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type_genre:"Non-commercial literature"
type_genre:"Working Paper"
~isPartOf:"CREATES research paper"
~isPartOf:"Economics / Discussion papers : the open-access, open-assessment e-journal"
~person:"Fernández-Villaverde, Jesús"
~person:"Li, Sophia Zhengzi"
~subject:"Kointegration"
~subject:"Share price"
~type_genre:"Amtsdruckschrift"
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CREATES research paper
Economics / Discussion papers : the open-access, open-assessment e-journal
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ECONIS (ZBW)
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Roughing up beta : continuous vs. discontinuous betas, and the cross-section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
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2014
Persistent link: https://www.econbiz.de/10010442477
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The pruned state-space system for non-linear DSGE models : theory and empirical applications
Andreasen, Martin Møller
;
Fernández-Villaverde, Jesús
; …
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2013
Persistent link: https://www.econbiz.de/10009733564
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