journal"
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Search: subject_exact:"Estimation theory"
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Capital income
Estimation theory
9
Schätztheorie
9
Estimation
6
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6
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6
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4
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Collection of articles of several authors
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Buccheri, Giuseppe
Luger, Richard
Kumar, Dilip
9
Maheswaran, S.
8
Tauchen, George Eugene
6
Todorov, Viktor
5
Andersen, Torben
4
Demetrescu, Matei
4
Li, Jia
4
Mykland, Per A.
4
Rodrigues, Paulo M. M.
4
Sucarrat, Genaro
4
Bollerslev, Tim
3
Corsi, Fulvio
3
Gungor, Sermin
3
Li, Yingying
3
Linton, Oliver
3
Richardson, Matthew
3
Rodriguez, Gabriel
3
Shaik, Muneer
3
Shephard, Neil G.
3
Taylor, Robert
3
Teräsvirta, Timo
3
Zhang, Lan
3
Amado, Cristina
2
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
International journal of forecasting
1
Journal of econometrics
1
Journal of economic dynamics & control
1
Journal of financial econometrics
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ECONIS (ZBW)
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1
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
Gungor, Sermin
;
Luger, Richard
- In:
Journal of financial econometrics
19
(
2021
)
4
,
pp. 746-788
Persistent link: https://www.econbiz.de/10012654991
Saved in:
2
A DCC-type approach for realized covariance modeling with score-driven dynamics
Vassallo, Danilo
;
Buccheri, Giuseppe
;
Corsi, Fulvio
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 569-586
Persistent link: https://www.econbiz.de/10012792854
Saved in:
3
A score-driven conditional correlation model for noisy and asynchronous data : an application to high-frequency covariance dynamics
Buccheri, Giuseppe
;
Bormetti, Giacomo
;
Corsi, Fulvio
; …
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 920-936
Persistent link: https://www.econbiz.de/10012653203
Saved in:
4
Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects
Gungor, Sermin
;
Luger, Richard
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 750-770
Persistent link: https://www.econbiz.de/10012483180
Saved in:
5
Multivariate tests of mean-variance efficiency and spanning with a large number of assets and time-varying covariances
Gungor, Sermin
;
Luger, Richard
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
2
,
pp. 161-175
Persistent link: https://www.econbiz.de/10011691256
Saved in:
6
Unfolded GARCH models
Liu, Xiaochun
;
Luger, Richard
- In:
Journal of economic dynamics & control
58
(
2015
),
pp. 186-217
Persistent link: https://www.econbiz.de/10011574655
Saved in:
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